The local critique plot (Scheel, Green & Rougier, 2011) was proposed as a graphical tool for investigating potential conflict between different sources informing the posterior distribution of a parameter in a Bayesian Hierarchical model. We have developed an alternative graphical critique plot, that is related both to the original plot and to the node based conflict measure/p-value ideas of Gåsemyr & Natvig (2009). Actually, a conflict measure/p-value can readily be computed from this new plot. However, the new plots are potentially computationally intensive, and the property of well calibrated p-values is only proven for certain classes of models. This project will investigate the applicability in complex, non-Gaussian models. Potential open questions to investigate are for example investigating the calibration/interpretation issue, and improving the computational complexity.
References
- Scheel, I., Green, P. J., & Rougier, J. C. (2011). A graphical diagnostic for identifying influential model choices in Bayesian hierarchical models. Scandinavian Journal of Statistics, 38, 529-550
- Gåsemyr, J. and Natvig, B. (2009). “Extensions of a conflict measure of inconsistencies in Bayesian hierarchical models.” Scandinavian Journal of Statistics, 36: 822–838