Outlier robust posterior predictive checks

MaRDI QIDQ4905138zbMATH OpenFDO

Authors Galina Nicorici

Publication date 15 February 2013

zbMATH Keywords

algorithmsBayesian modeldiscrepancy measureMarkov chain Monte Carlomodel checkingmodified likelihoodPCOut algorithmposterior predictive \(p\)-valuepredictive distributionrobust diagnosisweighted likelihoodweighting scheme

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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Cited in

(1)

• Posterior predictive checks: principles and discussion procedures

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