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Bayesian neural networks (BNN) promise to combine the predictive performance of neural networks with principled uncertainty modeling important for safety-critical systems and decision making. However, posterior uncertainty estimates depend…

Machine Learning · Computer Science 2025-06-06 Tristan Cinquin , Robert Bamler

Prior Networks are a recently developed class of models which yield interpretable measures of uncertainty and have been shown to outperform state-of-the-art ensemble approaches on a range of tasks. They can also be used to distill an…

Machine Learning · Computer Science 2020-12-10 Andrey Malinin , Sergey Chervontsev , Ivan Provilkov , Mark Gales

Gaussian processes (GPs) are powerful but computationally expensive machine learning models, requiring an estimate of the kernel covariance matrix for every prediction. In large and complex domains, such as graphs, sets, or images, the…

Machine Learning · Computer Science 2022-04-22 Alessandro Tibo , Thomas Dyhre Nielsen

Function-space priors in Bayesian Neural Networks (BNNs) provide a more intuitive approach to embedding beliefs directly into the model's output, thereby enhancing regularization, uncertainty quantification, and risk-aware decision-making.…

Machine Learning · Computer Science 2025-08-13 Marcin Sendera , Amin Sorkhei , Tomasz Kuśmierczyk

Neural population responses in sensory systems are driven by external physical stimuli. This stimulus-response relationship is typically characterized by receptive fields, which have been estimated by neural system identification…

Neurons and Cognition · Quantitative Biology 2024-02-08 Nan Wu , Isabel Valera , Fabian Sinz , Alexander Ecker , Thomas Euler , Yongrong Qiu

This paper proposes a new methodology for performing Bayesian inference in imaging inverse problems where the prior knowledge is available in the form of training data. Following the manifold hypothesis and adopting a generative modelling…

Methodology · Statistics 2021-03-19 Matthew Holden , Marcelo Pereyra , Konstantinos C. Zygalakis

We study learning problems in which the conditional distribution of the output given the input varies as a function of additional task variables. In varying-coefficient models with Gaussian process priors, a Gaussian process generates the…

Machine Learning · Computer Science 2015-10-15 Matthias Bussas , Christoph Sawade , Tobias Scheffer , Niels Landwehr

We propose and investigate new complementary methodologies for estimating predictive variance networks in regression neural networks. We derive a locally aware mini-batching scheme that result in sparse robust gradients, and show how to…

Machine Learning · Statistics 2019-11-05 Nicki S. Detlefsen , Martin Jørgensen , Søren Hauberg

We consider Bayesian inverse problems wherein the unknown state is assumed to be a function with discontinuous structure a priori. A class of prior distributions based on the output of neural networks with heavy-tailed weights is…

Machine Learning · Computer Science 2021-12-21 Chen Li , Matthew Dunlop , Georg Stadler

Gaussian processes have become a popular tool for nonparametric regression because of their flexibility and uncertainty quantification. However, they often use stationary kernels, which limit the expressiveness of the model and may be…

Machine Learning · Computer Science 2025-07-17 Zachary James , Joseph Guinness

While the study of a single network is well-established, technological advances now allow for the collection of multiple networks with relative ease. Increasingly, anywhere from several to thousands of networks can be created from brain…

Applications · Statistics 2021-01-14 Nathaniel Josephs , Lizhen Lin , Steven Rosenberg , Eric D. Kolaczyk

Bayesian neural networks are theoretically well-understood only in the infinite-width limit, where Gaussian priors over network weights yield Gaussian priors over network outputs. Recent work has suggested that finite Bayesian networks may…

Machine Learning · Computer Science 2022-05-16 Jacob A. Zavatone-Veth , Cengiz Pehlevan

We investigate iterated compositions of weighted sums of Gaussian kernels and provide an interpretation of the construction that shows some similarities with the architectures of deep neural networks. On the theoretical side, we show that…

Machine Learning · Statistics 2016-12-05 Ingo Steinwart , Philipp Thomann , Nico Schmid

We develop a new Bayesian framework based on deep neural networks to be able to extrapolate in space-time using historical data and to quantify uncertainties arising from both noisy and gappy data in physical problems. Specifically, the…

Machine Learning · Computer Science 2022-03-14 Xuhui Meng , Liu Yang , Zhiping Mao , Jose del Aguila Ferrandis , George Em Karniadakis

Bayesian Neural Networks (BNNs) provide a tool to estimate the uncertainty of a neural network by considering a distribution over weights and sampling different models for each input. In this paper, we propose a method for uncertainty…

Machine Learning · Computer Science 2024-10-28 Illia Oleksiienko , Dat Thanh Tran , Alexandros Iosifidis

Gaussian process regression has proven very powerful in statistics, machine learning and inverse problems. A crucial aspect of the success of this methodology, in a wide range of applications to complex and real-world problems, is…

Statistics Theory · Mathematics 2021-03-18 Yifan Chen , Houman Owhadi , Andrew M. Stuart

Bayesian field theory denotes a nonparametric Bayesian approach for learning functions from observational data. Based on the principles of Bayesian statistics, a particular Bayesian field theory is defined by combining two models: a…

Data Analysis, Statistics and Probability · Physics 2007-05-23 J. C. Lemm

Traditional hidden Markov models have been a useful tool to understand and model stochastic dynamic data; in the case of non-Gaussian data, models such as mixture of Gaussian hidden Markov models can be used. However, these suffer from the…

Machine Learning · Statistics 2023-05-16 Carlos Puerto-Santana , Concha Bielza , Pedro Larrañaga , Gustav Eje Henter

Gaussian processes (GPs) are powerful and widely used probabilistic regression models, but their effectiveness in practice is often limited by the choice of kernel function. This kernel function is typically handcrafted from a small set of…

Machine Learning · Computer Science 2026-02-13 Jihao Andreas Lin , Sebastian Ament , Louis C. Tiao , David Eriksson , Maximilian Balandat , Eytan Bakshy

Sequential learning paradigms pose challenges for gradient-based deep learning due to difficulties incorporating new data and retaining prior knowledge. While Gaussian processes elegantly tackle these problems, they struggle with…

Machine Learning · Statistics 2024-03-19 Aidan Scannell , Riccardo Mereu , Paul Chang , Ella Tamir , Joni Pajarinen , Arno Solin