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While deep neural networks are highly performant and successful in a wide range of real-world problems, estimating their predictive uncertainty remains a challenging task. To address this challenge, we propose and implement a loss function…

Machine Learning · Computer Science 2022-10-14 Tony Tohme , Kevin Vanslette , Kamal Youcef-Toumi

Deep Neural Networks (DNNs) are analyzed via the theoretical framework of the information bottleneck (IB) principle. We first show that any DNN can be quantified by the mutual information between the layers and the input and output…

Machine Learning · Computer Science 2015-03-10 Naftali Tishby , Noga Zaslavsky

We consider the problem of online learning in the presence of distribution shifts that occur at an unknown rate and of unknown intensity. We derive a new Bayesian online inference approach to simultaneously infer these distribution shifts…

Machine Learning · Statistics 2021-10-28 Aodong Li , Alex Boyd , Padhraic Smyth , Stephan Mandt

We release a new Bayesian neural network library for PyTorch for large-scale deep networks. Our library implements mainstream approximate Bayesian inference algorithms: variational inference, MC-dropout, stochastic-gradient MCMC, and…

Machine Learning · Computer Science 2023-09-25 Minyoung Kim , Timothy Hospedales

In the rapidly evolving world of financial markets, understanding the dynamics of limit order book (LOB) is crucial for unraveling market microstructure and participant behavior. We introduce ClusterLOB as a method to cluster individual…

Trading and Market Microstructure · Quantitative Finance 2025-05-13 Yichi Zhang , Mihai Cucuringu , Alexander Y. Shestopaloff , Stefan Zohren

Many commonly used liquidity measures are based on snapshots of the state of the limit order book (LOB) and can thus only provide information about instantaneous liquidity, and not regarding the local liquidity regime. However, trading in…

Statistical Finance · Quantitative Finance 2014-06-23 Efstathios Panayi , Gareth Peters

The paper presents a Bayesian framework for the calibration of financial models using neural stochastic differential equations (neural SDEs), for which we also formulate a global universal approximation theorem based on Barron-type…

Computational Finance · Quantitative Finance 2026-05-12 Christa Cuchiero , Eva Flonner , Kevin Kurt

Bayesian predictive coding is a putative neuromorphic method for acquiring higher-level neural representations to account for sensory input. Although originating in the neuroscience community, there are also efforts in the machine learning…

Computer Vision and Pattern Recognition · Computer Science 2020-09-24 Matin Hosseini , Anthony Maida

Stochastic variational Bayes algorithms have become very popular in the machine learning literature, particularly in the context of nonparametric Bayesian inference. These algorithms replace the true but intractable posterior distribution…

Methodology · Statistics 2024-10-04 Pedro Regueiro , Abel Rodríguez , Juan Sosa

Bayesian structure learning allows inferring Bayesian network structure from data while reasoning about the epistemic uncertainty -- a key element towards enabling active causal discovery and designing interventions in real world systems.…

Machine Learning · Computer Science 2021-12-17 Lars Lorch , Jonas Rothfuss , Bernhard Schölkopf , Andreas Krause

Graph contrastive learning has shown great promise when labeled data is scarce, but large unlabeled datasets are available. However, it often does not take uncertainty estimation into account. We show that a variational Bayesian neural…

Machine Learning · Computer Science 2023-12-04 Alexander Möllers , Alexander Immer , Elvin Isufi , Vincent Fortuin

While reinforcement learning (RL) has made great advances in scalability, exploration and partial observability are still active research topics. In contrast, Bayesian RL (BRL) provides a principled answer to both state estimation and the…

Machine Learning · Computer Science 2022-02-21 Sammie Katt , Hai Nguyen , Frans A. Oliehoek , Christopher Amato

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

Deterministic neural nets have been shown to learn effective predictors on a wide range of machine learning problems. However, as the standard approach is to train the network to minimize a prediction loss, the resultant model remains…

Machine Learning · Computer Science 2018-11-02 Murat Sensoy , Lance Kaplan , Melih Kandemir

This paper addresses learning stochastic rules especially on an inter-attribute relation based on a Minimum Description Length (MDL) principle with a finite number of examples, assuming an application to the design of intelligent relational…

Artificial Intelligence · Computer Science 2013-03-08 Joe Suzuki

We propose a multinomial logistic regression model for link prediction in a time series of directed binary networks. To account for the dynamic nature of the data we employ a dynamic model for the model parameters that is strongly connected…

Applications · Statistics 2017-10-05 Brenda Betancourt , Abel Rodríguez , Naomi Boyd

Bayesian Inference offers principled tools to tackle many critical problems with modern neural networks such as poor calibration and generalization, and data inefficiency. However, scaling Bayesian inference to large architectures is…

We propose a class of stochastic models for a dynamics of limit order book with different type of liquidities. Within this class of models we study the one where a spread decreases uniformly, belonging to the class of processes known as a…

Trading and Market Microstructure · Quantitative Finance 2021-01-07 Helder Rojas , Artem Logachov , Anatoly Yambartsev

We introduce a new approach for decoupling trends (drift) and changepoints (shifts) in time series. Our locally adaptive model-based approach for robustly decoupling combines Bayesian trend filtering and machine learning based…

Methodology · Statistics 2024-01-09 Haoxuan Wu , Toryn L. J. Schafer , Sean Ryan , David S. Matteson