https://jacobbuckman.com/2020-01-22-bayesian-neural-networks-need-not-concentrate/
Bayesian Neural Networks Need Not Concentrate
Posted on January 22, 2020
by Carles Gelada and Jacob Buckman
“…it’s important that we, as a field, stop ignoring the crucial importance that the prior plays in the Bayesian framework, and stop taking it for granted that BNNs are a sound way to compute uncertainties. We need to think about priors critically, evaluate posterior estimates rigorously…”