Posterior predictive checks: Principles and discussion
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In this paper, we give a description of posterior predictive checking (introduced by Rubin, 1984) for detecting departures between the data and the posited model and illustrate how the posterior predictive check can be used in practice. We further discuss interpretability, frequency properties, and prior sensitivity of the posterior predictive p-value.
KeywordsPosterior Predictive Check Discrepancy Measure Posterior Predictive p-value Frequency Properties Prior Sensitivity
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