Bayesian model checking: A comparison of tests [IMA]

http://arxiv.org/abs/1712.07422


Two procedures for checking Bayesian models are compared using a simple test problem based on the local Hubble expansion. Over four orders of magnitude, p-values derived from a global goodness-of-fit criterion for posterior probability density functions (Lucy 2017) agree closely with posterior predictive p-values. The former can therefore serve as an effective proxy for the difficult-to-calculate posterior predictive p-values.

Read this paper on arXiv…

L. Lucy
Thu, 21 Dec 17
69/76

Comments: 4 pages, 3 figures. Submitted to Astronomy & Astrophysics