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Bayesian Dark Knowledge is a method for compressing the posterior predictive distribution of a neural network model into a more compact form. Specifically, the method attempts to compress a Monte Carlo approximation to the parameter…

Machine Learning · Computer Science 2019-06-11 Meet P. Vadera , Benjamin M. Marlin

We consider the Bayesian optimal filtering problem: i.e. estimating some conditional statistics of a latent time-series signal from an observation sequence. Classical approaches often rely on the use of assumed or estimated transition and…

Machine Learning · Statistics 2023-03-16 Adrian N. Bishop , Edwin V. Bonilla

Bayesian model reduction provides an efficient approach for comparing the performance of all nested sub-models of a model, without re-evaluating any of these sub-models. Until now, Bayesian model reduction has been applied mainly in the…

Machine Learning · Computer Science 2024-10-15 Jim Beckers , Bart van Erp , Ziyue Zhao , Kirill Kondrashov , Bert de Vries

Bayesian Neural Networks (BNNs) have recently received increasing attention for their ability to provide well-calibrated posterior uncertainties. However, model selection---even choosing the number of nodes---remains an open question.…

Machine Learning · Statistics 2018-08-01 Soumya Ghosh , Jiayu Yao , Finale Doshi-Velez

Deep neural network ensembles are powerful tools for uncertainty quantification, which have recently been re-interpreted from a Bayesian perspective. However, current methods inadequately leverage second-order information of the loss…

Machine Learning · Statistics 2024-11-05 Klemens Flöge , Mohammed Abdul Moeed , Vincent Fortuin

One of the core facets of Bayesianism is in the updating of prior beliefs in light of new evidence$\text{ -- }$so how can we maintain a Bayesian approach if we have no prior beliefs in the first place? This is one of the central challenges…

Machine Learning · Statistics 2026-02-10 Tommy Rochussen , Vincent Fortuin

Compression and computational efficiency in deep learning have become a problem of great significance. In this work, we argue that the most principled and effective way to attack this problem is by adopting a Bayesian point of view, where…

Machine Learning · Statistics 2017-11-07 Christos Louizos , Karen Ullrich , Max Welling

In this paper we address the problem of learning the structure of a Bayesian network in domains with continuous variables. This task requires a procedure for comparing different candidate structures. In the Bayesian framework, this is done…

Artificial Intelligence · Computer Science 2013-01-18 Nir Friedman , Iftach Nachman

Variational Bayesian neural networks (BNNs) perform variational inference over weights, but it is difficult to specify meaningful priors and approximate posteriors in a high-dimensional weight space. We introduce functional variational…

Machine Learning · Computer Science 2019-03-15 Shengyang Sun , Guodong Zhang , Jiaxin Shi , Roger Grosse

We study wide Bayesian neural networks focusing on the rare but statistically dominant fluctuations that govern posterior concentration, beyond Gaussian-process limits. Large-deviation theory provides explicit variational objectives-rate…

Machine Learning · Statistics 2026-02-27 Katerina Papagiannouli , Dario Trevisan , Giuseppe Pio Zitto

To quantify uncertainties in inverse problems of partial differential equations (PDEs), we formulate them into statistical inference problems using Bayes' formula. Recently, well-justified infinite-dimensional Bayesian analysis methods have…

Numerical Analysis · Mathematics 2026-02-09 Junxiong Jia , Yanni Wu , Peijun Li , Deyu Meng

Bayesian field theory denotes a nonparametric Bayesian approach for learning functions from observational data. Based on the principles of Bayesian statistics, a particular Bayesian field theory is defined by combining two models: a…

Data Analysis, Statistics and Probability · Physics 2007-05-23 J. C. Lemm

Bayesian inference is known to provide a general framework for incorporating prior knowledge or specific properties into machine learning models via carefully choosing a prior distribution. In this work, we propose a new type of prior…

Machine Learning · Statistics 2019-02-20 Andrei Atanov , Arsenii Ashukha , Kirill Struminsky , Dmitry Vetrov , Max Welling

Some machine learning applications require continual learning - where data comes in a sequence of datasets, each is used for training and then permanently discarded. From a Bayesian perspective, continual learning seems straightforward:…

Machine Learning · Statistics 2019-02-19 Sebastian Farquhar , Yarin Gal

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

Obtaining heteroscedastic predictive uncertainties from a Bayesian Neural Network (BNN) is vital to many applications. Often, heteroscedastic aleatoric uncertainties are learned as outputs of the BNN in addition to the predictive means,…

Machine Learning · Computer Science 2026-05-01 David J. Schodt , Ryan Brown , Michael Merritt , Samuel Park , Delsin Menolascino , Mark A. Peot

Bayesian inference allows us to define a posterior distribution over the weights of a generic neural network (NN). Exact posteriors are usually intractable, in which case approximations can be employed. One such approximation - variational…

Machine Learning · Computer Science 2026-01-30 Andrew Millard , Joshua Murphy , Peter Green , Simon Maskell

Recent advances in deep learning have led to a paradigm shift in the field of reversible steganography. A fundamental pillar of reversible steganography is predictive modelling which can be realised via deep neural networks. However,…

Machine Learning · Computer Science 2023-03-08 Ching-Chun Chang

Various animals, including humans, have been suggested to perform Bayesian inferences to handle noisy, time-varying external information. In performing Bayesian inference, the prior distribution must be shaped by sampling noisy external…

Neurons and Cognition · Quantitative Biology 2022-10-25 Kohei Ichikawa , Kunihiko Kaneko

Due to the growing adoption of deep neural networks in many fields of science and engineering, modeling and estimating their uncertainties has become of primary importance. Despite the growing literature about uncertainty quantification in…

Machine Learning · Computer Science 2023-02-15 Brian Staber , Sébastien Da Veiga