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When working with multimodal Bayesian posterior distributions, Markov chain Monte Carlo (MCMC) algorithms have difficulty moving between modes, and default variational or mode-based approximate inferences will understate posterior…

Methodology · Statistics 2021-11-19 Yuling Yao , Aki Vehtari , Andrew Gelman

The last decade witnessed a growing interest in Bayesian learning. Yet, the technicality of the topic and the multitude of ingredients involved therein, besides the complexity of turning theory into practical implementations, limit the use…

Machine Learning · Statistics 2023-02-01 Martin Magris , Alexandros Iosifidis

Models with intractable normalizing functions arise frequently in statistics. Common examples of such models include exponential random graph models for social networks and Markov point processes for ecology and disease modeling. Inference…

Computation · Statistics 2018-08-03 Jaewoo Park , Murali Haran

Now that Bayesian Networks (BNs) have become widely used, an appreciation is developing of just how critical an awareness of the sensitivity and robustness of certain target variables are to changes in the model. When time resources are…

Methodology · Statistics 2018-11-20 Sophia K. Wright , Jim Q. Smith

In the past few years, approximate Bayesian Neural Networks (BNNs) have demonstrated the ability to produce statistically consistent posteriors on a wide range of inference problems at unprecedented speed and scale. However, any disconnect…

Cosmology and Nongalactic Astrophysics · Physics 2021-03-24 Sebastian Wagner-Carena , Ji Won Park , Simon Birrer , Philip J. Marshall , Aaron Roodman , Risa H. Wechsler

Weight space symmetries in neural network architectures, such as permutation symmetries in MLPs, give rise to Bayesian neural network (BNN) posteriors with many equivalent modes. This multimodality poses a challenge for variational…

Machine Learning · Computer Science 2024-08-13 Yoav Gelberg , Tycho F. A. van der Ouderaa , Mark van der Wilk , Yarin Gal

Deep learning has been the engine powering many successes of data science. However, the deep neural network (DNN), as the basic model of deep learning, is often excessively over-parameterized, causing many difficulties in training,…

Machine Learning · Statistics 2021-03-09 Yan Sun , Qifan Song , Faming Liang

Current approximate posteriors in Bayesian neural networks (BNNs) exhibit a crucial limitation: they fail to maintain invariance under reparameterization, i.e. BNNs assign different posterior densities to different parametrizations of…

Machine Learning · Computer Science 2025-02-12 Hrittik Roy , Marco Miani , Carl Henrik Ek , Philipp Hennig , Marvin Pförtner , Lukas Tatzel , Søren Hauberg

This paper investigates two prominent probabilistic neural modeling paradigms: Bayesian Neural Networks (BNNs) and Mixture Density Networks (MDNs) for uncertainty-aware nonlinear regression. While BNNs incorporate epistemic uncertainty by…

Computation · Statistics 2025-10-30 Riddhi Pratim Ghosh , Ian Barnett

We develop a novel deep learning method for uncertainty quantification in stochastic partial differential equations based on Bayesian neural network (BNN) and Hamiltonian Monte Carlo (HMC). A BNN efficiently learns the posterior…

Machine Learning · Statistics 2022-10-24 Jeahan Jung , Minseok Choi

The advances in variational inference are providing promising paths in Bayesian estimation problems. These advances make variational phylogenetic inference an alternative approach to Markov Chain Monte Carlo methods for approximating the…

Populations and Evolution · Quantitative Biology 2023-09-12 Amine M. Remita , Golrokh Vitae , Abdoulaye Baniré Diallo

Classical parameter-space Bayesian inference for Bayesian neural networks (BNNs) suffers from several unresolved prior issues, such as knowledge encoding intractability and pathological behaviours in deep networks, which can lead to…

Machine Learning · Computer Science 2024-10-11 Mengjing Wu , Junyu Xuan , Jie Lu

Exponential random graph models are a class of widely used exponential family models for social networks. The topological structure of an observed network is modelled by the relative prevalence of a set of local sub-graph configurations…

Computation · Statistics 2013-01-21 Alberto Caimo , Nial Friel

Collected data, which is used for analysis or prediction tasks, often have a hierarchical structure, for example, data from various people performing the same task. Modeling the data's structure can improve the reliability of the derived…

Applications · Statistics 2018-11-12 Dennis Becker

Recent decades have seen an interest in prediction problems for which Bayesian methodology has been used ubiquitously. Sampling from or approximating the posterior predictive distribution in a Bayesian model allows one to make inferential…

Machine Learning · Statistics 2017-09-12 Giri Gopalan

Various AI models are increasingly being considered as part of clinical decision-support tools. However, the trustworthiness of such models is rarely considered. Clinicians are more likely to use a model if they can understand and trust its…

Artificial Intelligence · Computer Science 2020-03-09 Evangelia Kyrimi , Somayyeh Mossadegh , Nigel Tai , William Marsh

interpretable, and well understood models that are routinely employed even though, as is revealed through prior and posterior predictive checks, these can poorly characterise the spatial heterogeneity in the underlying process of interest.…

Machine Learning · Statistics 2024-04-08 Andrew Zammit-Mangion , Michael D. Kaminski , Ba-Hien Tran , Maurizio Filippone , Noel Cressie

Approximate inference in Bayesian deep networks exhibits a dilemma of how to yield high fidelity posterior approximations while maintaining computational efficiency and scalability. We tackle this challenge by introducing a novel…

Machine Learning · Computer Science 2021-11-01 Son Nguyen , Duong Nguyen , Khai Nguyen , Khoat Than , Hung Bui , Nhat Ho

Bayesian neural networks (BNNs) have become a principal approach to alleviate overconfident predictions in deep learning, but they often suffer from scaling issues due to a large number of distribution parameters. In this paper, we discover…

Machine Learning · Computer Science 2021-12-14 Shiye Lei , Zhuozhuo Tu , Leszek Rutkowski , Feng Zhou , Li Shen , Fengxiang He , Dacheng Tao

Deep neural networks(NNs) have achieved impressive performance, often exceed human performance on many computer vision tasks. However, one of the most challenging issues that still remains is that NNs are overconfident in their predictions,…

Machine Learning · Computer Science 2019-12-30 Chanwoo Park , Jae Myung Kim , Seok Hyeon Ha , Jungwoo Lee