Prior-based model checking
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Abstract: Model checking procedures are considered based on the use of the Dirichlet process and relative belief. This combination is seen to lead to some unique advantages for this problem. In particular, it avoids double use of the data and prior-data conflict. Several examples have been incorporated, in which the proposed approach exhibits excellent performance.
Recommendations
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Cited in
(20)- Posterior predictive model checking in hierarchical models
- Checking for model failure and for prior-data conflict with the constrained multinomial model
- On robustness of the relative belief ratio and the strength of its evidence with respect to the geometric contamination prior
- Estimation of entropy and extropy based on right censored data: a Bayesian non-parametric approach
- Kullback-Leibler divergence for Bayesian nonparametric model checking
- A Bayesian nonparametric multi-sample test in any dimension
- A general guide in Bayesian and robust Bayesian estimation using Dirichlet processes
- A Bayesian nonparametric estimation to entropy
- The two-sample problem via relative belief ratio
- A necessary Bayesian nonparametric test for assessing multivariate normality
- A Bayesian semiparametric Gaussian copula approach to a multivariate normality test
- On one-sample Bayesian tests for the mean
- Bayesian estimation of extropy and goodness of fit tests
- A test for independence via Bayesian nonparametric estimation of mutual information
- A parameter transformation of the anisotropic Matérn covariance function
- On Bayesian Hotelling’s T 2 test for the mean
- Advancements in Rényi entropy and divergence estimation for model assessment
- Evaluating model fit for type II censored data: a Bayesian non-parametric approach based on the Kullback-Leibler divergence estimation
- Bayesian Model Checking by Betting: A Game-Theoretic Alternative to Bayesian p -values and Classical Bayes Factors
- Active and sparse methods in smoothed model checking
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