Pubblicato in Martin Modrák

To celebrate a new paper out in Bayesian Analysis, let’s talk simulation-based calibration checking (SBC). SBC is a method where you use simulated datasets to verify that you implemented you model correctly and/or that your sampling algorithm work. It was introduced by Talts et al. and has been known and used for a while, but was considered to have a few shortcomings, which we try to address.