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News/Overparametrized models with posterior drift
arxiv
PublishedMay 13, 2026 at 4:00 AM
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Overparametrized models with posterior drift

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arXiv:2506.23619v2 Announce Type: replace-cross Abstract: This paper investigates the impact of posterior drift on out-of-sample forecasting accuracy in overparametrized machine learning models. We document the loss in performance when the loadings of the data generating process change between the t

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