Validation of software for Bayesian models using posterior quantiles
Validation of software for Bayesian models using posterior quantiles
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DOI：
10.1198/106186006x136976
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发表时间：
2006-09-01
影响因子：
2.4
通讯作者：
Rubin, Donald B.
中科院分区：
文献类型：
--
作者：
Cook, Samantha R.;Gelman, Andrew;Rubin, Donald B.
本文提出了一种基于模拟的方法，旨在建立计算正确性的软件开发，以适应一个特定的贝叶斯模型，利用贝叶斯后验分布的属性。我们用两个例子来说明验证技术。验证方法发现软件中的错误时，它们存在，而且，验证输出可以提供信息的性质和位置，这样的错误。我们还比较了我们的方法与早期的方法。
This article presents 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. We also compare our method with that of an earlier approach.