Postreior predictive p-values in Bayesian hierarchical models

DOI10.1111/J.1467-9469.2008.00630.XMaRDI QIDQ3552981zbMATH OpenOpenAlexFDO

Authors Gunnildur Högnadóttir Steinbakk, Geir Storvik

Publication date 22 April 2010

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9469.2008.00630.x

zbMATH Keywords

calibrationlatent variablesmarginalized Bayesian predictive p-level

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear inference, regression (62J99)

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Cites work

• A robust conflict measure of inconsistencies in Bayesian hierarchical models
• A simulation-intensive approach for checking hierarchical models
• Approximate Bayesian inference for hierarchical Gaussian Markov random field models
• Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
• Approximate Inference in Generalized Linear Mixed Models
• Asymptotic Distribution of P Values in Composite Null Models
• Bayesianly justifiable and relevant frequency calculations for the applied statistician
• Checking for prior-data conflict
• Estimating Catch at Age from Market Sampling Data by Using a Bayesian Hierarchical Model
• Gaussian Markov Random Fields
• scientific article; zbMATH DE number 2020395 (Why is no real title available?)
• scientific article; zbMATH DE number 947414 (Why is no real title available?)
• scientific article; zbMATH DE number 2109186 (Why is no real title available?)
• scientific article; zbMATH DE number 3255310 (Why is no real title available?)
• Multiple Imputation for Model Checking: Completed‐Data Plots with Missing and Latent Data
• P Values for Composite Null Models
• Parameterization and Bayesian Modeling
• Post-Processing Posterior PredictivepValues
• Posterior predictive model checking in hierarchical models
• Rejoinder: Bayesian checking of the second levels of hierarchical models
• Sampling and Bayes' Inference in Scientific Modelling and Robustness

Cited in

(27)

• Approximation of Bayesian predictive \(p\)-values with regression ABC
• Posterior predictive model checking in hierarchical models
• Alternatives to post-processing posterior predictive p values
• scientific article; zbMATH DE number 1140593 (Why is no real title available?)
• Comment: Bayesian checking of the second level of hierarchical models: cross-validated posterior predictive checks using discrepancy measures
• Calibration of posterior predictive p-values for model checking
• A note on fiducial model averaging as an alternative to checking Bayesian and frequentist models
• Post-Processing Posterior PredictivepValues
• Conflict diagnostics in directed acyclic graphs, with applications in Bayesian evidence synthesis
• Fiducialize statistical significance: transformingp-values into conservative posterior probabilities and Bayes factors
• Bayesian nonparametric models for multiple raters: a general statistical framework
• Computational Methods for Fast Bayesian Model Assessment via Calibrated Posterior p -values
• Storvik, Palomares, Engebretsen, Rø, Engø-Monsen, Kristoffersen, De Blasio and Frigessi's reply to the discussion of `The second discussion meeting on statistical aspects of the COVID-19 pandemic'
• Bhatt, Ferguson, Flaxman, Gandy, Mishra, and Scott's reply to the discussion of `The second discussion meeting on statistical aspects of the COVID-19 pandemic'
• Jorge Mateu and Álvaro Briz-Redón's contribution to the discussion of `The second discussion meeting on statistical aspects of the COVID-19 pandemic'
• Andrew B. Lawson's contribution to the discussion of `The second discussion meeting on statistical aspects of the COVID-19 pandemic'
• Hans R. Künsch and Fabio Sigrist's contribution to the discussion of `The second discussion meeting on statistical aspects of the COVID-19 pandemic'
• Sawitree Boonpatcharanon, Jane Heffernan and Hanna Jankowski's contribution to the discussion of `The second discussion meeting on statistical aspects of the COVID-19 pandemic'
• Heejong Bong, Valerie Ventura and Larry Wasserman's contribution to the discussion of `The second discussion meeting on statistical aspects of the COVID-19 pandemic'
• Alice Corbella, Anne M. Presanis, Paul J. Birrell and Daniela de Angelis's contribution to the discussion of `The second discussion meeting on statistical aspects of the COVID-19 pandemic'
• Sanmitra Ghosh's contribution to the discussion of `The second discussion meeting on statistical aspects of the COVID-19 pandemic'
• Paul J. Birrell, Angelos Alexopoulos and Daniela de Angelis's contribution to the discussion of `The second discussion meeting on statistical aspects of the COVID-19 pandemic'
• Arun Chind's contribution to the discussion of `The second discussion meeting on statistical aspects of the COVID-19 pandemic'
• Seconder of the vote of thanks and contribution to the discussion of `The second discussion meeting on statistical aspects of the COVID-19 pandemic'
• Proposer of the vote of thanks and contribution to the discussion of `The second discussion meeting on statistical aspects of the COVID-19 pandemic'
• Semi-mechanistic Bayesian modelling of COVID-19 with renewal processes
• Inference after checking multiple Bayesian models for data conflict and applications to mitigating the influence of rejected priors

Describes a project that uses

Uses Software

• GMRFLib
• spBayes

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