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on 31-Oct-2022 (Mon)

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#bayes #programming #r #statistics
The role of Bayesian inference is to compute the exact relative credibilities of candidate parameter values, while also taking into account their prior probabilities.
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#bayes #programming #r #statistics
In general, Bayesian analysis of data follows these steps: 1. Identify the data relevant to the research questions. What are the measurement scales of the data? Which data variables are to be predicted, and which data variables are supposed to act as predictors? 2. Define a descriptive model for the relevant data. The mathematical form and its parameters should be meaningful and appropriate to the theoretical purposes of the analysis. 3. Specify a prior distribution on the parameters. The prior must pass muster with the audience of the analysis, such as skeptical scientists. 4. Use Bayesian inference to re-allocate credibility across parameter values. Interpret the posterior distribution with respect to theoretically meaningful issues (assuming that the model is a reasonable description of the data; see next step). 5. Check that the posterior predictions mimic the data with reasonable accuracy (i.e., conduct a “posterior predictive check”). If not, then consider a different descriptive model
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Stan - diagnostic packages
#bayesian #stan
The Stan development crew has made it easy to interactively explore diagnostics via the shinystan package, and one should do so with each model. In addition, there are other diagnostics available in other packages like loo and posterior.
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Flashcard 7554894007564

Tags
#bayesian #stan
Question
The Stan development crew has made it easy to interactively explore diagnostics via the [...name?] package, and one should do so with each model. In addition, there are other diagnostics available in other packages like loo and posterior.
Answer
shinystan

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Stan - diagnostic packages
The Stan development crew has made it easy to interactively explore diagnostics via the shinystan package, and one should do so with each model. In addition, there are other diagnostics available in other packages like loo and posterior.