Bayesian model checking: A comparison of tests

Abstract

Two procedures for checking Bayesian models are compared using a simple test problem based on the local Hubble expansion. Over four orders of magnitude, p-values derived from a global goodness-of-fit criterion for posterior probability density functions (Lucy 2017) agree closely with posterior predictive p-values. The former can therefore serve as an effective proxy for the difficult-to-calculate posterior predictive p-values.