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Validation of software for Bayesian models using posterior quantiles

Posted by  on 15 August 2005, 12:49 am

We present a simulation-based method designed to establish the computational correctness of software developed to fit a specific Bayesian model, capitalizing on properties of Bayesian posterior distributions. We illustrate the validation technique with two examples. The validation method is shown to find errors in software when they exist and, moreover, the validation output can be informative about the nature and location of such errors.

See here for some more description from Sam Cook (the first author of the paper and the leader on the project).

Filed under Bayesian Statistics
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