Predictive Bayesian inference posteriors concentrate onto a forward-model-dependent quantity and produce miscalibrated credible sets unless the predictive model contains the true data-generating process.
arXiv preprint arXiv:1603.02485 , year=
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Concentration and Calibration in Predictive Bayesian Inference
Predictive Bayesian inference posteriors concentrate onto a forward-model-dependent quantity and produce miscalibrated credible sets unless the predictive model contains the true data-generating process.