Predictive performance of power posteriors
Yann McLatchie, Edwin Fong, David T. Frazier, Jeremias Knoblauch · arXiv (Cornell University) · 2024
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.