Simulation-based calibration: Some challenges and directions for future research

Simulation-based calibration is the idea of checking Bayesian computation using the following steps, originally from Samantha Cook’s Ph.D. thesis, later appearing in this article by Cook et al., and then elaborated more recently by Talts et al.: 1. Take one draw of the vector of parameters theta_tilde from the prior distribution, p(theta). 2. Take one …