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The posterior over Bayesian neural network (BNN) parameters is extremely high-dimensional and non-convex. For computational reasons, researchers approximate this posterior using inexpensive mini-batch methods such as mean-field variational…

Machine Learning · Computer Science 2021-04-30 Pavel Izmailov , Sharad Vikram , Matthew D. Hoffman , Andrew Gordon Wilson

We present a new Subset Simulation approach using Hamiltonian neural network-based Monte Carlo sampling for reliability analysis. The proposed strategy combines the superior sampling of the Hamiltonian Monte Carlo method with…

Machine Learning · Statistics 2024-01-11 Denny Thaler , Somayajulu L. N. Dhulipala , Franz Bamer , Bernd Markert , Michael D. Shields

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

This paper investigates two prominent probabilistic neural modeling paradigms: Bayesian Neural Networks (BNNs) and Mixture Density Networks (MDNs) for uncertainty-aware nonlinear regression. While BNNs incorporate epistemic uncertainty by…

Computation · Statistics 2025-10-30 Riddhi Pratim Ghosh , Ian Barnett

Employing deep neural networks for Hyperspectral remote sensing (HSRS) image classification is a challenging task. HSRS images have high dimensionality and a large number of channels with substantial redundancy between channels. In…

Computer Vision and Pattern Recognition · Computer Science 2023-08-09 Mohammad Joshaghani , Amirabbas Davari , Faezeh Nejati Hatamian , Andreas Maier , Christian Riess

In conducting non-linear dimensionality reduction and feature learning, it is common to suppose that the data lie near a lower-dimensional manifold. A class of model-based approaches for such problems includes latent variables in an unknown…

Machine Learning · Statistics 2020-08-20 Deborshee Sen , Theodore Papamarkou , David Dunson

Hamiltonian neural networks (HNNs) represent a promising class of physics-informed deep learning methods that utilize Hamiltonian theory as foundational knowledge within neural networks. However, their direct application to engineering…

Machine Learning · Computer Science 2025-02-21 Sarvin Moradi , Gerben I. Beintema , Nick Jaensson , Roland Tóth , Maarten Schoukens

We explore the use of Hamiltonian Monte Carlo (HMC) sampling as a probabilistic last layer approach for deep neural networks (DNNs). While HMC is widely regarded as a gold standard for uncertainty estimation, the computational demands limit…

Machine Learning · Computer Science 2025-07-15 Koen Vellenga , H. Joe Steinhauer , Göran Falkman , Jonas Andersson , Anders Sjögren

While Hamiltonian mechanics provides a powerful inductive bias for neural networks modeling dynamical systems, Hamiltonian Neural Networks and their variants often fail to capture complex temporal dynamics spanning multiple timescales. This…

Machine Learning · Computer Science 2026-03-17 Yaojun Li , Yulong Yang , Christine Allen-Blanchette

Deep neural networks(NNs) have achieved impressive performance, often exceed human performance on many computer vision tasks. However, one of the most challenging issues that still remains is that NNs are overconfident in their predictions,…

Machine Learning · Computer Science 2019-12-30 Chanwoo Park , Jae Myung Kim , Seok Hyeon Ha , Jungwoo Lee

We study sampling from posterior distributions in Bayesian linear inverse problems where $A$, the parameters to observables operator, is computationally expensive. In many applications, $A$ can be factored in a manner that facilitates the…

Machine Learning · Statistics 2026-05-19 Youguang Chen , George Biros

We propose a novel method for approximate inference in Bayesian networks (BNs). The idea is to sample data from a BN, learn a latent tree model (LTM) from the data offline, and when online, make inference with the LTM instead of the…

Machine Learning · Computer Science 2014-01-16 Yi Wang , Nevin L. Zhang , Tao Chen

Bayesian neural network models (BNN) have re-surged in recent years due to the advancement of scalable computations and its utility in solving complex prediction problems in a wide variety of applications. Despite the popularity and…

Machine Learning · Statistics 2020-11-20 Shrijita Bhattacharya , Zihuan Liu , Tapabrata Maiti

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

Recurrent neural networks (RNNs) have gained a great deal of attention in solving sequential learning problems. The learning of long-term dependencies, however, remains challenging due to the problem of a vanishing or exploding hidden…

Machine Learning · Computer Science 2020-03-17 Konstantin Rusch , John W. Pearson , Konstantinos C. Zygalakis

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

Markov chain Monte Carlo (MCMC) methods have existed for a long time and the field is well-explored. The purpose of MCMC methods is to approximate a distribution through repeated sampling; most MCMC algorithms exhibit asymptotically optimal…

Computation · Statistics 2023-07-13 Fareed Sheriff

We propose a Bayesian physics-informed neural network (B-PINN) to solve both forward and inverse nonlinear problems described by partial differential equations (PDEs) and noisy data. In this Bayesian framework, the Bayesian neural network…

Machine Learning · Statistics 2020-12-02 Liu Yang , Xuhui Meng , George Em Karniadakis

Recently, Hamiltonian neural networks (HNN) have been introduced to incorporate prior physical knowledge when learning the dynamical equations of Hamiltonian systems. Hereby, the symplectic system structure is preserved despite the…

Machine Learning · Computer Science 2023-06-07 Eva Dierkes , Christian Offen , Sina Ober-Blöbaum , Kathrin Flaßkamp

Hamiltonian Monte Carlo provides efficient Markov transitions at the expense of introducing two free parameters: a step size and total integration time. Because the step size controls discretization error it can be readily tuned to achieve…

Methodology · Statistics 2013-04-09 M. J. Betancourt