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A Bayesian treatment of deep learning allows for the computation of uncertainties associated with the predictions of deep neural networks. We show how the concept of Errors-in-Variables can be used in Bayesian deep regression to also…

Machine Learning · Computer Science 2023-05-15 Jörg Martin , Clemens Elster

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

Neural Linear Models (NLM) are deep Bayesian models that produce predictive uncertainty by learning features from the data and then performing Bayesian linear regression over these features. Despite their popularity, few works have focused…

Machine Learning · Statistics 2021-06-25 Cooper Lorsung

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

In scientific applications, predictive modeling is often of limited use without accurate uncertainty quantification (UQ) to indicate when a model may be extrapolating or when more data needs to be collected. Bayesian Neural Networks (BNNs)…

Machine Learning · Computer Science 2025-09-26 Scott Koermer , Natalie Klein

Bayesian Neural Networks (BNNs) place priors over the parameters in a neural network. Inference in BNNs, however, is difficult; all inference methods for BNNs are approximate. In this work, we empirically compare the quality of predictive…

Machine Learning · Computer Science 2019-06-25 Jiayu Yao , Weiwei Pan , Soumya Ghosh , Finale Doshi-Velez

Real-world data contains aleatoric uncertainty - irreducible noise arising from imperfect measurements or from incomplete knowledge about the data generation process. Mean-variance estimation networks can learn this type of uncertainty but…

Machine Learning · Computer Science 2026-05-29 Jiaxiang Yi , Miguel A. Bessa

Bayesian neural networks (BNNs) are making significant progress in many research areas where decision-making needs to be accompanied by uncertainty estimation. Being able to quantify uncertainty while making decisions is essential for…

Machine Learning · Computer Science 2021-06-07 Martin Ferianc , Partha Maji , Matthew Mattina , Miguel Rodrigues

This paper investigates two prominent probabilistic neural modeling paradigms: Bayesian Neural Networks (BNNs) and Mixture Density Networks (MDNs) for uncertainty-aware nonlinear regression. While BNNs incorporate epistemic uncertainty by…

Computation · Statistics 2025-10-30 Riddhi Pratim Ghosh , Ian Barnett

The remarkable generalization performance of large-scale models has been challenging the conventional wisdom of the statistical learning theory. Although recent theoretical studies have shed light on this behavior in linear models and…

Machine Learning · Statistics 2024-06-18 Tomoya Wakayama

Bayesian neural networks (BNNs) allow rigorous uncertainty quantification in deep learning, but often come at a prohibitive computational cost. We propose three different innovative architectures of partial trace-class Bayesian neural…

Machine Learning · Statistics 2025-11-04 Arran Carter , Torben Sell

The usual figure of merit characterizing the performance of neural networks applied to problems in the quantum domain is their accuracy, being the probability of a correct answer on a previously unseen input. Here we append this parameter…

Quantum Physics · Physics 2022-12-29 Jan Wasilewski , Tomasz Paterek , Karol Horodecki

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

Artificial Intelligence · Computer Science 2018-11-14 Zhenyu A. Liao , Charupriya Sharma , James Cussens , Peter van Beek

Due to their intuitive appeal, Bayesian methods of modeling and uncertainty quantification have become popular in modern machine and deep learning. When providing a prior distribution over the parameter space, it is straightforward to…

Machine Learning · Statistics 2025-06-05 Ivan Melev , Goeran Kauermann

Bayesian neural networks (BNNs) have recently gained popularity due to their ability to quantify model uncertainty. However, specifying a prior for BNNs that captures relevant domain knowledge is often extremely challenging. In this work,…

Machine Learning · Computer Science 2024-02-22 Dylan Sam , Rattana Pukdee , Daniel P. Jeong , Yewon Byun , J. Zico Kolter

We investigate the problem of weight uncertainty originally proposed by [Blundell et al. (2015). Weight uncertainty in neural networks. In International conference on machine learning, 1613-1622, PMLR.] in the context of neural networks…

Machine Learning · Statistics 2026-03-03 Moein Monemi , Morteza Amini , S. Mahmoud Taheri , Mohammad Arashi

Deep learning tools have gained tremendous attention in applied machine learning. However such tools for regression and classification do not capture model uncertainty. In comparison, Bayesian models offer a mathematically grounded…

Machine Learning · Statistics 2016-10-05 Yarin Gal , Zoubin Ghahramani

Bayesian neural networks (BNNs) have been long considered an ideal, yet unscalable solution for improving the robustness and the predictive uncertainty of deep neural networks. While they could capture more accurately the posterior…

Computer Vision and Pattern Recognition · Computer Science 2021-03-26 Gianni Franchi , Andrei Bursuc , Emanuel Aldea , Severine Dubuisson , Isabelle Bloch

This paper re-examines the problem of parameter estimation in Bayesian networks with missing values and hidden variables from the perspective of recent work in on-line learning [Kivinen & Warmuth, 1994]. We provide a unified framework for…

Machine Learning · Computer Science 2013-02-08 Eric Bauer , Daphne Koller , Yoram Singer

Despite the huge success of deep neural networks (NNs), finding good mechanisms for quantifying their prediction uncertainty is still an open problem. Bayesian neural networks are one of the most popular approaches to uncertainty…

Machine Learning · Statistics 2020-01-01 Agustinus Kristiadi , Sina Däubener , Asja Fischer