title: Diagnostics for insufficiencies of posterior calculations in Bayesian signal inference.
abstract: We present an error-diagnostic validation method for posterior distributions in Bayesian signal inference, an advancement of a previous work. It transfers deviations from the correct posterior into characteristic deviations from a uniform distribution of a quantity constructed for this purpose. We show that this method is able to reveal and discriminate several kinds of numerical and approximation errors, as well as their impact on the posterior distribution. For this we present four typical analytical examples of posteriors with incorrect variance, skewness, position of the maximum, or normalization. We show further how this test can be applied to multidimensional signals.
authors: Max-Planck-Institut für Astrophysik, Karl-Schwarzschild-Str. 1, D-85748 Garching, Germany and Technische Universität München, Arcisstraße 21, D-80333 München, Germany.
authors: Sebastian
authors: S
authors: Dorn
authors: Max-Planck-Institut für Astrophysik, Karl-Schwarzschild-Str. 1, D-85748 Garching, Germany.
authors: Niels
authors: N
authors: Oppermann
authors: Max-Planck-Institut für Astrophysik, Karl-Schwarzschild-Str. 1, D-85748 Garching, Germany.
authors: Torsten A
authors: TA
authors: Ensslin