mlsanityData to 14 Oct 2026

Location--Scale Calibration for Generalized Posterior

arXiv 2511.15320 ↗First posted 19 Nov 2025stat.MEcited by 1

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Abstract (arXiv)

General Bayesian updating replaces the likelihood with a loss scaled by a learning rate, but posterior uncertainty can depend sharply on that scale. We propose a simple post-processing that aligns generalized posterior draws with their asymptotic target, yielding uncertainty quantification that is invariant to the learning rate. We prove total-variation convergence for generalized posteriors with an effective sample size, allowing sample-size-dependent priors, non-i.i.d. observations, and convex penalties under model misspecification. Within this framework, we justify and extend the open-faced sandwich adjustment (Shaby, 2014), provide general theoretical guarantees for its use within generalized Bayes, and extend it from covariance rescaling to a location--scale calibration whose draws converge in total variation to the target for any learning rate. In our empirical illustration, calibrated draws maintain stable coverage, interval width, and bias over orders of magnitude in the learning rate and closely track frequentist benchmarks, whereas uncalibrated posteriors vary markedly.

Key facts. Cited by 1 paper in the map (data through 14 Oct 2026). First posted on arXiv 19 Nov 2025.

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