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We propose a fast and theoretically grounded method for Bayesian variable selection and model averaging in latent variable regression models. Our framework addresses three interrelated challenges: (i) intractable marginal likelihoods, (ii)…

Methodology · Statistics 2025-09-16 Gregor Zens , Mark F. J. Steel

Recent advances in reconstruction methods for inverse problems leverage powerful data-driven models, e.g., deep neural networks. These techniques have demonstrated state-of-the-art performances for several imaging tasks, but they often do…

Computer Vision and Pattern Recognition · Computer Science 2020-10-20 Riccardo Barbano , Chen Zhang , Simon Arridge , Bangti Jin

As modern neural networks get more complex, specifying a model with high predictive performance and sound uncertainty quantification becomes a more challenging task. Despite some promising theoretical results on the true posterior…

Machine Learning · Computer Science 2025-06-18 Alisa Sheinkman , Sara Wade

Quantum machine learning promises great speedups over classical algorithms, but it often requires repeated computations to achieve a desired level of accuracy for its point estimates. Bayesian learning focuses more on sampling from…

Quantum Physics · Physics 2021-07-21 Noah Berner , Vincent Fortuin , Jonas Landman

Bayesian neural networks (BNNs) are a principled approach to modeling predictive uncertainties in deep learning, which are important in safety-critical applications. Since exact Bayesian inference over the weights in a BNN is intractable,…

Machine Learning · Statistics 2024-01-02 Tim Z. Xiao , Weiyang Liu , Robert Bamler

Bayesian inference allows machine learning models to express uncertainty. Current machine learning models use only a single learnable parameter combination when making predictions, and as a result are highly overconfident when their…

Machine Learning · Computer Science 2022-02-23 Andrew Wood , Moshik Hershcovitch , Daniel Waddington , Sarel Cohen , Peter Chin

Recently, partial Bayesian neural networks (pBNNs), which only consider a subset of the parameters to be stochastic, were shown to perform competitively with full Bayesian neural networks. However, pBNNs are often multi-modal in the latent…

Machine Learning · Computer Science 2024-02-28 Zheng Zhao , Sebastian Mair , Thomas B. Schön , Jens Sjölund

Traditional neural networks are simple to train but they typically produce overconfident predictions. In contrast, Bayesian neural networks provide good uncertainty quantification but optimizing them is time consuming due to the large…

Machine Learning · Computer Science 2024-11-07 Yadi Wei , Roni Khardon

Recurrent neural networks (RNNs) have been used extensively and with increasing success to model various types of sequential data. Much of this progress has been achieved through devising recurrent units and architectures with the…

Machine Learning · Statistics 2017-03-06 Yacine Jernite , Edouard Grave , Armand Joulin , Tomas Mikolov

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

Deep neural networks (NNs) are powerful black box predictors that have recently achieved impressive performance on a wide spectrum of tasks. Quantifying predictive uncertainty in NNs is a challenging and yet unsolved problem. Bayesian NNs,…

Machine Learning · Statistics 2017-11-07 Balaji Lakshminarayanan , Alexander Pritzel , Charles Blundell

We consider adversarial training of deep neural networks through the lens of Bayesian learning, and present a principled framework for adversarial training of Bayesian Neural Networks (BNNs) with certifiable guarantees. We rely on…

Machine Learning · Computer Science 2021-02-24 Matthew Wicker , Luca Laurenti , Andrea Patane , Zhoutong Chen , Zheng Zhang , Marta Kwiatkowska

While Bayesian neural networks (BNNs) have drawn increasing attention, their posterior inference remains challenging, due to the high-dimensional and over-parameterized nature. To address this issue, several highly flexible and scalable…

Machine Learning · Statistics 2019-05-10 Ziyu Wang , Tongzheng Ren , Jun Zhu , Bo Zhang

Marginalising out uncertain quantities within the internal representations or parameters of neural networks is of central importance for a wide range of learning techniques, such as empirical, variational or full Bayesian methods. We set…

Machine Learning · Statistics 2015-07-21 Justin Bayer , Maximilian Karl , Daniela Korhammer , Patrick van der Smagt

The key distinguishing property of a Bayesian approach is marginalization, rather than using a single setting of weights. Bayesian marginalization can particularly improve the accuracy and calibration of modern deep neural networks, which…

Machine Learning · Computer Science 2022-03-31 Andrew Gordon Wilson , Pavel Izmailov

The last decade witnessed a growing interest in Bayesian learning. Yet, the technicality of the topic and the multitude of ingredients involved therein, besides the complexity of turning theory into practical implementations, limit the use…

Machine Learning · Statistics 2023-02-01 Martin Magris , Alexandros Iosifidis

For the retrieval of large-scale vegetation biophysical parameters, the inversion of radiative transfer models (RTMs) is the most commonly used approach. In recent years, Artificial Neural Network (ANN)-based methods have become the…

Machine Learning · Computer Science 2024-11-08 Dasheng Fan , Xihan Mu , Yongkang Lai , Donghui Xie , Guangjian Yan

Neural networks have been able to achieve groundbreaking accuracy at tasks conventionally considered only doable by humans. Using stochastic gradient descent, optimization in many dimensions is made possible, albeit at a relatively high…

Machine Learning · Computer Science 2017-07-17 Hirsh R. Agarwal , Andrew Huang

A plethora of recent research has focused on improving the memory footprint and inference speed of deep networks by reducing the complexity of (i) numerical representations (for example, by deterministic or stochastic quantization) and (ii)…

Machine Learning · Computer Science 2019-04-05 David Hartmann , Michael Wand

Modeling natural phenomena with artificial neural networks (ANNs) often provides highly accurate predictions. However, ANNs often suffer from over-parameterization, complicating interpretation and raising uncertainty issues. Bayesian neural…

Machine Learning · Statistics 2025-03-14 Eirik Høyheim , Lars Skaaret-Lund , Solve Sæbø , Aliaksandr Hubin