On the Hierarchical Bernoulli Mixture Model Using Bayesian Hamiltonian Monte Carlo
Author:
Suryaningtyas WahyuniORCID,
Iriawan NurORCID,
Kuswanto HeriORCID,
Zain Ismaini
Abstract
The model developed considers the uniqueness of a data-driven binary response (indicated by 0 and 1) identified as having a Bernoulli distribution with finite mixture components. In social science applications, Bernoulli’s constructs a hierarchical structure data. This study introduces the Hierarchical Bernoulli mixture model (Hibermimo), a new analytical model that combines the Bernoulli mixture with hierarchical structure data. The proposed approach uses a Hamiltonian Monte Carlo algorithm with a No-U-Turn Sampler (HMC/NUTS). The study has performed a compatible syntax program computation utilizing the HMC/NUTS to analyze the Bayesian Bernoulli mixture aggregate regression model (BBMARM) and Hibermimo. In the model estimation, Hibermimo yielded a result of ~90% compliance with the modeling of each district and a small Widely Applicable Information Criteria (WAIC) value.
Funder
Directorate of Research and Community Service - Ministry of Research, Technology, and Higher Education of Indonesia
Subject
Physics and Astronomy (miscellaneous),General Mathematics,Chemistry (miscellaneous),Computer Science (miscellaneous)