Hyperbolic models can reproduce the heavy-tailed degree distribution, high clustering, and hierarchical structure of empirical networks. Current algorithms for finding the hyperbolic coordinates of networks, however, do not quantify uncertainty in the inferred coordinates. We present BIGUE, a Markov chain Monte Carlo (MCMC) algorithm that samples the posterior distribution of a Bayesian hyperbolic random graph model. We show that combining random walk and random cluster transformations significantly improves mixing compared to the commonly used and state-of-the-art dynamic Hamiltonian Monte Carlo algorithm. Using this algorithm, we also provide evidence that the posterior distribution cannot be approximated by a multivariate normal distribution, thereby justifying the use of MCMC to quantify the uncertainty of the inferred parameters.

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