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We present an algorithm for model-based reinforcement learning that combines Bayesian neural networks (BNNs) with random roll-outs and stochastic optimization for policy learning. The BNNs are trained by minimizing $\alpha$-divergences,…

Machine Learning · Statistics 2017-03-09 Stefan Depeweg , José Miguel Hernández-Lobato , Finale Doshi-Velez , Steffen Udluft

Combining forecasts from multiple experts often yields more accurate results than relying on a single expert. In this paper, we introduce a novel regularized ensemble method that extends the traditional linear opinion pool by leveraging…

Applications · Statistics 2026-02-13 Han Su , Xiaojia Guo , Xiaoke Zhang

Modern neural networks tend to be overconfident on unseen, noisy or incorrectly labelled data and do not produce meaningful uncertainty measures. Bayesian deep learning aims to address this shortcoming with variational approximations (such…

Machine Learning · Statistics 2018-05-28 Nick Pawlowski , Andrew Brock , Matthew C. H. Lee , Martin Rajchl , Ben Glocker

Reliably predicting nuclear properties across the entire chart of isotopes is important for applications ranging from nuclear astrophysics to superheavy science to nuclear technology. To this day, however, all the theoretical models that…

Nuclear Theory · Physics 2025-10-29 Aman Sharma , Nicolas Schunck , Kyle Wendt

We present new Bayesian Last Layer neural network models in the setting of multivariate regression under heteroscedastic noise, and propose EM algorithms for parameter learning. Bayesian modeling of a neural network's final layer has the…

Machine Learning · Statistics 2026-02-02 Han Wang , Eiji Kawasaki , Guillaume Damblin , Geoffrey Daniel

Ensemble forecasting is a technique devised to palliate sensitivity to initial conditions in nonlinear dynamical systems. The basic idea to avoid this sensitivity is to run the model many times under several slightly-different initial…

Atmospheric and Oceanic Physics · Physics 2015-06-26 F J Tapiador , R Verdejo

Bayesian neural networks promise calibrated uncertainty but require $O(mn)$ parameters for standard mean-field Gaussian posteriors. We argue this cost is often unnecessary, particularly when weight matrices exhibit fast singular value…

Machine Learning · Statistics 2026-05-05 Mame Diarra Toure , David A. Stephens

For oceanographic applications, probabilistic forecasts typically have to deal with i) high-dimensional complex models, and ii) very sparse spatial observations. In search-and-rescue operations at sea, for instance, the short-term…

Applications · Statistics 2023-02-15 Florian Beiser , Håvard Heitlo Holm , Jo Eidsvik

This paper describes and discusses Bayesian Neural Network (BNN). The paper showcases a few different applications of them for classification and regression problems. BNNs are comprised of a Probabilistic Model and a Neural Network. The…

Machine Learning · Computer Science 2018-01-31 Vikram Mullachery , Aniruddh Khera , Amir Husain

Data assimilation plays a crucial role in numerical modeling, enabling the integration of real-world observations into mathematical models to enhance the accuracy and predictive capabilities of simulations. This approach is widely applied…

Numerical Analysis · Mathematics 2024-11-08 Alexander Lobbe , Dan Crisan , Oana Lang

Current climate models often struggle with accuracy because they lack sufficient resolution, a limitation caused by computational constraints. This reduces the precision of weather forecasts and long-term climate predictions. To address…

Atmospheric and Oceanic Physics · Physics 2024-10-03 Adib Bazgir , Yuwen Zhang

Neural networks (NNs) are primarily developed within the frequentist statistical framework. Nevertheless, frequentist NNs lack the capability to provide uncertainties in the predictions, and hence their robustness can not be adequately…

Computational Engineering, Finance, and Science · Computer Science 2023-10-26 Nastaran Dabiran , Brandon Robinson , Rimple Sandhu , Mohammad Khalil , Dominique Poirel , Abhijit Sarkar

This paper considers the problem of sequential fusion of predictions from neural networks (NN) and fusion of predictions from multiple NN. This fusion strategy increases the robustness, i.e., reduces the impact of one incorrect…

Signal Processing · Electrical Eng. & Systems 2023-10-13 Magnus Malmström , Isaac Skog , Daniel Axehill , Fredrik Gustafsson

Scientific machine learning has been successfully applied to inverse problems and PDE discovery in computational physics. One caveat concerning current methods is the need for large amounts of ("clean") data, in order to characterize the…

Numerical Analysis · Mathematics 2021-11-30 Christophe Bonneville , Christopher J. Earls

Terrain elevation modeling for off-road navigation aims to accurately estimate changes in terrain geometry in real-time and quantify the corresponding uncertainties. Having precise estimations and uncertainties plays a crucial role in…

Robotics · Computer Science 2025-08-11 Sanghun Jung , Daehoon Gwak , Byron Boots , James Hays

Despite recent advances, sampling-based inference for Bayesian Neural Networks (BNNs) remains a significant challenge in probabilistic deep learning. While sampling-based approaches do not require a variational distribution assumption,…

Machine Learning · Computer Science 2025-02-11 Emanuel Sommer , Jakob Robnik , Giorgi Nozadze , Uros Seljak , David Rügamer

The goal of this paper is to compare several widely used Bayesian model selection methods in practical model selection problems, highlight their differences and give recommendations about the preferred approaches. We focus on the variable…

Methodology · Statistics 2017-12-18 Juho Piironen , Aki Vehtari

Spatially misaligned data can be fused by using a Bayesian melding model that assumes that underlying all observations there is a spatially continuous Gaussian random field process. This model can be used, for example, to predict air…

Methodology · Statistics 2024-06-06 Ruiman Zhong , André Victor Ribeiro Amaral , Paula Moraga

Bayesian method is capable of capturing real world uncertainties/incompleteness and properly addressing the over-fitting issue faced by deep neural networks. In recent years, Bayesian Neural Networks (BNNs) have drawn tremendous attentions…

Machine Learning · Computer Science 2020-05-11 Xiaotao Jia , Jianlei Yang , Runze Liu , Xueyan Wang , Sorin Dan Cotofana , Weisheng Zhao

Context: Astronomy and astrophysics demand rigorous handling of uncertainties to ensure the credibility of outcomes. The growing integration of artificial intelligence offers a novel avenue to address this necessity. This convergence…

Instrumentation and Methods for Astrophysics · Physics 2025-03-28 Víctor Tamames-Rodero , Andrés Moya , Roberto Javier López , Luis Manuel Sarro
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