Do you know of any learning resources for understanding model checking or Posterior Predictive checks?

Hi !
I’m looking for videos, notebooks or anything else that will help me understand this part of pymc3. I’m not looking for something dense, if it’s intuitive it’s good enough.


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See examples_notebooks — PyMC3 3.10.0 documentation for a lot of good examples. Most relevant to your question is this one: Prior and Posterior Predictive Checks — PyMC3 3.10.0 documentation


I also wrote a blog post focused on loo_pit (which is a specific algorithm for posterior predictive checking) that shows with simple examples the most common issues that can be detected with posterior predictive checks. All examples have both loo_pit and ppc plots (as you can see in the teaser image below)