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Bayesian Neural Networks provide a principled framework for uncertainty quantification by modeling the posterior distribution of network parameters. However, exact posterior inference is computationally intractable, and widely used…

Machine Learning · Computer Science 2025-12-02 Alfredo Reichlin , Miguel Vasco , Danica Kragic

Uncertainty quantification in image retrieval is crucial for downstream decisions, yet it remains a challenging and largely unexplored problem. Current methods for estimating uncertainties are poorly calibrated, computationally expensive,…

Computer Vision and Pattern Recognition · Computer Science 2021-09-20 Frederik Warburg , Martin Jørgensen , Javier Civera , Søren Hauberg

Established methods for unsupervised representation learning such as variational autoencoders produce none or poorly calibrated uncertainty estimates making it difficult to evaluate if learned representations are stable and reliable. In…

Machine Learning · Computer Science 2022-08-24 Marco Miani , Frederik Warburg , Pablo Moreno-Muñoz , Nicke Skafte Detlefsen , Søren Hauberg

Bayesian neural networks often approximate the weight-posterior with a Gaussian distribution. However, practical posteriors are often, even locally, highly non-Gaussian, and empirical performance deteriorates. We propose a simple parametric…

Machine Learning · Statistics 2023-06-13 Federico Bergamin , Pablo Moreno-Muñoz , Søren Hauberg , Georgios Arvanitidis

Uncertainty quantification is essential when dealing with ill-conditioned inverse problems due to the inherent nonuniqueness of the solution. Bayesian approaches allow us to determine how likely an estimation of the unknown parameters is…

Machine Learning · Statistics 2020-01-16 Ali Siahkoohi , Gabrio Rizzuti , Felix J. Herrmann

The Bayesian paradigm has the potential to solve core issues of deep neural networks such as poor calibration and data inefficiency. Alas, scaling Bayesian inference to large weight spaces often requires restrictive approximations. In this…

This study proposes the first Bayesian approach for learning high-dimensional linear Bayesian networks. The proposed approach iteratively estimates each element of the topological ordering from backward and its parent using the inverse of a…

Machine Learning · Statistics 2023-11-28 Seyong Hwang , Kyoungjae Lee , Sunmin Oh , Gunwoong Park

Laplace approximations are classic, computationally lightweight means for constructing Bayesian neural networks (BNNs). As in other approximate BNNs, one cannot necessarily expect the induced predictive uncertainty to be calibrated. Here we…

Machine Learning · Computer Science 2021-06-08 Agustinus Kristiadi , Matthias Hein , Philipp Hennig

Bayesian neural networks with latent variables are scalable and flexible probabilistic models: They account for uncertainty in the estimation of the network weights and, by making use of latent variables, can capture complex noise patterns…

Machine Learning · Statistics 2018-06-19 Stefan Depeweg , José Miguel Hernández-Lobato , Finale Doshi-Velez , Steffen Udluft

Bayesian inference is used extensively to quantify the uncertainty in an inferred field given the measurement of a related field when the two are linked by a mathematical model. Despite its many applications, Bayesian inference faces…

Machine Learning · Statistics 2020-03-31 Dhruv V. Patel , Assad A. Oberai

We present new Bayesian Last Layer neural network models in the setting of multivariate regression under heteroscedastic noise, and propose EM algorithms for parameter learning. Bayesian modeling of a neural network's final layer has the…

Machine Learning · Statistics 2026-02-02 Han Wang , Eiji Kawasaki , Guillaume Damblin , Geoffrey Daniel

Image segmentation relies heavily on neural networks which are known to be overconfident, especially when making predictions on out-of-distribution (OOD) images. This is a common scenario in the medical domain due to variations in…

Computer Vision and Pattern Recognition · Computer Science 2024-07-24 Kilian Zepf , Selma Wanna , Marco Miani , Juston Moore , Jes Frellsen , Søren Hauberg , Frederik Warburg , Aasa Feragen

We develop a novel deep learning method for uncertainty quantification in stochastic partial differential equations based on Bayesian neural network (BNN) and Hamiltonian Monte Carlo (HMC). A BNN efficiently learns the posterior…

Machine Learning · Statistics 2022-10-24 Jeahan Jung , Minseok Choi

We introduce a novel framework for the estimation of the posterior distribution over the weights of a neural network, based on a new probabilistic interpretation of adaptive optimisation algorithms such as AdaGrad and Adam. We demonstrate…

Machine Learning · Statistics 2020-07-21 Samuel Kessler , Arnold Salas , Vincent W. C. Tan , Stefan Zohren , Stephen Roberts

Bayesian modelling allows for the quantification of predictive uncertainty which is crucial in safety-critical applications. Yet for many machine learning (ML) algorithms, it is difficult to construct or implement their Bayesian…

Machine Learning · Statistics 2024-10-22 Ziyu Wang , Chris Holmes

As large language models (LLMs) gain popularity in conducting prediction tasks in-context, understanding the sources of uncertainty in in-context learning becomes essential to ensuring reliability. The recent hypothesis of in-context…

Machine Learning · Statistics 2025-12-08 I. Shavindra Jayasekera , Jacob Si , Filippo Valdettaro , Wenlong Chen , A. Aldo Faisal , Yingzhen Li

Recent methods for deep metric learning have been focusing on designing different contrastive loss functions between positive and negative pairs of samples so that the learned feature embedding is able to pull positive samples of the same…

Computer Vision and Pattern Recognition · Computer Science 2022-11-08 Shichao Kan , Zhiquan He , Yigang Cen , Yang Li , Vladimir Mladenovic , Zhihai He

In recent years, inconsistency in Bayesian deep learning has attracted significant attention. Tempered or generalized posterior distributions are frequently employed as direct and effective solutions. Nonetheless, the underlying mechanisms…

Machine Learning · Computer Science 2025-09-23 Yinsong Chen , Samson S. Yu , Zhong Li , Chee Peng Lim

In Bayesian inference, making deductions about a parameter of interest requires one to sample from or compute an integral against a posterior distribution. A popular method to make these computations cheaper in high-dimensional settings is…

Statistics Theory · Mathematics 2024-06-10 Anya Katsevich

In this thesis, we disentangle the generalized Gauss-Newton and approximate inference for Bayesian deep learning. The generalized Gauss-Newton method is an optimization method that is used in several popular Bayesian deep learning…

Machine Learning · Statistics 2020-07-24 Alexander Immer
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