Improved simulation-based calibration paper soon! #57
hyunjimoon
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brain belief 🟩
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Summary is as follows and entire paper will be shared soon.
simulation-based calibration CHECK is the correct name. Any checks using self-consistency property* can be put under this frame.
I was confused about two different checks based on self-consistency property. A. rank-uniformity and B. distribution equivalence of prior and data-averaged posterior. Hazhir's point-mass prior example explains why check B cannot be stronger than check A.
Check A never detecting 'estimator that always returns prior distribution as posterior' was a BIG problem which new SBC check allows users to in principle detect any possible issue with the posterior. This is made possible by including additional data-dependent test (e.g. likelihood) quantities when running SBC.
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