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SBC Tutorial - Concluding remarks

Martin Modrák

2021/08/24 (updated: 2022-01-26)

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Side effects of SBC

  • Prior predictive checks

  • Posterior/prior shrinkage

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Limits of SBC

The consistency criteria we check is that "prior matches the posterior averaged over data".

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Limits of SBC

The consistency criteria we check is that "prior matches the posterior averaged over data".

If the prior matches the posterior always (e.g. we ignore data)...

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Limits of SBC

The consistency criteria we check is that "prior matches the posterior averaged over data".

If the prior matches the posterior always (e.g. we ignore data)...

... SBC will pass.

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Limits of SBC

The consistency criteria we check is that "prior matches the posterior averaged over data".

If the prior matches the posterior always (e.g. we ignore data)...

... SBC will pass.

Some ways around this - can be found in the limits_of_SBC.Rmd vignette in the SBC package.

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Main takeaways

  • Once you have code to create simulated data, adding SBC is not hard.
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Main takeaways

  • Once you have code to create simulated data, adding SBC is not hard.

  • SBC is just one way of checking your model and it is not perfect

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Main takeaways

  • Once you have code to create simulated data, adding SBC is not hard.

  • SBC is just one way of checking your model and it is not perfect

  • Donate to Stan! https://mc-stan.org/support/

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