Simulation-Based Calibration Checking for Bayesian Computation: The Choice of Test Quantities Shapes Sensitivity.

ABSTRACT: Simulation-based calibration checking (SBC) is a practical method to validate computationally-derived posterior distributions or their approximations. In this paper, we introduce a new variant of SBC to alleviate several known problems. Our variant allows the user to in principle detect any possible issue with the posterior, while previously reported implementations could never detect large classes of problems including when the posterior is equal to the prior. This is made possible by including additional data-dependent test quantities when running SBC. We argue and demonstrate that the joint likelihood of the data is an especially useful test quantity. Some other types of test quantities and their theoretical and practical benefits are also investigated. We provide theoretical analysis o

SUBMITTER: Modrak M 

PROVIDER: S-EPMC12490788 | biostudies-literature | 2025 Jun

REPOSITORIES: biostudies-literature