Check out Talts et al. Simulation-based Calibration (SBC)

[MichaelClerx]

Verifying the correctness of Bayesian computation is challenging. This is especially true for complex models that are common in practice, as these require sophisticated model implementations and algorithms. In this paper we introduce simulation-based calibration (SBC), a general procedure for validating inferences from Bayesian algorithms capable of generating posterior samples. This procedure not only identifies inaccurate computation and inconsistencies in model implementations but also provides graphical summaries that can indicate the nature of the problems that arise.

https://arxiv.org/abs/1804.06788

[MichaelClerx]

Duplicate of #843