Predictive performance of power posteriors

Y McLatchie, E Fong, D T Frazier and J Knoblauch

Biometrika, 2025, vol. 112, issue 3, 547-54

Abstract: SummaryWe 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.

Keywords: Generalized Bayes posterior; Learning rate; Posterior predictive distribution; Power posterior (search for similar items in EconPapers)
Date: 2025
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