Work

Decision-Sufficient Posterior Approximation

Year: 2026
Type: preprint
Abstract: We investigate the consequences of requiring a posterior approximation to preserve a specified downstream decision problem. A target posterior $P$ and loss determine a regret geometry on actions, a baseline approximation $Q_0$ determines the forward-Kullback-Leibler information required to induce action changes, and a restricted approximation family $\mathcal{Q}$ determines which such changes are available. Contracting KL divergence over Bayes-action fibers gives exact distances to decision adequacy and decision failure together with the least-informative posterior deformations that reach either side of the decision boundary. In regular finite-dimensional problems, the target and baseline constructions have quadratic local limits: a target regret Hessian $G$ and a baseline information metric $J_I$ . Their generalized eigenproblem $Gv = γJ_Iv$ orders local decision directions by regret consequence per unit information cost and induces a tolerance-dependent effective dimension. For restricted approximation families, the tangent image separates decision coverage from information efficiency: a family may miss consequential decision directions, or it may realize reachable directions only at excess Fisher cost. The resulting framework provides decision-relative criteria for comparing and designing posterior approximation families.
Language: English
Open Access status: green
OpenAlex ID: W7221081164
Cites:
Cited by:
Related to: 10