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Bayesian model checking: A comparison of tests

Abstract

Two procedures for checking Bayesian models are compared using a simple test problem based on the local Hubble expansion. Over four orders of magnitude, p-values derived from a global goodness-of-fit criterion for posterior probability density functions (Lucy 2017) agree closely with posterior predictive p-values. The former can therefore serve as an effective proxy for the difficult-to-calculate posterior predictive p-values.Comment: 4 pages, 3 figures. Submitted to Astronomy & Astrophysic

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