Bayesian model checking: A comparison of tests
Instrumentation and Methods for Astrophysics
2018-06-27 v1 Methodology
Abstract
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.
Cite
@article{arxiv.1712.07422,
title = {Bayesian model checking: A comparison of tests},
author = {Leon B. Lucy},
journal= {arXiv preprint arXiv:1712.07422},
year = {2018}
}
Comments
4 pages, 3 figures. Submitted to Astronomy & Astrophysics