Predictively consistent priors let complex Bayesian models match or beat the out-of-sample performance of selected simpler models across linear, logistic, and nonlinear examples without explicit selection.
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2026 2verdicts
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BART analysis of PATH Waves 3-4 finds e-cigarette use has a null effect on smoking days among never-smoking adolescents and a diversionary effect among ever-smokers, eliminating the gateway effect reported by prior logistic regression models.
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To select or not to select: predictively consistent priors instead of model selection
Predictively consistent priors let complex Bayesian models match or beat the out-of-sample performance of selected simpler models across linear, logistic, and nonlinear examples without explicit selection.
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Logistic regression is not enough: The need for Bayesian nonparametric modelling for causal inference using observational data, exemplified by the 'gateway' effect
BART analysis of PATH Waves 3-4 finds e-cigarette use has a null effect on smoking days among never-smoking adolescents and a diversionary effect among ever-smokers, eliminating the gateway effect reported by prior logistic regression models.