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We propose a novel method for closed-form predictive distribution modeling with neural nets. In quantifying prediction uncertainty, we build on Evidential Deep Learning, which has been impactful as being both simple to implement and giving…

Machine Learning · Statistics 2021-01-22 Manuel Haussmann , Sebastian Gerwinn , Melih Kandemir

Learning multiple tasks sequentially requires neural networks to balance retaining knowledge, yet being flexible enough to adapt to new tasks. Regularizing network parameters is a common approach, but it rarely incorporates prior knowledge…

Machine Learning · Computer Science 2025-12-22 Joanna Sliwa , Frank Schneider , Nathanael Bosch , Agustinus Kristiadi , Philipp Hennig

Recent advances in reconstruction methods for inverse problems leverage powerful data-driven models, e.g., deep neural networks. These techniques have demonstrated state-of-the-art performances for several imaging tasks, but they often do…

Computer Vision and Pattern Recognition · Computer Science 2020-10-20 Riccardo Barbano , Chen Zhang , Simon Arridge , Bangti Jin

This study proposes the first Bayesian approach for learning high-dimensional linear Bayesian networks. The proposed approach iteratively estimates each element of the topological ordering from backward and its parent using the inverse of a…

Machine Learning · Statistics 2023-11-28 Seyong Hwang , Kyoungjae Lee , Sunmin Oh , Gunwoong Park

Two major bottlenecks to the solution of large-scale Bayesian inverse problems are the scaling of posterior sampling algorithms to high-dimensional parameter spaces and the computational cost of forward model evaluations. Yet incomplete or…

Computation · Statistics 2016-05-03 Tiangang Cui , Youssef M. Marzouk , Karen E. Willcox

Laplace approximation is a very useful tool in Bayesian inference and it claims a nearly Gaussian behavior of the posterior. \cite{SpLaplace2022} established some rather accurate finite sample results about the quality of Laplace…

Statistics Theory · Mathematics 2023-05-17 Vladimir Spokoiny

Understanding the uncertainty of a neural network's (NN) predictions is essential for many purposes. The Bayesian framework provides a principled approach to this, however applying it to NNs is challenging due to large numbers of parameters…

Machine Learning · Statistics 2020-02-27 Tim Pearce , Felix Leibfried , Alexandra Brintrup , Mohamed Zaki , Andy Neely

Bayesian neural networks provide a direct and natural way to extend standard deep neural networks to support probabilistic deep learning through the use of probabilistic layers that, traditionally, encode weight (and bias) uncertainty. In…

Machine Learning · Computer Science 2021-07-16 Daniel T. Chang

Data point selection (DPS) is becoming a critical topic in deep learning due to the ease of acquiring uncurated training data compared to the difficulty of obtaining curated or processed data. Existing approaches to DPS are predominantly…

Machine Learning · Computer Science 2024-11-07 Xinnuo Xu , Minyoung Kim , Royson Lee , Brais Martinez , Timothy Hospedales

This paper presents an approximate method for performing Bayesian inference in models with conditional independence over a decentralized network of learning agents. The method first employs variational inference on each individual learning…

Machine Learning · Computer Science 2014-06-13 Trevor Campbell , Jonathan P. How

Bayesian inference is used extensively to quantify the uncertainty in an inferred field given the measurement of a related field when the two are linked by a mathematical model. Despite its many applications, Bayesian inference faces…

Machine Learning · Statistics 2020-03-31 Dhruv V. Patel , Assad A. Oberai

We describe a limitation in the expressiveness of the predictive uncertainty estimate given by mean-field variational inference (MFVI), a popular approximate inference method for Bayesian neural networks. In particular, MFVI fails to give…

Machine Learning · Statistics 2019-06-28 Andrew Y. K. Foong , Yingzhen Li , José Miguel Hernández-Lobato , Richard E. Turner

Currently, it is hard to reap the benefits of deep learning for Bayesian methods, which allow the explicit specification of prior knowledge and accurately capture model uncertainty. We present Prior-Data Fitted Networks (PFNs). PFNs…

Machine Learning · Computer Science 2024-08-14 Samuel Müller , Noah Hollmann , Sebastian Pineda Arango , Josif Grabocka , Frank Hutter

Data augmentation is commonly applied to improve performance of deep learning by enforcing the knowledge that certain transformations on the input preserve the output. Currently, the data augmentation parameters are chosen by human effort…

Latent Gaussian models (LGMs) are a popular class of Bayesian hierarchical models that include Gaussian processes, as well as certain spatial models and mixed-effect models. Efficient Bayesian inference of LGMs often requires marginalizing…

Machine Learning · Statistics 2026-05-21 Jinlin Lai , Charles C. Margossian , Daniel R. Sheldon

There is a growing demand for performing larger-scale Bayesian inference tasks, arising from greater data availability and higher-dimensional model parameter spaces. In this work we present parallelization strategies for the methodology of…

Computation · Statistics 2022-04-12 Lisa Gaedke-Merzhäuser , Janet van Niekerk , Olaf Schenk , Håvard Rue

The Linearized Laplace Approximation (LLA) has been recently used to perform uncertainty estimation on the predictions of pre-trained deep neural networks (DNNs). However, its widespread application is hindered by significant computational…

Machine Learning · Statistics 2024-05-24 Luis A. Ortega , Simón Rodríguez Santana , Daniel Hernández-Lobato

We consider the problem of Bayesian parameter estimation for deep neural networks, which is important in problem settings where we may have little data, and/ or where we need accurate posterior predictive densities, e.g., for applications…

Machine Learning · Computer Science 2015-11-10 Anoop Korattikara , Vivek Rathod , Kevin Murphy , Max Welling

This paper describes a new algorithm for exact Bayesian inference that is based on a recently proposed compositional semantics of Bayesian networks in terms of channels. The paper concentrates on the ideas behind this algorithm, involving a…

Artificial Intelligence · Computer Science 2018-04-24 Bart Jacobs

In Bayesian Deep Learning, distributions over the output of classification neural networks are often approximated by first constructing a Gaussian distribution over the weights, then sampling from it to receive a distribution over the…

Machine Learning · Computer Science 2022-06-01 Marius Hobbhahn , Agustinus Kristiadi , Philipp Hennig