Thread follow-up: the tail-area criterion traces back to 1990s Bayesian literature

BlackHC · x · 2026-09-09

The author adds scholarly lineage: the tail-area criterion has a clear history — the CLML gap between two models is a log partial Bayes factor. A 1990s trade-off transfers directly: a fixed-fraction tail keeps only a constant signal, so consistency can fail unless k/N → 1 (O'Hagan 1995; Mukhopadhyay, Ghosh & Berger 2005).

Further reading: Dawid 1984 (prequential assessment), Fong & Holmes 2020 (evidence as cumulative cross-validation), Lyle et al. 2020 and Ru et al. 2021 (training speed as a selection signal), and Watanabe on learning coefficients for singular models like neural networks.

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