Wild posteriors in the wild

Fuente: arXiv
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Main Authors: Shen, Yunyi, Broderick, Tamara
Format: Preprint
Published: 2025
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author Shen, Yunyi
Broderick, Tamara
author_facet Shen, Yunyi
Broderick, Tamara
contents Bayesian posterior approximation has become more accessible to practitioners than ever, thanks to modern black-box software. While these tools provide highly accurate approximations with minimal user effort, certain posterior geometries remain notoriously difficult for standard methods. As a result, research into alternative approximation techniques continues to flourish. In many papers, authors validate their new approaches by testing them on posterior shapes deemed challenging or "wild." However, these shapes are not always directly linked to real-world applications where they naturally occur. In this note, we present examples of practical applications that give rise to some commonly used benchmark posterior shapes.
format Preprint
id arxiv_https___arxiv_org_abs_2503_00239
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Wild posteriors in the wild
Shen, Yunyi
Broderick, Tamara
Computation
Methodology
Bayesian posterior approximation has become more accessible to practitioners than ever, thanks to modern black-box software. While these tools provide highly accurate approximations with minimal user effort, certain posterior geometries remain notoriously difficult for standard methods. As a result, research into alternative approximation techniques continues to flourish. In many papers, authors validate their new approaches by testing them on posterior shapes deemed challenging or "wild." However, these shapes are not always directly linked to real-world applications where they naturally occur. In this note, we present examples of practical applications that give rise to some commonly used benchmark posterior shapes.
title Wild posteriors in the wild
topic Computation
Methodology
url https://arxiv.org/abs/2503.00239