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Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC) approach that exhibits favourable exploration properties in high-dimensional models such as neural networks. Unfortunately, HMC has limited use in large-data regimes and…

Machine Learning · Statistics 2020-10-15 Adam D. Cobb , Brian Jalaian

Deep neural networks (NNs) are known for their high-prediction performances. However, NNs are prone to yield unreliable predictions when encountering completely new situations without indicating their uncertainty. Bayesian variants of NNs…

Machine Learning · Computer Science 2023-08-25 Kai Brach , Beate Sick , Oliver Dürr

In this work we present a new and efficient Bayesian method for nonlinear three dimensional large scale structure inference. We employ a Hamiltonian Monte Carlo (HMC) sampler to obtain samples from a multivariate highly non-Gaussian…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-14 J. Jasche , F. S. Kitaura

Federated learning performed by a decentralized networks of agents is becoming increasingly important with the prevalence of embedded software on autonomous devices. Bayesian approaches to learning benefit from offering more information as…

Machine Learning · Computer Science 2021-07-16 Vyacheslav Kungurtsev , Adam Cobb , Tara Javidi , Brian Jalaian

The Hamiltonian Monte Carlo (HMC) method has been recognized as a powerful sampling tool in computational statistics. We show that performance of HMC can be significantly improved by incorporating importance sampling and an irreversible…

Computation · Statistics 2019-07-26 Tijana Radivojević , Elena Akhmatskaya

This study is devoted to the inference problem of extracting the nuclear matter properties directly from a set of mass-radius observations. We employ Bayesian neural networks (BNNs), which is a probabilistic model capable of estimating the…

Nuclear Theory · Physics 2024-09-27 Valéria Carvalho , Márcio Ferreira , Constança Providência

In recent years, the Hamiltonian Monte Carlo (HMC) algorithm has been found to work more efficiently compared to other popular Markov Chain Monte Carlo (MCMC) methods (such as random walk Metropolis-Hastings) in generating samples from a…

Computation · Statistics 2014-02-18 Andrew L. Beam , Sujit K. Ghosh , Jon Doyle

Bayesian optimization is a highly efficient approach to optimizing objective functions which are expensive to query. These objectives are typically represented by Gaussian process (GP) surrogate models which are easy to optimize and support…

Machine Learning · Computer Science 2024-05-09 Yucen Lily Li , Tim G. J. Rudner , Andrew Gordon Wilson

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

Artificial Neural Networks are connectionist systems that perform a given task by learning on examples without having prior knowledge about the task. This is done by finding an optimal point estimate for the weights in every node.…

Machine Learning · Computer Science 2019-01-10 Kumar Shridhar , Felix Laumann , Marcus Liwicki

Bayesian inference involves two main computational challenges. First, in estimating the parameters of some model for the data, the posterior distribution may well be highly multi-modal: a regime in which the convergence to stationarity of…

Instrumentation and Methods for Astrophysics · Physics 2019-12-10 F. Feroz , M. P. Hobson , E. Cameron , A. N. Pettitt

Bayesian Neural Networks (BNNs) are trained to optimize an entire distribution over their weights instead of a single set, having significant advantages in terms of, e.g., interpretability, multi-task learning, and calibration. Because of…

Machine Learning · Computer Science 2022-10-07 Jary Pomponi , Simone Scardapane , Aurelio Uncini

Employing Bayesian inference to calibrate constitutive model parameters has grown substantially in recent years. Among the available techniques, Markov Chain Monte Carlo (MCMC) sampling remains one of the most widely used approaches for…

Computational Engineering, Finance, and Science · Computer Science 2026-04-02 Aricia Rinkens , Rodrigo L. S. Silva , Erik Quaeghebeur , Nick Jaensson , Clemens Verhoosel

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

Although deep convolutional neural networks (CNNs) have demonstrated remarkable performance on multiple computer vision tasks, researches on adversarial learning have shown that deep models are vulnerable to adversarial examples, which are…

Computer Vision and Pattern Recognition · Computer Science 2020-10-16 Hongjun Wang , Guanbin Li , Xiaobai Liu , Liang Lin

Credit risk modelling is an integral part of the global financial system. While there has been great attention paid to neural network models for credit default prediction, such models often lack the required interpretation mechanisms and…

Machine Learning · Statistics 2019-06-18 Rendani Mbuvha , Illyes Boulkaibet , Tshilidzi Marwala

We consider the problem of Bayesian parameter estimation for deep neural networks, which is important in problem settings where we may have little data, and/ or where we need accurate posterior predictive densities, e.g., for applications…

Machine Learning · Computer Science 2015-11-10 Anoop Korattikara , Vivek Rathod , Kevin Murphy , Max Welling

Neural networks (NNs) are primarily developed within the frequentist statistical framework. Nevertheless, frequentist NNs lack the capability to provide uncertainties in the predictions, and hence their robustness can not be adequately…

Computational Engineering, Finance, and Science · Computer Science 2023-10-26 Nastaran Dabiran , Brandon Robinson , Rimple Sandhu , Mohammad Khalil , Dominique Poirel , Abhijit Sarkar

Bayesian networks (BNs) are probabilistic graphical models for describing complex joint probability distributions. The main problem for BNs is inference: Determine the probability of an event given observed evidence. Since exact inference…

Programming Languages · Computer Science 2018-03-01 Kevin Batz , Benjamin Lucien Kaminski , Joost-Pieter Katoen , Christoph Matheja

In this paper we present a novel implementation of Bayesian CMB component separation. We sample from the full posterior distribution using the No-U-Turn Sampler (NUTS), a gradient-based sampling algorithm. Alongside this, we introduce new…

Cosmology and Nongalactic Astrophysics · Physics 2024-11-19 R. D. P. Grumitt , Luke R. P. Jew , C. Dickinson