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Recent advances in computing power and the potential to make more realistic assumptions due to increased flexibility have led to the increased prevalence of simulation models in economics. While models of this class, and particularly…

General Economics · Economics 2019-06-12 Donovan Platt

Bayesian neural networks (BNN) and deep ensembles are principled approaches to estimate the predictive uncertainty of a deep learning model. However their practicality in real-time, industrial-scale applications are limited due to their…

Machine Learning · Computer Science 2020-10-27 Jeremiah Zhe Liu , Zi Lin , Shreyas Padhy , Dustin Tran , Tania Bedrax-Weiss , Balaji Lakshminarayanan

Convolutional neural networks (CNNs) work well on large datasets. But labelled data is hard to collect, and in some applications larger amounts of data are not available. The problem then is how to use CNNs with small data -- as CNNs…

Machine Learning · Statistics 2016-01-19 Yarin Gal , Zoubin Ghahramani

Bayesian Neural Networks (BNNs) offer a mathematically grounded framework to quantify the uncertainty of model predictions but come with a prohibitive computation cost for both training and inference. In this work, we show a novel network…

Machine Learning · Computer Science 2022-02-10 Duo Wang , Yiren Zhao , Ilia Shumailov , Robert Mullins

We propose to use techniques from Bayesian inference and deep neural networks to translate uncertainty in seismic imaging to uncertainty in tasks performed on the image, such as horizon tracking. Seismic imaging is an ill-posed inverse…

Geophysics · Physics 2022-06-17 Ali Siahkoohi , Gabrio Rizzuti , Felix J. Herrmann

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

Regression methods are fundamental for scientific and technological applications. However, fitted models can be highly unreliable outside of their training domain, and hence the quantification of their uncertainty is crucial in many of…

Machine Learning · Statistics 2024-03-05 Filippo Bigi , Sanggyu Chong , Michele Ceriotti , Federico Grasselli

This paper describes and discusses Bayesian Neural Network (BNN). The paper showcases a few different applications of them for classification and regression problems. BNNs are comprised of a Probabilistic Model and a Neural Network. The…

Machine Learning · Computer Science 2018-01-31 Vikram Mullachery , Aniruddh Khera , Amir Husain

Despite its long history, Bayesian neural networks (BNNs) and variational training remain underused in practice: standard Gaussian posteriors misalign with network geometry, KL terms can be brittle in high dimensions, and implementations…

Machine Learning · Computer Science 2025-09-09 Carlos Stein Brito

Deep Neural Networks (DNNs) have achieved state-of-the-art accuracy performance in many tasks. However, recent works have pointed out that the outputs provided by these models are not well-calibrated, seriously limiting their use in…

Machine Learning · Computer Science 2020-07-16 Juan Maroñas , Roberto Paredes , Daniel Ramos

Inputs to machine learning models can have associated noise or uncertainties, but they are often ignored and not modelled. It is unknown if Bayesian Neural Networks and their approximations are able to consider uncertainty in their inputs.…

Machine Learning · Computer Science 2025-01-15 Matias Valdenegro-Toro , Marco Zullich

Bayesian optimization is a class of global optimization techniques. In Bayesian optimization, the underlying objective function is modeled as a realization of a Gaussian process. Although the Gaussian process assumption implies a random…

Statistics Theory · Mathematics 2023-05-08 Rui Tuo , Wenjia Wang

While uncertainty estimation is a well-studied topic in deep learning, most such work focuses on marginal uncertainty estimates, i.e. the predictive mean and variance at individual input locations. But it is often more useful to estimate…

Machine Learning · Computer Science 2021-03-02 Chaoqi Wang , Shengyang Sun , Roger Grosse

Reliable uncertainty quantification on RUL prediction is crucial for informative decision-making in predictive maintenance. In this context, we assess some of the latest developments in the field of uncertainty quantification for…

Machine Learning · Computer Science 2023-02-10 Luis Basora , Arthur Viens , Manuel Arias Chao , Xavier Olive

Reliable probability estimation is of crucial importance in many real-world applications where there is inherent (aleatoric) uncertainty. Probability-estimation models are trained on observed outcomes (e.g. whether it has rained or not, or…

Although neural networks are powerful function approximators, the underlying modelling assumptions ultimately define the likelihood and thus the hypothesis class they are parameterizing. In classification, these assumptions are minimal as…

Machine Learning · Computer Science 2021-11-24 Maria R. Cervera , Rafael Dätwyler , Francesco D'Angelo , Hamza Keurti , Benjamin F. Grewe , Christian Henning

We are interested in the development of surrogate models for uncertainty quantification and propagation in problems governed by stochastic PDEs using a deep convolutional encoder-decoder network in a similar fashion to approaches considered…

Computational Physics · Physics 2018-05-09 Yinhao Zhu , Nicholas Zabaras

In scientific applications, predictive modeling is often of limited use without accurate uncertainty quantification (UQ) to indicate when a model may be extrapolating or when more data needs to be collected. Bayesian Neural Networks (BNNs)…

Machine Learning · Computer Science 2025-09-26 Scott Koermer , Natalie Klein

We introduce two algorithms for computing tight guarantees on the probabilistic robustness of Bayesian Neural Networks (BNNs). Computing robustness guarantees for BNNs is a significantly more challenging task than verifying the robustness…

Machine Learning · Computer Science 2024-03-01 Ben Batten , Mehran Hosseini , Alessio Lomuscio

Neural networks are popular state-of-the-art models for many different tasks.They are often trained via back-propagation to find a value of the weights that correctly predicts the observed data. Although back-propagation has shown good…

Machine Learning · Statistics 2020-12-29 Simón Rodríguez Santana , Daniel Hernández-Lobato