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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

Now that Bayesian Networks (BNs) have become widely used, an appreciation is developing of just how critical an awareness of the sensitivity and robustness of certain target variables are to changes in the model. When time resources are…

Methodology · Statistics 2018-11-20 Sophia K. Wright , Jim Q. Smith

We develop variational Laplace for Bayesian neural networks (BNNs) which exploits a local approximation of the curvature of the likelihood to estimate the ELBO without the need for stochastic sampling of the neural-network weights. The…

Machine Learning · Statistics 2021-07-21 Ali Unlu , Laurence Aitchison

We develop variational Laplace for Bayesian neural networks (BNNs) which exploits a local approximation of the curvature of the likelihood to estimate the ELBO without the need for stochastic sampling of the neural-network weights. The…

Machine Learning · Statistics 2021-08-11 Ali Unlu , Laurence Aitchison

Bayesian Neural Networks (BNNs) provide principled uncertainty quantification but suffer from substantial computational and memory overhead compared to deterministic networks. While quantization techniques have successfully reduced resource…

Machine Learning · Computer Science 2025-12-12 Hendrik Borras , Yong Wu , Bernhard Klein , Holger Fröning

Variational Bayes (VB) is a popular estimation method for Bayesian inference. However, most existing VB algorithms are restricted to cases where the likelihood is tractable, which precludes their use in many important situations. Tran et…

Methodology · Statistics 2017-05-19 David Gunawan , Minh-Ngoc Tran , Robert Kohn

Bayesian inference for neural networks, or Bayesian deep learning, has the potential to provide well-calibrated predictions with quantified uncertainty and robustness. However, the main hurdle for Bayesian deep learning is its computational…

Machine Learning · Statistics 2023-09-07 Sanket Jantre , Nathan M. Urban , Xiaoning Qian , Byung-Jun Yoon

Stochastic variational inference is an established way to carry out approximate Bayesian inference for deep models. While there have been effective proposals for good initializations for loss minimization in deep learning, far less…

Machine Learning · Statistics 2019-01-28 Simone Rossi , Pietro Michiardi , Maurizio Filippone

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

One of the core problems of modern statistics is to approximate difficult-to-compute probability densities. This problem is especially important in Bayesian statistics, which frames all inference about unknown quantities as a calculation…

Computation · Statistics 2018-05-11 David M. Blei , Alp Kucukelbir , Jon D. McAuliffe

Despite the popularism of Bayesian neural networks in recent years, its use is somewhat limited in complex and big data situations due to the computational cost associated with full posterior evaluations. Variational Bayes (VB) provides a…

Machine Learning · Statistics 2020-06-30 Shrijita Bhattacharya , Tapabrata Maiti

interpretable, and well understood models that are routinely employed even though, as is revealed through prior and posterior predictive checks, these can poorly characterise the spatial heterogeneity in the underlying process of interest.…

Machine Learning · Statistics 2024-04-08 Andrew Zammit-Mangion , Michael D. Kaminski , Ba-Hien Tran , Maurizio Filippone , Noel Cressie

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

Bayesian neural networks (BNNs) offer uncertainty quantification but come with the downside of substantially increased training and inference costs. Sparse BNNs have been investigated for efficient inference, typically by either slowly…

Machine Learning · Computer Science 2024-02-20 Junbo Li , Zichen Miao , Qiang Qiu , Ruqi Zhang

In this work, we aim to establish a Bayesian adaptive learning framework by focusing on estimating latent variables in deep neural network (DNN) models. Latent variables indeed encode both transferable distributional information and…

Audio and Speech Processing · Electrical Eng. & Systems 2024-01-26 Hu Hu , Sabato Marco Siniscalchi , Chin-Hui Lee

There is significant need for principled uncertainty reasoning in machine learning systems as they are increasingly deployed in safety-critical domains. A new approach with uncertainty-aware neural networks (NNs), based on learning…

Machine Learning · Computer Science 2022-02-25 Nis Meinert , Alexander Lavin

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

Variational Bayes (VB) has been used to facilitate the calculation of the posterior distribution in the context of Bayesian inference of the parameters of nonlinear models from data. Previously an analytical formulation of VB has been…

Signal Processing · Electrical Eng. & Systems 2020-07-06 Michael A. Chappell , Martin S. Craig , Mark W. Woolrich

In this work, we focus on variational Bayesian inference on the sparse Deep Neural Network (DNN) modeled under a class of spike-and-slab priors. Given a pre-specified sparse DNN structure, the corresponding variational posterior contraction…

Statistics Theory · Mathematics 2020-08-04 Jincheng Bai , Qifan Song , Guang Cheng

In recent times, neural networks have become a powerful tool for the analysis of complex and abstract data models. However, their introduction intrinsically increases our uncertainty about which features of the analysis are model-related…

Machine Learning · Statistics 2020-11-09 Tom Charnock , Laurence Perreault-Levasseur , François Lanusse
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