%0 Generic %1 talts2018validating %A Talts, Sean %A Betancourt, Michael %A Simpson, Daniel %A Vehtari, Aki %A Gelman, Andrew %D 2018 %K bayesian mcmc statistics validation %T Validating Bayesian Inference Algorithms with Simulation-Based Calibration. %U http://arxiv.org/abs/1804.06788 %X Verifying the correctness of Bayesian computation is challenging. This is especially true for complex models that are common in practice, as these require sophisticated model implementations and algorithms. In this paper we introduce simulation-based calibration (SBC), a general procedure for validating inferences from Bayesian algorithms capable of generating posterior samples. This procedure not only identifies inaccurate computation and inconsistencies in model implementations but also provides graphical summaries that can indicate the nature of the problems that arise. We argue that SBC is a critical part of a robust Bayesian workflow, as well as being a useful tool for those developing computational algorithms and statistical software.

@misc{talts2018validating, abstract = {Verifying the correctness of Bayesian computation is challenging. This is especially true for complex models that are common in practice, as these require sophisticated model implementations and algorithms. In this paper we introduce \emph{simulation-based calibration} (SBC), a general procedure for validating inferences from Bayesian algorithms capable of generating posterior samples. This procedure not only identifies inaccurate computation and inconsistencies in model implementations but also provides graphical summaries that can indicate the nature of the problems that arise. We argue that SBC is a critical part of a robust Bayesian workflow, as well as being a useful tool for those developing computational algorithms and statistical software.}, added-at = {2018-12-07T10:32:34.000+0100}, author = {Talts, Sean and Betancourt, Michael and Simpson, Daniel and Vehtari, Aki and Gelman, Andrew}, biburl = {https://www.bibsonomy.org/bibtex/28dbb2539433085fc051148faa916ff87/jpvaldes}, description = {Validating Bayesian Inference Algorithms with Simulation-Based Calibration}, interhash = {5304d7360f92bff961e8c775d80b5fe3}, intrahash = {8dbb2539433085fc051148faa916ff87}, keywords = {bayesian mcmc statistics validation}, note = {cite arxiv:1804.06788Comment: 26 pages, 14 figures}, timestamp = {2018-12-07T10:32:34.000+0100}, title = {Validating Bayesian Inference Algorithms with Simulation-Based Calibration.}, url = {http://arxiv.org/abs/1804.06788}, year = 2018 }