How to verify that uncertainty (estimated from pymc3) is accurate?

I have found the author’s implementation of SBC (https://github.com/seantalts/simulation-based-calibration) and the other implementation on pymc3 (https://github.com/seantalts/simulation-based-calibration). FYI: I haven’t looked at the code in detail but sometimes it is easier to grasp an idea from a line of code rather than from a lengthy text.

3 Likes