Understanding Multilevel Models(Artficial Intelligence)

Abstract: Multilevel linear models allow flexible statistical modelling of complex data with different levels of stratification. Identifying the most appropriate model from the large set of possible candidates is a challenging problem. In the Bayesian setting, the standard approach is a comparison of models using the model evidence or the Bayes factor. However, in all but the simplest of cases, direct computation of these quantities is impossible. Markov Chain Monte Carlo approaches are widely used, such as sequential Monte Carlo, but it is not always clear how well such techniques perform in practice.