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Bayesian interpretations of neural network have a long history, dating back to early work in the 1990's and have recently regained attention because of their desirable properties like uncertainty estimation, model robustness and…

Machine Learning · Statistics 2019-12-03 Jack K Fitzsimons , Sebastian M Schmon , Stephen J Roberts

Neural networks are powerful function approximators with tremendous potential in learning complex distributions. However, they are prone to overfitting on spurious patterns. Bayesian inference provides a principled way to regularize neural…

Machine Learning · Computer Science 2024-12-02 Yanzhe Bekkemoen , Helge Langseth

Bayesian neural networks (BNNs) demonstrate promising success in improving the robustness and uncertainty quantification of modern deep learning. However, they generally struggle with underfitting at scale and parameter efficiency. On the…

We study wide Bayesian neural networks focusing on the rare but statistically dominant fluctuations that govern posterior concentration, beyond Gaussian-process limits. Large-deviation theory provides explicit variational objectives-rate…

Machine Learning · Statistics 2026-02-27 Katerina Papagiannouli , Dario Trevisan , Giuseppe Pio Zitto

Achieving robust uncertainty quantification for deep neural networks represents an important requirement in many real-world applications of deep learning such as medical imaging where it is necessary to assess the reliability of a neural…

Machine Learning · Computer Science 2024-03-15 Tim Rensmeyer , Oliver Niggemann

We recapitulate the Bayesian formulation of neural network based classifiers and show that, while sampling from the posterior does indeed lead to better generalisation than is obtained by standard optimisation of the cost function, even…

Machine Learning · Statistics 2019-04-09 Robert J. N. Baldock , Nicola Marzari

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

Bayesian learning is a powerful learning framework which combines the external information of the data (background information) with the internal information (training data) in a logically consistent way in inference and prediction. By…

Machine Learning · Statistics 2026-02-11 Erdong Guo , David Draper

Prior-data fitted networks (PFNs) have recently emerged as a powerful approach for Bayesian prediction tasks, approximating the posterior predictive distribution (PPD) through in-context learning. Despite their strong empirical performance…

Machine Learning · Statistics 2026-05-27 Gyeonghun Kang , Changwoo J. Lee , Xiang Cheng

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

Prior-data fitted networks (PFNs) have emerged as promising foundation models for prediction from tabular datasets, achieving state-of-the-art performance on small to moderate data sizes without tuning. While PFNs are motivated by Bayesian…

Methodology · Statistics 2026-05-11 Thomas Nagler , David Rügamer

Bayesian Dark Knowledge is a method for compressing the posterior predictive distribution of a neural network model into a more compact form. Specifically, the method attempts to compress a Monte Carlo approximation to the parameter…

Machine Learning · Computer Science 2019-06-11 Meet P. Vadera , Benjamin M. Marlin

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

The paper addresses joint sparsity selection in the regression coefficient matrix and the error precision (inverse covariance) matrix for high-dimensional multivariate regression models in the Bayesian paradigm. The selected sparsity…

Methodology · Statistics 2022-01-19 Srijata Samanta , Kshitij Khare , George Michailidis

Current approximate posteriors in Bayesian neural networks (BNNs) exhibit a crucial limitation: they fail to maintain invariance under reparameterization, i.e. BNNs assign different posterior densities to different parametrizations of…

Machine Learning · Computer Science 2025-02-12 Hrittik Roy , Marco Miani , Carl Henrik Ek , Philipp Hennig , Marvin Pförtner , Lukas Tatzel , Søren Hauberg

Despite their theoretical appealingness, Bayesian neural networks (BNNs) are left behind in real-world adoption, mainly due to persistent concerns on their scalability, accessibility, and reliability. In this work, we develop the…

Machine Learning · Computer Science 2022-10-14 Zhijie Deng , Jun Zhu

Bayesian Neural Networks (BNNs) often result uncalibrated after training, usually tending towards overconfidence. Devising effective calibration methods with low impact in terms of computational complexity is thus of central interest. In…

Machine Learning · Computer Science 2020-08-18 Hector J. Hortua , Luigi Malago , Riccardo Volpi

End-to-end trained neural networks (NNs) are a compelling approach to autonomous vehicle control because of their ability to learn complex tasks without manual engineering of rule-based decisions. However, challenging road conditions,…

Artificial Intelligence · Computer Science 2021-11-24 Alexander Amini , Ava Soleimany , Sertac Karaman , Daniela Rus

A Bayesian net (BN) is more than a succinct way to encode a probabilistic distribution; it also corresponds to a function used to answer queries. A BN can therefore be evaluated by the accuracy of the answers it returns. Many algorithms for…

Artificial Intelligence · Computer Science 2013-02-08 Russell Greiner , Adam J. Grove , Dale Schuurmans

Reliable predictive uncertainty estimation plays an important role in enabling the deployment of neural networks to safety-critical settings. A popular approach for estimating the predictive uncertainty of neural networks is to define a…

Machine Learning · Statistics 2023-12-29 Tim G. J. Rudner , Zonghao Chen , Yee Whye Teh , Yarin Gal