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A new dynamic latent space eigenmodel (LSM) is proposed for weighted temporal networks. The model accommodates integer-valued weights, excess of zeros, time-varying node positions (features), and time-varying network sparsity. The latent…

Methodology · Statistics 2026-04-15 Roberto Casarin , Matteo Iacopini , Antonio Peruzzi

Many probabilistic models of interest in scientific computing and machine learning have expensive, black-box likelihoods that prevent the application of standard techniques for Bayesian inference, such as MCMC, which would require access to…

Machine Learning · Statistics 2018-11-30 Luigi Acerbi

Approximate Bayesian inference for neural networks is considered a robust alternative to standard training, often providing good performance on out-of-distribution data. However, Bayesian neural networks (BNNs) with high-fidelity…

Machine Learning · Computer Science 2021-12-07 Pavel Izmailov , Patrick Nicholson , Sanae Lotfi , Andrew Gordon Wilson

Computing the exact likelihood of data in large Bayesian networks consisting of thousands of vertices is often a difficult task. When these models contain many deterministic conditional probability tables and when the observed values are…

Computation · Statistics 2012-06-26 Ydo Wexler , Dan Geiger

Laplace's method, a family of asymptotic methods used to approximate integrals, is presented as a potential candidate for the tool box of techniques used for knowledge acquisition and probabilistic inference in belief networks with…

Artificial Intelligence · Computer Science 2013-02-28 Adriano Azevedo-Filho , Ross D. Shachter

Uncertainty estimation is essential for robust decision-making in the presence of ambiguous or out-of-distribution inputs. Gaussian Processes (GPs) are classical kernel-based models that offer principled uncertainty quantification and…

Machine Learning · Statistics 2026-04-30 Albert Saiapin , Kim Batselier

While offering a principled framework for uncertainty quantification in deep learning, the employment of Bayesian Neural Networks (BNNs) is still constrained by their increased computational requirements and the convergence difficulties…

Machine Learning · Computer Science 2025-05-26 Moule Lin , Shuhao Guan , Weipeng Jing , Goetz Botterweck , Andrea Patane

Inverse problems and, in particular, inferring unknown or latent parameters from data are ubiquitous in engineering simulations. A predominant viewpoint in identifying unknown parameters is Bayesian inference where both prior information…

Computation · Statistics 2022-08-31 Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

When using R package tmbstan for Bayesian inference, the built-in feature Laplace approximation to the marginal likelihood with random effects integrated out can be switched on and off. There exists no guideline on whether Laplace…

Methodology · Statistics 2021-01-15 Yihan Cao , Jarle Tufto

Modern deep learning models generalize remarkably well in-distribution, despite being overparametrized and trained with little to no explicit regularization. Instead, current theory credits implicit regularization imposed by the choice of…

Machine Learning · Computer Science 2026-03-17 Jonathan Wenger , Beau Coker , Juraj Marusic , John P. Cunningham

Uncertainty quantification in deep learning is crucial for safe and reliable decision-making in downstream tasks. Existing methods quantify uncertainty at the last layer or other approximations of the network which may miss some sources of…

Machine Learning · Statistics 2025-04-25 James McInerney , Nathan Kallus

Bayesian neural networks (BNNs) are state-of-the-art machine learning methods that can naturally regularize and systematically quantify uncertainties using their stochastic parameters. Kullback-Leibler (KL) divergence-based variational…

Machine Learning · Computer Science 2024-12-10 Ponkrshnan Thiagarajan , Susanta Ghosh

Variational inference has become one of the most widely used methods in latent variable modeling. In its basic form, variational inference employs a fully factorized variational distribution and minimizes its KL divergence to the posterior.…

Machine Learning · Statistics 2020-01-29 Robert Bamler , Cheng Zhang , Manfred Opper , Stephan Mandt

The highly non-linear nature of deep neural networks causes them to be susceptible to adversarial examples and have unstable gradients which hinders interpretability. However, existing methods to solve these issues, such as adversarial…

Machine Learning · Computer Science 2023-01-11 Suraj Srinivas , Kyle Matoba , Himabindu Lakkaraju , Francois Fleuret

Bayesian Neural Networks (BNNs) that possess a property of uncertainty estimation have been increasingly adopted in a wide range of safety-critical AI applications which demand reliable and robust decision making, e.g., self-driving, rescue…

Hardware Architecture · Computer Science 2021-10-08 Qiyu Wan , Haojun Xia , Xingyao Zhang , Lening Wang , Shuaiwen Leon Song , Xin Fu

While Deep Neural Networks (DNNs) achieve remarkable performance, their tendency to produce overconfident predictions. Evidential Deep Learning (EDL) mitigates this by formulating predictions as a Dirichlet distribution over class…

Machine Learning · Computer Science 2026-05-27 Jiawei Tang , Xinyan Du , Hui Liu , Junhui Hou , Yuheng Jia

Bayesian neural networks (BNNs) have recently gained popularity due to their ability to quantify model uncertainty. However, specifying a prior for BNNs that captures relevant domain knowledge is often extremely challenging. In this work,…

Machine Learning · Computer Science 2024-02-22 Dylan Sam , Rattana Pukdee , Daniel P. Jeong , Yewon Byun , J. Zico Kolter

Bayesian Neural Networks (BNNs) have been proposed to address the problem of model uncertainty in training and inference. By introducing weights associated with conditioned probability distributions, BNNs are capable of resolving the…

Machine Learning · Computer Science 2018-02-06 Ruizhe Cai , Ao Ren , Ning Liu , Caiwen Ding , Luhao Wang , Xuehai Qian , Massoud Pedram , Yanzhi Wang

We define an evolving in-time Bayesian neural network called a Hidden Markov Neural Network, which addresses the crucial challenge in time-series forecasting and continual learning: striking a balance between adapting to new data and…

Machine Learning · Statistics 2025-01-17 Lorenzo Rimella , Nick Whiteley

Sampling-based algorithms, which eliminate ''unimportant'' computations during forward and/or back propagation (BP), offer potential solutions to accelerate neural network training. However, since sampling introduces approximations to…

Machine Learning · Computer Science 2024-02-28 Ziteng Wang , Jianfei Chen , Jun Zhu