# Calibrating general posterior credible regions

arXiv: https://arxiv.org/abs/1509.00922 · HTML: https://mlsanity.com/paper/1509.00922/

## Key facts

- Cited by 27 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 3 Sep 2015.

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## Abstract (arXiv)

An advantage of methods that base inference on a posterior distribution is that credible regions are readily obtained. Except in well-specified situations, however, there is no guarantee that such regions will achieve the nominal frequentist coverage probability, even approximately. To overcome this difficulty, we propose a general strategy that introduces an additional scalar tuning parameter to control the posterior spread, and we develop an algorithm that chooses this parameter so that the corresponding credible region achieves the nominal coverage probability.