Predictive performance of power posteriors
| Title: | Predictive performance of power posteriors |
|---|---|
| Authors: | McLatchie, Yann, Fong, Edwin, Frazier, David T., Knoblauch, Jeremias |
| Publication Year: | 2024 |
| Collection: | Mathematics Statistics |
| Subject Terms: | Mathematics - Statistics Theory |
| More Details: | We analyse the impact of using tempered likelihoods in the production of posterior predictions. Our findings reveal that once the sample size is at least moderately large and the temperature is not too small, then likelihood tempering has virtually no impact on the resulting posterior predictions. Comment: 7 (+14 supplementary) pages (excluding references); 3 (+4 supplementary) figures |
| Document Type: | Working Paper |
| Access URL: | http://arxiv.org/abs/2408.08806 |
| Accession Number: | edsarx.2408.08806 |
| Database: | arXiv |
| Description not available. |