Related papers: Bayesian Neural Networks for Macroeconomic Analysi…
This paper considers improved forecasting in possibly nonlinear dynamic settings, with high-dimension predictors ("big data" environments). To overcome the curse of dimensionality and manage data and model complexity, we examine shrinkage…
We investigate uncertainty estimation and multimodality via the non-deterministic predictions of Bayesian neural networks (BNNs) in fluid simulations. To this end, we deploy BNNs in three challenging experimental test-cases of increasing…
Neural Networks (NNs) have been widely {used in supervised learning} due to their ability to model complex nonlinear patterns, often presented in high-dimensional data such as images and text. However, traditional NNs often lack the ability…
Being in the era of big data, modeling and prediction of count data have become significantly important in many fields including health, finance, social, etc. Although linear Poisson regression has been widely used to model count and rate…
Over the last decade, big data have poured into econometrics, demanding new statistical methods for analysing high-dimensional data and complex non-linear relationships. A common approach for addressing dimensionality issues relies on the…
Collected data, which is used for analysis or prediction tasks, often have a hierarchical structure, for example, data from various people performing the same task. Modeling the data's structure can improve the reliability of the derived…
Bayesian neural networks utilize probabilistic layers that capture uncertainty over weights and activations, and are trained using Bayesian inference. Since these probabilistic layers are designed to be drop-in replacement of their…
Bayesian Neural Networks (BNNs) extend traditional neural networks to provide uncertainties associated with their outputs. On the forward pass through a BNN, predictions (and their uncertainties) are made either by Monte Carlo sampling…
Bayesian neural networks (BNNs) offer a natural probabilistic formulation for inference in deep learning models. Despite their popularity, their optimality has received limited attention through the lens of statistical decision theory. In…
Markov Chain Monte Carlo (MCMC) algorithms do not scale well for large datasets leading to difficulties in Neural Network posterior sampling. In this paper, we propose Penalty Bayesian Neural Networks - PBNNs, as a new algorithm that allows…
This paper addresses the need for deep learning models to integrate well-defined constraints into their outputs, driven by their application in surrogate models, learning with limited data and partial information, and scenarios requiring…
The paper describes the use of Bayesian regression for building time series models and stacking different predictive models for time series. Using Bayesian regression for time series modeling with nonlinear trend was analyzed. This approach…
Active learning optimizes the exploration of large parameter spaces by strategically selecting which experiments or simulations to conduct, thus reducing resource consumption and potentially accelerating scientific discovery. A key…
We introduce a class of neural networks derived from probabilistic models in the form of Bayesian belief networks. By imposing additional assumptions about the nature of the probabilistic models represented in the belief networks, we derive…
Bayesian network (BN) modelling is extensively used in systems epidemiology. Usually it consists in selecting and reporting the best-fitting structure conditional to the data. A major practical concern is avoiding overfitting, on account of…
In this work we explore a straightforward variational Bayes scheme for Recurrent Neural Networks. Firstly, we show that a simple adaptation of truncated backpropagation through time can yield good quality uncertainty estimates and superior…
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…
Artificial neural networks will always make a prediction, even when completely uncertain and regardless of the consequences. This obliviousness of uncertainty is a major obstacle towards their adoption in practice. Techniques exist,…
In this paper, we use augmented the hierarchical latent variable model to model multi-period time series, where the dynamics of time series are governed by factors or trends in multiple periods. Previous methods based on stacked recurrent…
This paper investigates the use of probabilistic neural networks (PNNs) to model aleatoric uncertainty, which refers to the inherent variability in the input-output relationships of a system, often characterized by unequal variance or…