Predictive performance of power posteriors
Statistics Theory
2025-05-14 v2 Statistics Theory
Abstract
We analyse the impact of using tempered likelihoods in the production of posterior predictions. While the choice of temperature has an impact on predictive performance in small samples, we formally show that in moderate-to-large samples, tempering does not impact posterior predictions.
Cite
@article{arxiv.2408.08806,
title = {Predictive performance of power posteriors},
author = {Yann McLatchie and Edwin Fong and David T. Frazier and Jeremias Knoblauch},
journal= {arXiv preprint arXiv:2408.08806},
year = {2025}
}
Comments
7 (+17 supplementary) pages (excluding references); 3 (+7 supplementary) figures