Predictive performance of power posteriors

• 成果类型: Article
• 署名作者: McLatchie, Y.; Fong, E.; Frazier, D. T.; Knoblauch, J.
• 署名单位: University of London; University College London; University of Hong Kong; Monash University
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444; 1464-3510
• DOI: 10.1093/biomet/asaf034
• 发表日期: 2025
• 页码: asaf034
• 关键词: Generalized Bayes posterior; learning rate; posterior predictive distribution; Power posterior; bayesian-inference; INFORMATION; likelihood

摘要

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.