“When are Bayesian model probabilities overconfident?” . . . and we’re still trying to get to meta-Bayes

Oscar Oelrich, Shutong Ding, Måns Magnusson, Aki Vehtari, and Mattias Villani write: Bayesian model comparison is often based on the posterior distribution over the set of compared models. This distribution is often observed to concentrate on a single model even … Continue reading → …