On the Interplay of Priors and Overparametrization in Bayesian Neural Network Posteriors

Bayesian neural network (BNN) posteriors are often considered impractical for inference, as symmetries fragment them, non-identifiabilities inflate dimensionality, and weight-space priors are seen as meaningless. In this work, we study how overparametrization and priors together reshape BNN posteriors and derive implications allowing us to better understand their interplay. We show that redundancy introduces weight reallocation on equal-probability manifolds and prior conformity.