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Validating Bayesian Inference Algorithms with Simulation-Based Calibration
Sean Talts, Michael Betancourt, Daniel Simpson et al., 2018. arXiv.
Describes simulation-based calibration, a check on Bayesian inference software: draw parameters from the prior, simulate data, fit the model, and test whether the ranks of the true values among the posterior draws are uniform.
What it's used for here
Listed in the emerging-methods survey.
Cited by on this site 1 record
1 methods surveys
SRCMathematics
Cite it
Talts, S., Betancourt, M., Simpson, D., Vehtari, A., & Gelman, A. (2018). Validating Bayesian Inference Algorithms with Simulation-Based Calibration. arXiv. https://arxiv.org/abs/1804.06788
@article{talts2018validating,
author = {Talts, Sean and Betancourt, Michael and Simpson, Daniel and Vehtari, Aki and Gelman, Andrew},
title = {Validating Bayesian Inference Algorithms with Simulation-Based Calibration},
journal = {arXiv},
year = {2018},
url = {https://arxiv.org/abs/1804.06788}
}TY - GEN TI - Validating Bayesian Inference Algorithms with Simulation-Based Calibration AU - Talts, Sean AU - Betancourt, Michael AU - Simpson, Daniel AU - Vehtari, Aki AU - Gelman, Andrew PY - 2018 JO - arXiv UR - https://arxiv.org/abs/1804.06788 ER -
Talts, Sean et al.. “Validating Bayesian Inference Algorithms with Simulation-Based Calibration.” arXiv (2018).