Bayesian goodness of fit tests: a conversation for David Mumford

DOI10.4310/AMSA.2018.V3.N1.A9MaRDI QIDQ1707643zbMATHWikidataFDO

Authors Persi Diaconis, Guanyang Wang

Publication date 3 April 2018

Published in Annals of Mathematical Sciences and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1803.11251

zbMATH Keywords

MCMCBayes testdoubly intractable distributions

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15)

Abstract: The problem of making practical, useful goodness of fit tests in the Bayesian paradigm is largely open. We introduce a class of special cases (testing for uniformity: have the cards been shuffled enough; does my random generator work) and a class of sensible Bayes tests inspired by Mumford, Wu and Zhu. Calculating these tests presents the challenge of 'doubly intractable distributions'. In present circumstances, modern MCMC techniques are up to the challenge. But many other problems remain. Our paper is didactic, we hope to induce the reader to help take it further.

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Cited in

(2)

• Discussion of “A Gibbs Sampler for a Class of Random Convex Polytopes”
• On the theoretical properties of the exchange algorithm

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