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Biometrika 1993 80(1):61-74; doi:10.1093/biomet/80.1.61
© 1993 by Biometrika Trust
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Diagnostic plots for improved parameterization in Bayesian inference

SUSAN E. HILLS1 and ADRIAN F. M. SMITH2

1Department of Mathematics, University of Nottingham Nottingham, NG7 2RD, U.K.
2Department of Mathematics, Imperial College London, SW7 2BZ, U.K.

A major problem with the Bayesian analysis of statistical models is that the computation of posterior and predictive summaries typically requires the numerical evaluation of complicated multivariate integrals. The accuracy and efficiency of these computations are usually sensitive to the choice of parameterization for the statistical model. This paper describes a graphical method which can be used both for assessing a proposed parameterization and choosing a new improved parameterization.

Key Words: Bayesian inference • parameterization • Numerical integration


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