幂后验的预测性能

Predictive performance of power posteriors

Biometrika · 2025
被引 1
ABS 4

中文导读

分析了在生成后验预测时使用温度调整似然函数的影响,发现小样本下温度影响预测性能,但中到大样本下无影响。

Abstract

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.

计量经济学统计学贝叶斯推断