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Artificial neural networks (NNs) have become the de facto standard in machine learning. They allow learning highly nonlinear transformations in a plethora of applications. However, NNs usually only provide point estimates without…

Machine Learning · Statistics 2020-09-11 Marco F. Huber

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…

We introduce a variational Bayesian neural network where the parameters are governed via a probability distribution on random matrices. Specifically, we employ a matrix variate Gaussian \cite{gupta1999matrix} parameter posterior…

Machine Learning · Statistics 2016-06-24 Christos Louizos , Max Welling

We reinterpret multiplicative noise in neural networks as auxiliary random variables that augment the approximate posterior in a variational setting for Bayesian neural networks. We show that through this interpretation it is both efficient…

Machine Learning · Statistics 2017-06-14 Christos Louizos , Max Welling

Variational inference provides approximations to the computationally intractable posterior distribution in Bayesian networks. A prominent medical application of noisy-or Bayesian network is to infer potential diseases given observed…

Machine Learning · Computer Science 2016-05-23 Yusheng Xie , Nan Du , Wei Fan , Jing Zhai , Weicheng Zhu

Gaussian process regression networks (GPRN) are powerful Bayesian models for multi-output regression, but their inference is intractable. To address this issue, existing methods use a fully factorized structure (or a mixture of such…

Machine Learning · Computer Science 2020-05-19 Shibo Li , Wei Xing , Mike Kirby , Shandian Zhe

We develop variational Laplace for Bayesian neural networks (BNNs) which exploits a local approximation of the curvature of the likelihood to estimate the ELBO without the need for stochastic sampling of the neural-network weights. The…

Machine Learning · Statistics 2021-07-21 Ali Unlu , Laurence Aitchison

We develop variational Laplace for Bayesian neural networks (BNNs) which exploits a local approximation of the curvature of the likelihood to estimate the ELBO without the need for stochastic sampling of the neural-network weights. The…

Machine Learning · Statistics 2021-08-11 Ali Unlu , Laurence Aitchison

Bayesian approaches for training deep neural networks (BNNs) have received significant interest and have been effectively utilized in a wide range of applications. There have been several studies on the properties of posterior…

Machine Learning · Statistics 2024-03-22 Insung Kong , Yongdai Kim

Artificial Neural Network (ANN)-based inference on battery-powered devices can be made more energy-efficient by restricting the synaptic weights to be binary, hence eliminating the need to perform multiplications. An alternative, emerging,…

Machine Learning · Computer Science 2020-12-16 Hyeryung Jang , Nicolas Skatchkovsky , Osvaldo Simeone

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

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

We introduce a probability distribution, combined with an efficient sampling algorithm, for weights and biases of fully-connected neural networks. In a supervised learning context, no iterative optimization or gradient computations of…

Machine Learning · Computer Science 2023-11-14 Erik Lien Bolager , Iryna Burak , Chinmay Datar , Qing Sun , Felix Dietrich

Deep neural networks (NNs) are powerful black box predictors that have recently achieved impressive performance on a wide spectrum of tasks. Quantifying predictive uncertainty in NNs is a challenging and yet unsolved problem. Bayesian NNs,…

Machine Learning · Statistics 2017-11-07 Balaji Lakshminarayanan , Alexander Pritzel , Charles Blundell

Bayesian Likelihood-Free Inference methods yield posterior approximations for simulator models with intractable likelihood. Recently, many works trained neural networks to approximate either the intractable likelihood or the posterior…

Computation · Statistics 2022-06-01 Lorenzo Pacchiardi , Ritabrata Dutta

Inference for GP models with non-Gaussian noises is computationally expensive when dealing with large datasets. Many recent inference methods approximate the posterior distribution with a simpler distribution defined on a small number of…

Machine Learning · Computer Science 2018-09-11 Linfeng Liu , Liping Liu

We propose and investigate new complementary methodologies for estimating predictive variance networks in regression neural networks. We derive a locally aware mini-batching scheme that result in sparse robust gradients, and show how to…

Machine Learning · Statistics 2019-11-05 Nicki S. Detlefsen , Martin Jørgensen , Søren Hauberg

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

Bayesian inference with computationally expensive likelihood evaluations remains a significant challenge in many scientific domains. We propose normalizing flow regression (NFR), a novel offline inference method for approximating posterior…

Machine Learning · Statistics 2025-04-17 Chengkun Li , Bobby Huggins , Petrus Mikkola , Luigi Acerbi

Bayesian (deep) neural networks (BNN) are often more attractive than the vanilla point-estimate deep learning in various aspects including uncertainty quantification, robustness to noise, resistance to overfitting, and more. The variational…

Machine Learning · Computer Science 2026-05-22 Minyoung Kim