Bayesian Neural Networks (BNNs) with Bayesian output layers provide a principled and tractable framework for quantifying predictive uncertainty, yet the mechanisms shaping that uncertainty remain unclear. While conventional theory attributes uncertainty reduction to posterior contraction, the corresponding assumptions need not hold for deep models. In the Graph Neural Networks (GNNs) with Bayesian output layers studied here, we observe that predictive uncertainty decreases as latent representations shift toward lower-variance posterior directions, even though the posterior variance does not contract. We term this behavior Latent-Posterior Alignment (LPA) and conduct interventional experiments that support its functional role in shaping predictive uncertainty. Building on this insight, we propose Alignment-Guided Learning (AGL), which explicitly promotes this alignment during training. AGL effectively reduces predictive uncertainty while preserving accuracy and improves structural calibration, ensuring that the model confidence faithfully mirrors underlying data density. These findings provide a new perspective on uncertainty dynamics in GNNs with mean-field Bayesian output layers, shifting the focus from the magnitude of the posterior to the geometric interplay between latent and parameter spaces.
Graph neural networks (GNNs) are increasingly deployed in real-world applications where distribution shift is un-avoidable. However, how such shifts affect model calibration, defined as the agreement between predictive confidence and actual accuracy, remains poorly understood, and existing graph calibration methods typically rely on labeled validation data from the deployment distribution. In this work, I present the first closed-form theoretical characterization of GNN calibration under distribution shift. I show that calibration is governed by a single scalar quantity that explicitly depends on structural changes between the source and target graphs, as well as feature quality. This characterization precisely identifies when a model becomes over-confident, under-confident, or remains calibrated, and directly yields the optimal temperature scaling strategy. I further extend the analysis to graph convolutional networks with symmetric normalization, multi-class classification, and covariate shift, and derive a theoretical upper bound on the expected calibration error. My analysis also reveals that, under homogeneous distribution shift, a single global temperature is theoretically optimal, providing a principled explanation for why more complex node-wise recalibration methods offer no additional benefit. Building on these theoretical insights, I propose STAC, a source-free, label-free calibration method. Experiments on synthetic benchmarks demonstrate substantial calibration improvements, while evaluations on five real-world graph datasets show that reliable calibration without target labels remains challenging despite the strong predictive power of the theory.