Predictive performance of power posteriors
Summary 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.
Authors
- Edwin Fong (ORCID: https://orcid.org/0000-0002-1687-6803)
- Yann McLatchie
- Jeremias Knoblauch
- D. T. Frazier
Institutions
- University College London (GB)
- Monash University (AU)
- University of Hong Kong (HK)
Publication Details
- Journal
- Biometrika
- Published
- 2025-01-01
- DOI
- https://doi.org/10.1093/biomet/asaf034
- Primary Topic
- Statistical Methods and Inference
- Type
- article
- Field-Weighted Citation Impact
- 0.00