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We present a novel approach for training deep neural networks in a Bayesian way. Classical, i.e. non-Bayesian, deep learning has two major drawbacks both originating from the fact that network parameters are considered to be deterministic.…

Machine Learning · Statistics 2019-03-11 Konstantin Posch , Jan Steinbrener , Jürgen Pilz

Among other uses, neural networks are a powerful tool for solving deterministic and Bayesian inverse problems in real-time, where variational autoencoders, a specialized type of neural network, enable the Bayesian estimation of model…

Machine Learning · Computer Science 2025-09-25 Andrea Tonini , Luca Dede'

The question whether inputs are valid for the problem a neural network is trying to solve has sparked interest in out-of-distribution (OOD) detection. It is widely assumed that Bayesian neural networks (BNNs) are well suited for this task,…

Machine Learning · Computer Science 2022-02-22 Francesco D'Angelo , Christian Henning

Existing Bayesian treatments of neural networks are typically characterized by weak prior and approximate posterior distributions according to which all the weights are drawn independently. Here, we consider a richer prior distribution in…

Machine Learning · Statistics 2018-10-02 Theofanis Karaletsos , Peter Dayan , Zoubin Ghahramani

In this work, we investigate the use of Besov priors in the context of Bayesian inverse problems. The solution to Bayesian inverse problems is the posterior distribution which naturally enables us to interpret the uncertainties. Besov…

Numerical Analysis · Mathematics 2025-06-23 Andreas Horst , Babak Maboudi Afkham , Yiqiu Dong , Jakob Lemvig

In a given problem, the Bayesian statistical paradigm requires the specification of a prior distribution that quantifies relevant information about the unknowns of main interest external to the data. In cases where little such information…

Statistics Theory · Mathematics 2017-10-11 Alexander Terenin , David Draper

Bayesian neural networks (BNNs) have developed into useful tools for probabilistic modelling due to recent advances in variational inference enabling large scale BNNs. However, BNNs remain brittle and hard to train, especially: (1) when…

Machine Learning · Computer Science 2019-10-24 Felix McGregor , Arnu Pretorius , Johan du Preez , Steve Kroon

In astronomical observations, the estimation of distances from parallaxes is a challenging task due to the inherent measurement errors and the non-linear relationship between the parallax and the distance. This study leverages ideas from…

Methodology · Statistics 2025-11-05 Soham Ghosh , Uttaran Chatterjee , Jyotishka Datta

Bayesian inference can quantify uncertainty in the predictions of neural networks using posterior distributions for model parameters and network output. By looking at these posterior distributions, one can separate the origin of uncertainty…

Machine Learning · Computer Science 2023-11-23 H. Linander , O. Balabanov , H. Yang , B. Mehlig

Modern deep learning tools are remarkably effective in addressing intricate problems. However, their operation as black-box models introduces increased uncertainty in predictions. Additionally, they contend with various challenges,…

Machine Learning · Computer Science 2024-04-09 Sourav Ganguly , Saprativa Bhattacharjee

Bayesian neural networks have shown great promise in many applications where calibrated uncertainty estimates are crucial and can often also lead to a higher predictive performance. However, it remains challenging to choose a good prior…

Machine Learning · Statistics 2021-05-17 Vincent Fortuin , Adrià Garriga-Alonso , Mark van der Wilk , Laurence Aitchison

We introduce implicit Bayesian neural networks, a simple and scalable approach for uncertainty representation in deep learning. Standard Bayesian approach to deep learning requires the impractical inference of the posterior distribution…

Machine Learning · Statistics 2020-10-27 Trung Trinh , Samuel Kaski , Markus Heinonen

Most modern imaging systems incorporate a computational pipeline to infer the image of interest from acquired measurements. The Bayesian approach to solve such ill-posed inverse problems involves the characterization of the posterior…

Computer Vision and Pattern Recognition · Computer Science 2023-05-26 Pakshal Bohra , Thanh-an Pham , Jonathan Dong , Michael Unser

Recent work has shown that the prior over functions induced by a deep Bayesian neural network (BNN) behaves as a Gaussian process (GP) as the width of all layers becomes large. However, many BNN applications are concerned with the BNN…

Machine Learning · Statistics 2020-11-30 Jiri Hron , Yasaman Bahri , Roman Novak , Jeffrey Pennington , Jascha Sohl-Dickstein

Gaussian processes are ubiquitous in nature and engineering. A case in point is a class of neural networks in the infinite-width limit, whose priors correspond to Gaussian processes. Here we perturbatively extend this correspondence to…

Machine Learning · Statistics 2020-08-28 Sho Yaida

We propose to use L\'evy {\alpha}-stable distributions for constructing priors for Bayesian inverse problems. The construction is based on Markov fields with stable-distributed increments. Special cases include the Cauchy and Gaussian…

Computation · Statistics 2023-06-26 Jarkko Suuronen , Tomás Soto , Neil K. Chada , Lassi Roininen

The recent literature on deep learning offers new tools to learn a rich probability distribution over high dimensional data such as images or sounds. In this work we investigate the possibility of learning the prior distribution over neural…

Machine Learning · Statistics 2017-12-19 Alexandre Lacoste , Thomas Boquet , Negar Rostamzadeh , Boris Oreshkin , Wonchang Chung , David Krueger

Bayesian neural networks (BNNs) place distributions over the weights of a neural network to model uncertainty in the data and the network's prediction. We consider the problem of verifying safety when running a Bayesian neural network…

Machine Learning · Computer Science 2021-11-08 Mathias Lechner , Đorđe Žikelić , Krishnendu Chatterjee , Thomas A. Henzinger

We propose a novel Bayesian neural network architecture that can learn invariances from data alone by inferring a posterior distribution over different weight-sharing schemes. We show that our model outperforms other non-invariant…

Machine Learning · Statistics 2021-11-04 Nikolaos Mourdoukoutas , Marco Federici , Georges Pantalos , Mark van der Wilk , Vincent Fortuin

Bayesian Neural Networks (BNNs) provide a probabilistic interpretation for deep learning models by imposing a prior distribution over model parameters and inferring a posterior distribution based on observed data. The model sampled from the…

Machine Learning · Computer Science 2023-11-15 Van-Anh Nguyen , Tung-Long Vuong , Hoang Phan , Thanh-Toan Do , Dinh Phung , Trung Le