Abstract: The Surprise is a measure for consistency between posterior distributions and operates in parameter space. It can be used to analyze either the compatibility of separately analyzed posteriors from two datasets, or the posteriors from a Bayesian update. The Surprise Calculator estimates relative entropy and Surprise between two samples, assuming they are Gaussian. The software requires the R package CompQuadForm to estimate the significance of the Surprise, and rpy2 to interface R with Python.
Credit: Seehars, Sebastian