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Deep feedforward neural networks (DFNNs) are a powerful tool for functional approximation. We describe flexible versions of generalized linear and generalized linear mixed models incorporating basis functions formed by a DFNN. The…

Computation · Statistics 2018-05-28 Minh-Ngoc Tran , Nghia Nguyen , David Nott , Robert Kohn

Our goal is to provide a review of deep learning methods which provide insight into structured high-dimensional data. Rather than using shallow additive architectures common to most statistical models, deep learning uses layers of…

Machine Learning · Statistics 2023-10-11 Nick Polson , Vadim Sokolov

The deep image prior was recently introduced as a prior for natural images. It represents images as the output of a convolutional network with random inputs. For "inference", gradient descent is performed to adjust network parameters to…

Computer Vision and Pattern Recognition · Computer Science 2019-04-17 Zezhou Cheng , Matheus Gadelha , Subhransu Maji , Daniel Sheldon

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

Machine Learning · Statistics 2021-12-17 Sujay Thakur , Cooper Lorsung , Yaniv Yacoby , Finale Doshi-Velez , Weiwei Pan

We introduce a novel combination of Bayesian Models (BMs) and Neural Networks (NNs) for making predictions with a minimum expected risk. Our approach combines the best of both worlds, the data efficiency and interpretability of a BM with…

Machine Learning · Computer Science 2021-09-28 Mathias Löwe , Per Lunnemann Hansen , Sebastian Risi

Quantifying the uncertainty in the output of a neural network is essential for deployment in scientific or engineering applications where decisions must be made under limited or noisy data. Bayesian neural networks (BNNs) provide a…

Machine Learning · Statistics 2026-03-10 Alex Alberts , Ilias Bilionis

Modern neural networks have proven to be powerful function approximators, providing state-of-the-art performance in a multitude of applications. They however fall short in their ability to quantify confidence in their predictions - this is…

Machine Learning · Statistics 2020-06-29 Alex J. Chan , Ahmed M. Alaa , Zhaozhi Qian , Mihaela van der Schaar

While perception tasks such as visual object recognition and text understanding play an important role in human intelligence, the subsequent tasks that involve inference, reasoning and planning require an even higher level of intelligence.…

Machine Learning · Statistics 2016-09-06 Hao Wang , Dit-Yan Yeung

One major impediment to the wider use of deep learning for clinical decision making is the difficulty of assigning a level of confidence to model predictions. Currently, deep Bayesian neural networks and sparse Gaussian processes are the…

Deep neural networks have seen enormous success in various real-world applications. Beyond their predictions as point estimates, increasing attention has been focused on quantifying the uncertainty of their predictions. In this review, we…

Machine Learning · Computer Science 2023-02-06 Chengyu Dong

Variational mean field approximations tend to struggle with contemporary overparametrized deep neural networks. Where a Bayesian treatment is usually associated with high-quality predictions and uncertainties, the practical reality has been…

Deep neural networks have been successful in diverse discriminative classification tasks, although, they are poorly calibrated often assigning high probability to misclassified predictions. Potential consequences could lead to…

Machine Learning · Statistics 2020-10-06 John Mitros , Arjun Pakrashi , Brian Mac Namee

Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…

Machine Learning · Statistics 2023-04-25 Steven Winter , Trevor Campbell , Lizhen Lin , Sanvesh Srivastava , David B. Dunson

Bayesian neural networks perform variational inference over the weights however calculation of the posterior distribution remains a challenge. Our work builds on variational inference techniques for bayesian neural networks using the…

Machine Learning · Computer Science 2021-06-23 Abhinav Sagar

We introduce a class of neural networks derived from probabilistic models in the form of Bayesian belief networks. By imposing additional assumptions about the nature of the probabilistic models represented in the belief networks, we derive…

Disordered Systems and Neural Networks · Physics 2007-05-23 M. J. Barber , J. W. Clark , C. H. Anderson

When the cost of misclassifying a sample is high, it is useful to have an accurate estimate of uncertainty in the prediction for that sample. There are also multiple types of uncertainty which are best estimated in different ways, for…

Machine Learning · Computer Science 2019-03-18 Richard Harang , Ethan M. Rudd

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

Bayesian neural networks (BNNs) offer a natural probabilistic formulation for inference in deep learning models. Despite their popularity, their optimality has received limited attention through the lens of statistical decision theory. In…

Statistics Theory · Mathematics 2026-04-07 Daniel Andrew Coulson , Martin T. Wells

We introduce a class of neural networks derived from probabilistic models in the form of Bayesian networks. By imposing additional assumptions about the nature of the probabilistic models represented in the networks, we derive neural…

Disordered Systems and Neural Networks · Physics 2010-04-30 Michael J. Barber , John W. Clark

Bayesian inference for complex models with an intractable likelihood can be tackled using algorithms performing many calls to computer simulators. These approaches are collectively known as "simulation-based inference" (SBI). Recent SBI…

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