Wild posteriors in the wild

Understand

Bayesian posterior approximation has become more accessible to practitioners than ever, thanks to modern black-box software.

• While these tools provide highly accurate approximations with minimal user effort, certain posterior geometries remain notoriously difficult for standard methods.
• As a result, research into alternative approximation techniques continues to flourish.
• In many papers, authors validate their new approaches by testing them on posterior shapes deemed challenging or "wild." However, these shapes are not always directly linked to real-world applications where they naturally occur.