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Understanding decisions made by neural networks is key for the deployment of intelligent systems in real world applications. However, the opaque decision making process of these systems is a disadvantage where interpretability is essential.…

Machine Learning · Computer Science 2023-04-12 Kai Fischer , Jonas Schneider

Dropout is used as a practical tool to obtain uncertainty estimates in large vision models and reinforcement learning (RL) tasks. But to obtain well-calibrated uncertainty estimates, a grid-search over the dropout probabilities is necessary…

Machine Learning · Statistics 2017-05-23 Yarin Gal , Jiri Hron , Alex Kendall

Computational color constancy is a preprocessing step used in many camera systems. The main aim is to discount the effect of the illumination on the colors in the scene and restore the original colors of the objects. Recently, several deep…

Computer Vision and Pattern Recognition · Computer Science 2020-07-21 Firas Laakom , Jenni Raitoharju , Alexandros Iosifidis , Jarno Nikkanen , Moncef Gabbouj

The problem of sampling constrained continuous distributions has frequently appeared in many machine/statistical learning models. Many Monte Carlo Markov Chain (MCMC) sampling methods have been adapted to handle different types of…

Computation · Statistics 2023-02-21 Shiwei Lan , Lulu Kang

Estimating the predictive uncertainty of a Bayesian learning model is critical in various decision-making problems, e.g., reinforcement learning, detecting adversarial attack, self-driving car. As the model posterior is almost always…

Machine Learning · Computer Science 2021-02-16 Yufei Cui , Wuguannan Yao , Qiao Li , Antoni B. Chan , Chun Jason Xue

In computational histopathology algorithms now outperform humans on a range of tasks, but to date none are employed for automated diagnoses in the clinic. Before algorithms can be involved in such high-stakes decisions they need to "know…

Computer Vision and Pattern Recognition · Computer Science 2022-10-19 Lea Goetz

Hamiltonian Monte Carlo (HMC) is a Markov chain algorithm for sampling from a high-dimensional distribution with density $e^{-f(x)}$, given access to the gradient of $f$. A particular case of interest is that of a $d$-dimensional Gaussian…

Machine Learning · Statistics 2022-09-27 Simon Apers , Sander Gribling , Dániel Szilágyi

Over recent years, deep learning based image registration has achieved impressive accuracy in many domains, including medical imaging and, specifically, human neuroimaging with magnetic resonance imaging (MRI). However, the uncertainty…

Computer Vision and Pattern Recognition · Computer Science 2025-03-11 Xiaoling Hu , Karthik Gopinath , Peirong Liu , Malte Hoffmann , Koen Van Leemput , Oula Puonti , Juan Eugenio Iglesias

We present a new Subset Simulation approach using Hamiltonian neural network-based Monte Carlo sampling for reliability analysis. The proposed strategy combines the superior sampling of the Hamiltonian Monte Carlo method with…

Machine Learning · Statistics 2024-01-11 Denny Thaler , Somayajulu L. N. Dhulipala , Franz Bamer , Bernd Markert , Michael D. Shields

Traditionally, the field of computational Bayesian statistics has been divided into two main subfields: variational methods and Markov chain Monte Carlo (MCMC). In recent years, however, several methods have been proposed based on combining…

Computation · Statistics 2017-04-19 Cheng Zhang , Babak Shahbaba , Hongkai Zhao

The Hamiltonian Monte Carlo (HMC) sampling algorithm exploits Hamiltonian dynamics to construct efficient Markov Chain Monte Carlo (MCMC), which has become increasingly popular in machine learning and statistics. Since HMC uses the gradient…

Machine Learning · Computer Science 2019-06-04 Minghao Gu , Shiliang Sun

Calibrated estimates of uncertainty are critical for many real-world computer vision applications of deep learning. While there are several widely-used uncertainty estimation methods, dropout inference stands out for its simplicity and…

Computer Vision and Pattern Recognition · Computer Science 2020-11-09 Yichen Shen , Zhilu Zhang , Mert R. Sabuncu , Lin Sun

Federated learning performed by a decentralized networks of agents is becoming increasingly important with the prevalence of embedded software on autonomous devices. Bayesian approaches to learning benefit from offering more information as…

Machine Learning · Computer Science 2021-07-16 Vyacheslav Kungurtsev , Adam Cobb , Tara Javidi , Brian Jalaian

With the advancements made in deep learning, computer vision problems like object detection and segmentation have seen a great improvement in performance. However, in many real-world applications such as autonomous driving vehicles, the…

Computer Vision and Pattern Recognition · Computer Science 2021-08-10 Kumari Deepshikha , Sai Harsha Yelleni , P. K. Srijith , C Krishna Mohan

This paper is on Bayesian inference for parametric statistical models that are defined by a stochastic simulator which specifies how data is generated. Exact sampling is then possible but evaluating the likelihood function is typically…

Machine Learning · Statistics 2020-03-02 Borislav Ikonomov , Michael U. Gutmann

Hamiltonian Monte Carlo (HMC) has emerged as a powerful Markov Chain Monte Carlo (MCMC) method to sample from complex continuous distributions. However, a fundamental limitation of HMC is that it can not be applied to distributions with…

Computation · Statistics 2021-12-10 Guangyao Zhou

Neural networks are lately more and more often being used in the context of data-driven control, as an approximate model of the true system dynamics. Model Predictive Control (MPC) adopts this practise leading to neural MPC strategies. This…

Systems and Control · Electrical Eng. & Systems 2024-06-05 Spyridon Syntakas , Kostas Vlachos

This paper studies a non-random-walk Markov Chain Monte Carlo method, namely the Hamiltonian Monte Carlo (HMC) method in the context of Subset Simulation used for structural reliability analysis. The HMC method relies on a deterministic…

Computation · Statistics 2018-04-20 Ziqi Wang , Marco Broccardo , Junho Song

The model uncertainty obtained by variational Bayesian inference with Monte Carlo dropout is prone to miscalibration. In this paper, different logit scaling methods are extended to dropout variational inference to recalibrate model…

Machine Learning · Computer Science 2020-06-23 Max-Heinrich Laves , Sontje Ihler , Karl-Philipp Kortmann , Tobias Ortmaier

The Hamiltonian Monte Carlo (HMC) algorithm is a powerful Markov Chain Monte Carlo (MCMC) method that uses Hamiltonian dynamics to generate samples from a target distribution. To fully exploit its potential, we must understand how…

Computation · Statistics 2025-01-27 Abraham Granados , Isaías Bañales