If the pp distribution is p(yrep | y) = \int p(yrep | theta) p(theta | y) dtheta, and we know just some (S) samples from the posterior then the pp distribution should be p(yrep | y) = mean( p(yrep | theta_s) ). If, for instance, the likelihood is gaussian, then the pp distribution is an average o…

Sampling from the posterior predictive distribution

Homer March 3, 2019, 1:53pm 4

Your thread is quite old by now, but perhaps this new thread could also help to clarify any open questions.

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