Validation of Software for Bayesian Models Using Posterior Quantiles

Statistical Modeling, Causal Inference, and Social Science 2013-05-23

Summary:

Every once in awhile I get a question that I can directly answer from my published research. When that happens it makes me so happy. Here’s an example. Patrick Lam wrote, Suppose one develops a Bayesian model to estimate a parameter theta. Now suppose one wants to evaluate the model via simulation by generating fake [...]

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Link:

http://andrewgelman.com/2013/05/23/validation-of-software-for-bayesian-models-using-posterior-quantiles-2/

From feeds:

Statistics and Visualization » Statistical Modeling, Causal Inference, and Social Science

Tags:

statistical computing bayesian statistics stan

Authors:

Andrew

Date tagged:

05/23/2013, 10:50

Date published:

05/23/2013, 09:41