Hello everyone,

We have had a hand full of excellent discussion on quantification of uncertainty in prediction models/ risk calculators: here, here.

The latter discussion touched briefly on Bayesian approach to prediction modeling.

My question are:

- Why the uncertainty prediction/risk score is rarely reported ?

I have seen two main comments on this i) it is hard to interpret the confidence intervals - here,

ii) may not really matter if the decision to be made do not change much.

I am still not convinced.

So posing the question here:

Should we calculate and report a measure of uncertainty around predicted risk score?

- Posterior predictive distribution from a Bayesian prediction model can accommodate both epistemic and aleatoric uncertainty. If then, can’t we use informative prior to reduce the uncertainty in the posterior predictive distribution?