Approximated sensitivity analysis in posterior predictive distribution
Journal of the Korean Statistical Society, pp. 261-270, 2015.
In Bayesian statistics, a model can be assessed by checking that the model fits the data, which is addressed by using the posterior predictive distribution for a discrepancy, an extension of classical test statistics to allow dependence on unknown (nuisance) parameters. Posterior predictive assessment of model fitness allows more direct a...More
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