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Prompt learning has emerged as an effective technique for fine-tuning large-scale foundation models for downstream tasks. However, conventional prompt learning methods are prone to overfitting and can struggle with out-of-distribution…

The task of quantifying the inherent uncertainty associated with neural network predictions is a key challenge in artificial intelligence. Bayesian neural networks (BNNs) and deep ensembles are among the most prominent approaches to tackle…

Machine Learning · Computer Science 2025-05-23 Valentin Villecroze , Yixin Wang , Gabriel Loaiza-Ganem

We develop a data-driven algorithm for automatically selecting the regularisation parameter in Bayesian inversion under random tree Besov priors. One of the key challenges in Bayesian inversion is the construction of priors that are both…

Statistics Theory · Mathematics 2026-01-21 Hanne Kekkonen , Andreas Tataris

Reinforcement Learning (RL) has demonstrated state-of-the-art results in a number of autonomous system applications, however many of the underlying algorithms rely on black-box predictions. This results in poor explainability of the…

Machine Learning · Computer Science 2019-11-27 Matt Benatan , Edward O. Pyzer-Knapp

Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…

Machine Learning · Statistics 2019-09-12 Tomasz Kuśmierczyk , Joseph Sakaya , Arto Klami

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

Especially when facing reliability data with limited information (e.g., a small number of failures), there are strong motivations for using Bayesian inference methods. These include the option to use information from physics-of-failure or…

Methodology · Statistics 2022-10-27 Qinglong Tian , Colin Lewis-Beck , Jarad Niemi , William Meeker

We define Recurrent Gaussian Processes (RGP) models, a general family of Bayesian nonparametric models with recurrent GP priors which are able to learn dynamical patterns from sequential data. Similar to Recurrent Neural Networks (RNNs),…

In applications of Bayesian procedures, once a class of priors has been chosen, it may be tempting to fix the prior's hyperparameters from the data, in an empirical Bayes (EB) fashion, usually by their maximum marginal likelihood estimates…

Statistics Theory · Mathematics 2026-04-14 Stefano Rizzelli , Judith Rousseau , Sonia Petrone

We study the Bayesian inverse problem of inferring the permeability of a porous medium within the context of a moving boundary framework motivated by Resin Transfer Molding (RTM), one of the most commonly used processes for manufacturing…

Applications · Statistics 2018-08-15 Marco Iglesias , Minho Park , M. V. Tretyakov

Modern predictive systems encode beliefs that can act as useful prior information for statistical inference in data-limited settings. Using them for prior construction introduces a tradeoff: an informative prior built from a predictive…

Machine Learning · Statistics 2026-05-12 Jongwoo Choi , Sean O'Hagan

Bayesian predictive inference provides a coherent description of entire predictive uncertainty through predictive distributions. We examine several widely used sparsity priors from the predictive (as opposed to estimation) inference…

Statistics Theory · Mathematics 2024-06-03 Veronika Rockova

We propose a general solution to the problem of robust Bayesian inference in complex settings where outliers may be present. In practice, the automation of robust Bayesian analyses is important in the many applications involving large and…

Methodology · Statistics 2022-04-15 Jeremie Houssineau , David J. Nott

This paper develops a class of Bayesian non- and semiparametric methods for estimating regression curves and surfaces. The main idea is to model the regression as locally linear, and then place suitable local priors on the local parameters.…

Methodology · Statistics 2026-02-26 Nils Lid Hjort

Predictive uncertainty quantification is crucial for reliable decision-making in various applied domains. Bayesian neural networks offer a powerful framework for this task. However, defining meaningful priors and ensuring computational…

Machine Learning · Computer Science 2024-04-30 Yijia Liu , Xiao Wang

Existing Bayesian treatments of neural networks are typically characterized by weak prior and approximate posterior distributions according to which all the weights are drawn independently. Here, we consider a richer prior distribution in…

Machine Learning · Statistics 2018-10-02 Theofanis Karaletsos , Peter Dayan , Zoubin Ghahramani

Bayesian deep learning (BDL) has emerged as a principled approach to produce reliable uncertainty estimates by integrating deep neural networks with Bayesian inference, and the selection of informative prior distributions remains a…

Machine Learning · Computer Science 2026-02-26 Pengcheng Hao , Ercan Engin Kuruoglu

Neural networks are popular state-of-the-art models for many different tasks.They are often trained via back-propagation to find a value of the weights that correctly predicts the observed data. Although back-propagation has shown good…

Machine Learning · Statistics 2020-12-29 Simón Rodríguez Santana , Daniel Hernández-Lobato

We study the stability of posterior predictive inferences to the specification of the likelihood model and perturbations of the data generating process. In modern big data analyses, useful broad structural judgements may be elicited from…

Methodology · Statistics 2024-04-30 Jack Jewson , Jim Q. Smith , Chris Holmes

Deep directed generative models have attracted much attention recently due to their expressive representation power and the ability of ancestral sampling. One major difficulty of learning directed models with many latent variables is the…

Machine Learning · Computer Science 2015-06-16 Siqi Nie , Qiang Ji
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