Computational Bayesian Statistics Journal Club

Friday Jan 15, 2021, 11:00 AM → 12:00 PM America/New_York

Zoom

Date & Time: Friday, January 15th, 2021, 11:00am EST
Moderator: Bob Carpenter [CCM]

Discussion: Sean Talts, Michael Betancourt, Daniel Simpson, Aki Vehtari, Andrew Gelman.
Validating Bayesian Inference Algorithms with Simulation-Based Calibration
https://arxiv.org/abs/1804.06788

Background on calibration and scoring:
Gneiting, T., Balabdaoui, F. and Raftery, A.E., 2007.
Probabilistic forecasts, calibration and sharpness. Journal of the
Royal Statistical Society: Series B (Statistical Methodology), 69(2),
pp.243-268.
https://sites.stat.washington.edu/raftery/Research/PDF/Gneiting2007jrssb.pdf

Gneiting, T. and Raftery, A.E., 2007.
Strictly proper scoring rules, prediction, and estimation. Journal of
the American statistical Association, 102(477), pp.359-378.
http://www.eecs.harvard.edu/cs286r/courses/fall10/papers/Gneiting07.pdf