bnord
commented
6 months ago . In this paper, we introduce ‘Tests of Accuracy with Random Points’ (TARP) coverage testing as a method to estimate coverage probabilities of generative posterior estimators. Our method differs from previously-existing coverage based methods, which require posterior evaluations. We prove that our approach is necessary and sufficient to show that a posterior estimator is accurate.
https://arxiv.org/abs/2302.03026