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Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…

Machine Learning · Statistics 2019-09-12 Tomasz Kuśmierczyk , Joseph Sakaya , Arto Klami

Bayesian Neural Networks provide a principled framework for uncertainty quantification by modeling the posterior distribution of network parameters. However, exact posterior inference is computationally intractable, and widely used…

Machine Learning · Computer Science 2025-12-02 Alfredo Reichlin , Miguel Vasco , Danica Kragic

Bayesian decision theory provides an elegant framework for acting optimally under uncertainty when tractable posterior distributions are available. Modern Bayesian models, however, typically involve intractable posteriors that are…

Machine Learning · Computer Science 2021-06-15 Meet P. Vadera , Soumya Ghosh , Kenney Ng , Benjamin M. Marlin

We present a new method to approximate posterior probabilities of Bayesian Network using Deep Neural Network. Experiment results on several public Bayesian Network datasets shows that Deep Neural Network is capable of learning joint…

Machine Learning · Computer Science 2018-01-12 Jie Jia , Honggang Zhou , Yunchun Li

Bayesian neural network posterior distributions have a great number of modes that correspond to the same network function. The abundance of such modes can make it difficult for approximate inference methods to do their job. Recent work has…

Machine Learning · Statistics 2024-07-03 Tommy Rochussen

We propose a novel approach to perform approximate Bayesian inference in complex models such as Bayesian neural networks. The approach is more scalable to large data than Markov Chain Monte Carlo, it embraces more expressive models than…

Machine Learning · Statistics 2022-09-07 Joel Janek Dabrowski , Daniel Edward Pagendam

Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…

Current approaches in approximate inference for Bayesian neural networks minimise the Kullback-Leibler divergence to approximate the true posterior over the weights. However, this approximation is without knowledge of the final application,…

Machine Learning · Statistics 2018-05-11 Adam D. Cobb , Stephen J. Roberts , Yarin Gal

In the Bayesian approach to inverse problems, data are often informative, relative to the prior, only on a low-dimensional subspace of the parameter space. Significant computational savings can be achieved by using this subspace to…

Numerical Analysis · Mathematics 2015-07-07 Alessio Spantini , Antti Solonen , Tiangang Cui , James Martin , Luis Tenorio , Youssef Marzouk

Bayesian inference has theoretical attractions as a principled framework for reasoning about beliefs. However, the motivations of Bayesian inference which claim it to be the only 'rational' kind of reasoning do not apply in practice. They…

Machine Learning · Statistics 2022-11-14 Sebastian Farquhar

Classic Bayesian methods with complex models are frequently infeasible due to an intractable likelihood. Simulation-based inference methods, such as Approximate Bayesian Computing (ABC), calculate posteriors without accessing a likelihood…

Computation · Statistics 2026-01-09 Elliot Maceda , Emily C. Hector , Amanda Lenzi , Brian J. Reich

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

In this article a novel approach for training deep neural networks using Bayesian techniques is presented. The Bayesian methodology allows for an easy evaluation of model uncertainty and additionally is robust to overfitting. These are…

Machine Learning · Computer Science 2019-04-03 Konstantin Posch , Jürgen Pilz

We present a new method to propagate lower bounds on conditional probability distributions in conventional Bayesian networks. Our method guarantees to provide outer approximations of the exact lower bounds. A key advantage is that we can…

Artificial Intelligence · Computer Science 2012-05-14 Daniel Andrade , Bernhard Sick

Reliable predictive uncertainty estimation plays an important role in enabling the deployment of neural networks to safety-critical settings. A popular approach for estimating the predictive uncertainty of neural networks is to define a…

Machine Learning · Statistics 2023-12-29 Tim G. J. Rudner , Zonghao Chen , Yee Whye Teh , Yarin Gal

Bayesian inference typically relies on specifying a parametric model that approximates the data-generating process. However, misspecified models can yield poor convergence rates and unreliable posterior calibration. Bayesian empirical…

Methodology · Statistics 2025-10-27 Kenyon Ng , Weichang Yu , Howard D. Bondell

Bayesian inference promises a framework for principled uncertainty quantification of neural network predictions. Barriers to adoption include the difficulty of fully characterizing posterior distributions on network parameters and the…

Machine Learning · Statistics 2025-01-22 Katharine Fisher , Youssef Marzouk

Bayesian Neural Networks (BNNs) often result uncalibrated after training, usually tending towards overconfidence. Devising effective calibration methods with low impact in terms of computational complexity is thus of central interest. In…

Machine Learning · Computer Science 2020-08-18 Hector J. Hortua , Luigi Malago , Riccardo Volpi

Estimation of parameters that obey specific constraints is crucial in statistics and machine learning; for example, when parameters are required to satisfy boundedness, monotonicity, or linear inequalities. Traditional approaches impose…

Methodology · Statistics 2026-04-03 Lachlan Astfalck , Deborshee Sen , Sayan Patra , Edward Cripps , David Dunson

Neural nets have become popular to accelerate parameter inferences, especially for the upcoming generation of galaxy surveys in cosmology. As neural nets are approximative by nature, a recurrent question has been how to propagate the neural…

Instrumentation and Methods for Astrophysics · Physics 2022-07-25 Daniela Grandón , Elena Sellentin
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