The original SBC checks whether the inference works for all possible data sets generated using the model and parameter draws from the prior. Priors are usually wider than posteriors and may contain regions where the computation fails. Illustration: Regions 1 and 3 exhibit bias in opposite directions, while inference is well calibrated within region 2. Prior SBC will not suggest calibration issues, while posterior SBC can assess inference for a posterior contained in one of the regions. 2/5
=> More informations about this toot | View the thread | More toots from avehtari@bayes.club
text/gemini
This content has been proxied by September (3851b).