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20192026
most citedSimulation-Based Calibration Checking for Bayesian Computation: The Choice of Test Quantities Shapes Sensitivity

38 citations · 46 across the 22 of their papers we have counts for

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Showing 2021Show all

2 papers · 1 filter

stat.CO2021

Fast methods for posterior inference of two-group normal-normal models

Philip Greengard, Jeremy Hoskins, Charles C. Margossian +2

We describe a class of algorithms for evaluating posterior moments of certain Bayesian linear regression models with a normal likelihood and a normal prior on the regression coeffi…

stat.ME2021

Nested : Assessing the convergence of Markov chain Monte Carlo when running many short chains

Charles C. Margossian, Matthew D. Hoffman, Pavel Sountsov +3

Recent developments in parallel Markov chain Monte Carlo (MCMC) algorithms allow us to run thousands of chains almost as quickly as a single chain, using hardware accelerators such…