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Although Bayesian variable selection methods have been intensively studied, their routine use in practice has not caught up with their non-Bayesian counterparts such as Lasso, likely due to difficulties in both computations and…

Methodology · Statistics 2021-07-07 Minsuk Shin , Jun S Liu

Solving Bayesian inverse problems typically involves deriving a posterior distribution using Bayes' rule, followed by sampling from this posterior for analysis. Sampling methods, such as general-purpose Markov chain Monte Carlo (MCMC), are…

Mathematical Software · Computer Science 2025-09-16 Jasper M. Everink , Chao Zhang , Amal M. A. Alghamdi , Rémi Laumont , Nicolai A. B. Riis , Jakob S. Jørgensen

Compared to point estimates calculated by standard neural networks, Bayesian neural networks (BNN) provide probability distributions over the output predictions and model parameters, i.e., the weights. Training the weight distribution of a…

Machine Learning · Computer Science 2022-12-01 Philipp Wagner , Xinyang Wu , Marco F. Huber

While Bayesian neural networks (BNNs) hold the promise of being flexible, well-calibrated statistical models, inference often requires approximations whose consequences are poorly understood. We study the quality of common variational…

Machine Learning · Statistics 2020-10-26 Andrew Y. K. Foong , David R. Burt , Yingzhen Li , Richard E. Turner

Bayesian neural networks (BNNs) have been long considered an ideal, yet unscalable solution for improving the robustness and the predictive uncertainty of deep neural networks. While they could capture more accurately the posterior…

Computer Vision and Pattern Recognition · Computer Science 2021-03-26 Gianni Franchi , Andrei Bursuc , Emanuel Aldea , Severine Dubuisson , Isabelle Bloch

Modern Bayesian inference involves a mixture of computational techniques for estimating, validating, and drawing conclusions from probabilistic models as part of principled workflows for data analysis. Typical problems in Bayesian workflows…

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

Modern deep learning models have achieved great success in predictive accuracy for many data modalities. However, their application to many real-world tasks is restricted by poor uncertainty estimates, such as overconfidence on…

Machine Learning · Statistics 2020-10-16 Ben Adlam , Jaehoon Lee , Lechao Xiao , Jeffrey Pennington , Jasper Snoek

TensorBNN is a new package based on TensorFlow that implements Bayesian inference for modern neural network models. The posterior density of neural network model parameters is represented as a point cloud sampled using Hamiltonian Monte…

Computational Physics · Physics 2022-07-12 Braden Kronheim , Michelle Kuchera , Harrison Prosper

Bayesian Neural Networks (BNNs) offer robust uncertainty quantification in model predictions, but training them presents a significant computational challenge. This is mainly due to the problem of sampling multimodal posterior distributions…

Machine Learning · Computer Science 2025-01-14 Ratneel Deo , Scott Sisson , Jody M. Webster , Rohitash Chandra

Bayesian Neural Networks (BNNs) place priors over the parameters in a neural network. Inference in BNNs, however, is difficult; all inference methods for BNNs are approximate. In this work, we empirically compare the quality of predictive…

Machine Learning · Computer Science 2019-06-25 Jiayu Yao , Weiwei Pan , Soumya Ghosh , Finale Doshi-Velez

As data size and computing power increase, the architectures of deep neural networks (DNNs) have been getting more complex and huge, and thus there is a growing need to simplify such complex and huge DNNs. In this paper, we propose a novel…

Machine Learning · Statistics 2023-05-24 Insung Kong , Dongyoon Yang , Jongjin Lee , Ilsang Ohn , Yongdai Kim

Bayesian decision theory provides an elegant framework for acting optimally under uncertainty when tractable posterior distributions are available. Modern Bayesian models, however, typically involve intractable posteriors that are…

Machine Learning · Computer Science 2021-06-15 Meet P. Vadera , Soumya Ghosh , Kenney Ng , Benjamin M. Marlin

Bayesian Neural Networks (BNNs) offer probability distributions for model parameters, enabling uncertainty quantification in predictions. However, they often underperform compared to deterministic neural networks. Utilizing mutual learning…

Machine Learning · Computer Science 2024-07-04 Cuong Pham , Cuong C. Nguyen , Trung Le , Dinh Phung , Gustavo Carneiro , Thanh-Toan Do

Bayesian inference allows us to define a posterior distribution over the weights of a generic neural network (NN). Exact posteriors are usually intractable, in which case approximations can be employed. One such approximation - variational…

Machine Learning · Computer Science 2026-01-30 Andrew Millard , Joshua Murphy , Peter Green , Simon Maskell

We investigate the use of normalizing flow (NF) models as flexible priors in Bayesian inference via Markov Chain Monte Carlo (MCMC) sampling for iterative Bayesian calibration. Trained on posteriors from previous analyses, these models can…

Nuclear Theory · Physics 2026-04-02 Hendrik Roch , Chun Shen

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

Bayesian neural networks (BNNs) have received an increased interest in the last years. In BNNs, a complete posterior distribution of the unknown weight and bias parameters of the network is produced during the training stage. This…

Machine Learning · Computer Science 2023-04-14 Yunshi Huang , Emilie Chouzenoux , Victor Elvira , Jean-Christophe Pesquet

Significant success has been reported recently using deep neural networks for classification. Such large networks can be computationally intensive, even after training is over. Implementing these trained networks in hardware chips with a…

Machine Learning · Statistics 2013-10-25 Daniel Soudry , Ron Meir

Ensembles of neural networks (NNs) have long been used to estimate predictive uncertainty; a small number of NNs are trained from different initialisations and sometimes on differing versions of the dataset. The variance of the ensemble's…

Machine Learning · Computer Science 2018-11-30 Tim Pearce , Mohamed Zaki , Andy Neely