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Bayesian meta-learning enables robust and fast adaptation to new tasks with uncertainty assessment. The key idea behind Bayesian meta-learning is empirical Bayes inference of hierarchical model. In this work, we extend this framework to…

Machine Learning · Computer Science 2020-11-19 Yayi Zou , Xiaoqi Lu

Bayesian inference was once a gold standard for learning with neural networks, providing accurate full predictive distributions and well calibrated uncertainty. However, scaling Bayesian inference techniques to deep neural networks is…

Machine Learning · Computer Science 2019-07-18 Pavel Izmailov , Wesley J. Maddox , Polina Kirichenko , Timur Garipov , Dmitry Vetrov , Andrew Gordon Wilson

Sequential Bayesian inference can be used for continual learning to prevent catastrophic forgetting of past tasks and provide an informative prior when learning new tasks. We revisit sequential Bayesian inference and test whether having…

Machine Learning · Computer Science 2025-01-09 Samuel Kessler , Adam Cobb , Tim G. J. Rudner , Stefan Zohren , Stephen J. Roberts

As deep learning applications are becoming more and more pervasive in robotics, the question of evaluating the reliability of inferences becomes a central question in the robotics community. This domain, known as predictive uncertainty, has…

Machine Learning · Statistics 2019-08-21 Michel Moukari , Loïc Simon , Sylvaine Picard , Frédéric Jurie

Fault detection and diagnosis of electrical motors are of utmost importance in ensuring the safe and reliable operation of several industrial systems. Detection and diagnosis of faults at the incipient stage allows corrective actions to be…

Systems and Control · Electrical Eng. & Systems 2023-11-28 Sriram Anbalagan , Sai Shashank GP , Deepesh Agarwal , Balasubramaniam Natarajan , Babji Srinivasan

Deep neural networks have been successful in diverse discriminative classification tasks, although, they are poorly calibrated often assigning high probability to misclassified predictions. Potential consequences could lead to…

Machine Learning · Statistics 2020-10-06 John Mitros , Arjun Pakrashi , Brian Mac Namee

Deep neural networks has been increasingly applied in fault diagnostics, where it uses historical data to capture systems behavior, bypassing the need for high-fidelity physical models. However, despite their competence in prediction tasks,…

Machine Learning · Computer Science 2025-09-24 Arman Mohammadi , Mattias Krysander , Daniel Jung , Erik Frisk

Bayesian statistics has gained popularity in psychological research due to its intuitive uncertainty quantification and convenient information-updating rules. In many applications, however, prior distributions are introduced merely as…

Methodology · Statistics 2026-03-10 Yang Liu , Jonathan P. Williams , Jan Hannig

In many inference problems, the evaluation of complex and costly models is often required. In this context, Bayesian methods have become very popular in several fields over the last years, in order to obtain parameter inversion, model…

Computational Engineering, Finance, and Science · Computer Science 2021-07-21 Luca Martino , Víctor Elvira , Javier López-Santiago , Gustau Camps-Valls

Bayesian model comparison (BMC) offers a principled approach for assessing the relative merits of competing computational models and propagating uncertainty into model selection decisions. However, BMC is often intractable for the popular…

Machine Learning · Statistics 2023-11-27 Lasse Elsemüller , Martin Schnuerch , Paul-Christian Bürkner , Stefan T. Radev

Modern deep learning methods constitute incredibly powerful tools to tackle a myriad of challenging problems. However, since deep learning methods operate as black boxes, the uncertainty associated with their predictions is often…

Machine Learning · Computer Science 2022-06-06 Laurent Valentin Jospin , Wray Buntine , Farid Boussaid , Hamid Laga , Mohammed Bennamoun

Using Bayes's theorem, we derive a unit-wise recurrence as well as a backward recursion similar to the forward-backward algorithm. The resulting Bayesian recurrent units can be integrated as recurrent neural networks within deep learning…

Machine Learning · Statistics 2022-09-29 Alexandre Bittar , Philip N. Garner

Inverse problems arise anywhere we have indirect measurement. As, in general they are ill-posed, to obtain satisfactory solutions for them needs prior knowledge. Classically, different regularization methods and Bayesian inference based…

Machine Learning · Statistics 2023-08-31 Ali Mohammad-Djafari , Ning Chu , Li Wang , Liang Yu

Nested sampling is a promising tool for Bayesian statistical analysis because it simultaneously performs parameter estimation and facilitates model comparison. MultiNest is one of the most popular nested sampling implementations, and has…

Instrumentation and Methods for Astrophysics · Physics 2024-09-24 Alexander J. Dittmann

Accurate comparisons between theoretical models and experimental data are critical for scientific progress. However, inferred physical model parameters can vary significantly with the chosen physics model, highlighting the importance of…

High Energy Physics - Phenomenology · Physics 2025-10-27 Sunil Jaiswal , Chun Shen , Richard J. Furnstahl , Ulrich Heinz , Matthew T. Pratola

The Monte Carlo dropout method has proved to be a scalable and easy-to-use approach for estimating the uncertainty of deep neural network predictions. This approach was recently applied to Fault Detection and Di-agnosis (FDD) applications…

Machine Learning · Computer Science 2019-09-11 Baihong Jin , Yingshui Tan , Yuxin Chen , Alberto Sangiovanni-Vincentelli

Approximate Bayesian computation (ABC) have become a essential tool for the analysis of complex stochastic models. Earlier, Grelaud et al. (2009) advocated the use of ABC for Bayesian model choice in the specific case of Gibbs random…

Methodology · Statistics 2015-03-19 Christian P. Robert , Jean-Marie Cornuet , Jean-Michel Marin , Natesh Pillai

Determining the best model or models for a particular data set, a process known as Bayesian model comparison, is a critical part of probabilistic inference. Typically, this process assumes a fixed model-space (that is, a fixed set of…

Quantitative Methods · Quantitative Biology 2019-01-08 Thomas HB FitzGerald , Dorothea Hammerer , Thomas D Sambrook , Will D Penny

This study examines the application of Bayesian approach in the context of clinical trials, emphasizing their increasing importance in contemporary biomedical research. While conventional frequentist approach provides a foundational basis…

Methodology · Statistics 2026-01-16 Paramahansa Pramanik , Arnab Kumar Maity , Anjan Mandal , Haley Kate Robinson

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
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