POSTERIOR PREDICTIVE ASSESSMENT OF MODEL FITNESS VIA REALIZED DISCREPANCIES
By Andrew Gelman, Xiao-Li Meng, Hal S. Stern. 1996
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
- Andrew Gelman
- David M. Blei
- Aki Vehtari
- Yoshua Bengio
- Yuling Yao
- Zoubin Ghahramani
- Dustin Tran
- Sergey Levine
Citations in the corpus
- A Bayesian model for repeated measures zero-inflated count data with application to outpatient psychiatric service use (2010, methodology): “A second approach is to conduct posterior predictive checks, in which the observed data are compared to data replicated from the posterior predictive distribution (Gelman et al., 1996).”
- The Problem of Infra-marginality in Outcome Tests for Discrimination (2016, background): “Such posterior predictive checks (Gelman et al., 2014, 1996) are a common approach for identifying and measuring systematic differences between a fitted Bayesian model and the data.”
- Beyond subjective and objective in statistics (2015, methodology): “Hierarchical models and Bayesian inference are often used to manage the many levels of variation and uncertainty (see, for example, Sheiner (1984) and Gelman et al. (1996)).”
- Scalable Recommendation with Hierarchical Poisson Factorization (2015, methodology): “We confirmed this in Section 3 using a posterior predictive check [10].”
- Toward Distribution Estimation under Local Differential Privacy with Small Samples (2018, methodology): “We may also be able to choose a better α by extending our method to the Bayesian framework in the same way as [19].”
- Shape restricted regression with random Bernstein polynomials (2007, methodology): “[14] and Gelman [13]; in fact, we have implemented this assessment and found it quite satisfactory.”
- Robust Demographic Inference from Genomic and SNP Data (2013, unknown): “One would ideally like to assess how well the model explains the data, which is usually done by some posterior predictive check in a Bayesian setting [77], or by getting the data p-value under a frequentist approach.”
- Fast Threshold Tests for Detecting Discrimination (2017, background): “We further confirm that these inferred parameters capture key features of the data by performing posterior predictive checks (Gelman et al., 1996).”
- Bayesian Model Assessment Using Pivotal Quantities (2007, methodology): “Perhaps in response to this problem, Guttman (1967) and Rubin (1984) proposed model diagnostics based on posterior-predictive distributions, which were later extended to general discrepancy functions by Gelman, Meng, and Stern (1996) (see also Meng (1994) for accompanying theory).”
- Using a Bayesian latent growth curve model to identify trajectories of positive affect and negative events following myocardial infarction. (2005, unknown): “Finally, to determine if the number of classes is too small, we use posterior predictive checks (Gelman et al., 1996): replicated data generated under the model is compared to the observed data for evidence of model failure.”