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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

Common statistical practice has shown that the full power of Bayesian methods is not realized until hierarchical priors are used, as these allow for greater "robustness" and the ability to "share statistical strength." Yet it is an ongoing…

Machine Learning · Computer Science 2015-05-20 Jonathan H. Huggins , Joshua B. Tenenbaum

The concepts of Bayesian prediction, model comparison, and model selection have developed significantly over the last decade. As a result, the Bayesian community has witnessed a rapid growth in theoretical and applied contributions to…

Methodology · Statistics 2024-08-07 Yann McLatchie , Sölvi Rögnvaldsson , Frank Weber , Aki Vehtari

Power and sample size analysis comprises a critical component of clinical trial study design. There is an extensive collection of methods addressing this problem from diverse perspectives. The Bayesian paradigm, in particular, has attracted…

Methodology · Statistics 2021-12-08 Jane Pan , Sudipto Banerjee

In this article we consider Bayesian inference associated to deep neural networks (DNNs) and in particular, trace-class neural network (TNN) priors which can be preferable to traditional DNNs as (a) they are identifiable and (b) they…

Computation · Statistics 2025-05-06 Neil K. Chada , Ajay Jasra , Kody J. H. Law , Sumeetpal S. Singh

We introduce a scalable Bayesian preference learning method for identifying convincing arguments in the absence of gold-standard rat- ings or rankings. In contrast to previous work, we avoid the need for separate methods to perform quality…

Computation and Language · Computer Science 2018-06-08 Edwin Simpson , Iryna Gurevych

Adding domain knowledge to a learning system is known to improve results. In multi-parameter Bayesian frameworks, such knowledge is incorporated as a prior. On the other hand, various model parameters can have different learning rates in…

Machine Learning · Computer Science 2022-06-22 Sareh Nabi , Houssam Nassif , Joseph Hong , Hamed Mamani , Guido Imbens

This paper describes a Bayesian method for learning causal networks using samples that were selected in a non-random manner from a population of interest. Examples of data obtained by non-random sampling include convenience samples and…

Artificial Intelligence · Computer Science 2013-01-18 Gregory F. Cooper

Quantifying uncertainty in neural networks is a highly relevant problem which is essential to many applications. The two predominant paradigms to tackle this task are Bayesian neural networks (BNNs) and deep ensembles. Despite some…

Machine Learning · Computer Science 2025-01-31 Gabriel Loaiza-Ganem , Valentin Villecroze , Yixin Wang

In this paper we introduce objective proper prior distributions for hypothesis testing and model selection based on measures of divergence between the competing models; we call them divergence based (DB) priors. DB priors have simple forms…

Methodology · Statistics 2009-02-27 M. J. Bayarri , G. García-Donato

The fairness of a deep neural network is strongly affected by dataset bias and spurious correlations, both of which are usually present in modern feature-rich and complex visual datasets. Due to the difficulty and variability of the task,…

Computer Vision and Pattern Recognition · Computer Science 2024-02-28 Rebecca S Stone , Nishant Ravikumar , Andrew J Bulpitt , David C Hogg

Determining the sensitivity of the posterior to perturbations of the prior and likelihood is an important part of the Bayesian workflow. We introduce a practical and computationally efficient sensitivity analysis approach using importance…

Methodology · Statistics 2024-01-05 Noa Kallioinen , Topi Paananen , Paul-Christian Bürkner , Aki Vehtari

In recent years, the transformer has established itself as a workhorse in many applications ranging from natural language processing to reinforcement learning. Similarly, Bayesian deep learning has become the gold-standard for uncertainty…

Machine Learning · Computer Science 2021-10-18 Tristan Cinquin , Alexander Immer , Max Horn , Vincent Fortuin

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

The behavior of many Bayesian models used in machine learning critically depends on the choice of prior distributions, controlled by some hyperparameters that are typically selected by Bayesian optimization or cross-validation. This…

Machine Learning · Statistics 2023-10-09 Eliezer de Souza da Silva , Tomasz Kuśmierczyk , Marcelo Hartmann , Arto Klami

Priors in which a large number of parameters are specified to be independent are dangerous; they make it hard to learn from data. I present a couple of examples from the literature and work through a bit of large sample theory to show what…

Statistics Theory · Mathematics 2019-07-09 Richard A Lockhart

Modern deep learning methods constitute incredibly powerful tools to tackle a myriad of challenging problems. However, since deep learning methods operate as black boxes, the uncertainty associated with their predictions is often…

Machine Learning · Computer Science 2022-06-06 Laurent Valentin Jospin , Wray Buntine , Farid Boussaid , Hamid Laga , Mohammed Bennamoun

Priors in Bayesian analyses often encode informative domain knowledge that can be useful in making the inference process more efficient. Occasionally, however, priors may be unrepresentative of the parameter values for a given dataset,…

Computation · Statistics 2022-07-05 Xi Chen , Farhan Feroz , Michael Hobson

Most deep latent factor models choose simple priors for simplicity, tractability or not knowing what prior to use. Recent studies show that the choice of the prior may have a profound effect on the expressiveness of the model,especially…

Machine Learning · Computer Science 2019-09-11 Hui-Po Wang , Wen-Hsiao Peng , Wei-Jan Ko

Bayesian models based on the Dirichlet process and other stick-breaking priors have been proposed as core ingredients for clustering, topic modeling, and other unsupervised learning tasks. Prior specification is, however, relatively…

Methodology · Statistics 2021-10-27 Ryan Giordano , Runjing Liu , Michael I. Jordan , Tamara Broderick