Extrapolation of Tempered Posteriors

Fuente: arXiv
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Auteurs principaux: Xi, Mengxin, Shen, Zheyang, Riabiz, Marina, Chopin, Nicolas, Oates, Chris J.
Format: Preprint
Publié: 2025
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author Xi, Mengxin
Shen, Zheyang
Riabiz, Marina
Chopin, Nicolas
Oates, Chris J.
author_facet Xi, Mengxin
Shen, Zheyang
Riabiz, Marina
Chopin, Nicolas
Oates, Chris J.
contents Tempering is a popular tool in Bayesian computation, being used to transform a posterior distribution $p_1$ into a reference distribution $p_0$ that is more easily approximated. Several algorithms exist that start by approximating $p_0$ and proceed through a sequence of intermediate distributions $p_t$ until an approximation to $p_1$ is obtained. Our contribution reveals that high-quality approximation of terms up to $p_1$ is not essential, as knowledge of the intermediate distributions enables posterior quantities of interest to be extrapolated. Specifically, we establish conditions under which posterior expectations are determined by their associated tempered expectations on any non-empty $t$ interval. Harnessing this result, we propose novel methodology for approximating posterior expectations based on extrapolation and smoothing of tempered expectations, which we implement as a post-processing variance-reduction tool for sequential Monte Carlo.
format Preprint
id arxiv_https___arxiv_org_abs_2509_12173
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Extrapolation of Tempered Posteriors
Xi, Mengxin
Shen, Zheyang
Riabiz, Marina
Chopin, Nicolas
Oates, Chris J.
Computation
Statistics Theory
Methodology
Tempering is a popular tool in Bayesian computation, being used to transform a posterior distribution $p_1$ into a reference distribution $p_0$ that is more easily approximated. Several algorithms exist that start by approximating $p_0$ and proceed through a sequence of intermediate distributions $p_t$ until an approximation to $p_1$ is obtained. Our contribution reveals that high-quality approximation of terms up to $p_1$ is not essential, as knowledge of the intermediate distributions enables posterior quantities of interest to be extrapolated. Specifically, we establish conditions under which posterior expectations are determined by their associated tempered expectations on any non-empty $t$ interval. Harnessing this result, we propose novel methodology for approximating posterior expectations based on extrapolation and smoothing of tempered expectations, which we implement as a post-processing variance-reduction tool for sequential Monte Carlo.
title Extrapolation of Tempered Posteriors
topic Computation
Statistics Theory
Methodology
url https://arxiv.org/abs/2509.12173