• Corpus ID: 219956330

Distortion estimates for approximate Bayesian inference

@inproceedings{Xing2020DistortionEF,
  title={Distortion estimates for approximate Bayesian inference},
  author={Hanwen Xing and Geoff Nicholls and Jeong Eun Lee},
  booktitle={UAI},
  year={2020}
}
Current literature on posterior approximation for Bayesian inference offers many alternative methods. Does our chosen approximation scheme work well on the observed data? The best existing generic diagnostic tools treating this kind of question by looking at performance averaged over data space, or otherwise lack diagnostic detail. However, if the approximation is bad for most data, but good at the observed data, then we may discard a useful approximation. We give graphical diagnostics for… 
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