Here are the least uniformly distributed histograms from a simulation-based calibration,
The alpha parameters seem to exhibit a slight inverted U shape like Figure 5 in the SBC paper. This is integrating over 500 datasets. The pattern persists with binning of 4 or 8. How do I interpret this?
@seantalts The SBC paper says that this pattern indicates that the data averaged posterior is overdispersed relative to the prior, but that doesn’t make sense. In the code (3.7 KB),
alpha is generated from
lognormal_rng(log(1)-0.15^2/2.0, 0.15) but the prior for parameter recovery is set to
lognormal(log(2)-.5^2/2.0, .5). Any thoughts?