I am not aware of any general result. It’s a matter of taste. Usually, I would prefer the posterior mode if it was the true mode, because it is one parameter draw, i.e. one model while the posterior mean is based on an average over several models.
I am not aware of any general result. It’s a matter of taste. Usually, I would prefer the posterior mode if it was the true mode, because it is one parameter draw, i.e. one model while the posterior mean is based on an average over several models.