Validation of Software for Bayesian Models Using Posterior Quantiles
نویسندگان
چکیده
منابع مشابه
Validation of Software for Bayesian Models Using Posterior Quantiles
We present a simulation-based method designed to establish that software developed to fit a specific Bayesian model works properly, capitalizing on properties of Bayesian posterior distributions. We illustrate the validation technique with two examples. The validation method is shown to find errors in software when they exist and, moreover, the validation output can be informative about the nat...
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ژورنال
عنوان ژورنال: Journal of Computational and Graphical Statistics
سال: 2006
ISSN: 1061-8600,1537-2715
DOI: 10.1198/106186006x136976