Lecture 4: Predictive Checks

Readings

• A First Course in Bayesian Statistical Methods by Peter D. Hoff.:
  • Chapter 4: Monte Carlo Approximations
• Bayesian Data Analysis (Third Edition) by Andrew Gelman, John Carlin, Hal Stern, David Dunson, Aki Vehtari, and Donald Rubin.:
  • Chapter 6: Model Checking

Optional

• The Bayesian Choice (Second Edition) by Christian Robert
  • 2.6 Criticisms and alternatives
  • 6.2.2 Monte Carlo methods

Recommended

Bayarri, M. and Berger, J. (2000). P-values for composite null models. Journal of the American Statistical Association, 95(452):1127–1142

Berger, J (2003) Could Fisher, Jeffreys and Neyman Have Agreed on Testing? Statistical Science, 18:1-12.