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Gaussian process regression in its most simplified form assumes normal homoscedastic noise and utilizes analytically tractable mean and covariance functions of predictive posterior distribution using Gaussian conditioning. Its…

Applications · Statistics 2023-01-20 Pooja Algikar , Lamine Mili

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…

Disordered Systems and Neural Networks · Physics 2007-05-23 M. J. Barber , J. W. Clark , C. H. Anderson

We consider nonparametric Bayesian estimation inference using a rescaled smooth Gaussian field as a prior for a multidimensional function. The rescaling is achieved using a Gamma variable and the procedure can be viewed as choosing an…

Statistics Theory · Mathematics 2009-08-26 A. W. van der Vaart , J. H. van Zanten

Bayesian Neural Networks (BNNs) provide a probabilistic interpretation for deep learning models by imposing a prior distribution over model parameters and inferring a posterior distribution based on observed data. The model sampled from the…

Machine Learning · Computer Science 2023-11-15 Van-Anh Nguyen , Tung-Long Vuong , Hoang Phan , Thanh-Toan Do , Dinh Phung , Trung Le

Marginalising out uncertain quantities within the internal representations or parameters of neural networks is of central importance for a wide range of learning techniques, such as empirical, variational or full Bayesian methods. We set…

Machine Learning · Statistics 2015-07-21 Justin Bayer , Maximilian Karl , Daniela Korhammer , Patrick van der Smagt

q-Gaussian distribution appear in many science areas where we can find systems that could be described within a nonextensive framework. Usually, a way to assert that these systems belongs to nonextensive framework is by means of numerical…

Data Analysis, Statistics and Probability · Physics 2017-03-21 Wagner S. de Lima , Emerson L. de Santa Helena

The question whether inputs are valid for the problem a neural network is trying to solve has sparked interest in out-of-distribution (OOD) detection. It is widely assumed that Bayesian neural networks (BNNs) are well suited for this task,…

Machine Learning · Computer Science 2022-02-22 Francesco D'Angelo , Christian Henning

We generalize the maximum likelihood method to non-Gaussian distribution functions by means of the multivariate Edgeworth expansion. We stress the potential interest of this technique in all those cosmological problems in which the…

Astrophysics · Physics 2007-05-23 Luca Amendola

Machine learning provides algorithms that can learn from data and make inferences or predictions on data. Bayesian networks are a class of graphical models that allow to represent a collection of random variables and their condititional…

Artificial Intelligence · Computer Science 2019-01-08 Robert Leppert , Karl-Heinz Zimmermann

Hierarchical Bayesian networks and neural networks with stochastic hidden units are commonly perceived as two separate types of models. We show that either of these types of models can often be transformed into an instance of the other, by…

Machine Learning · Computer Science 2015-01-23 Diederik P. Kingma , Max Welling

Several recent trends in machine learning theory and practice, from the design of state-of-the-art Gaussian Process to the convergence analysis of deep neural nets (DNNs) under stochastic gradient descent (SGD), have found it fruitful to…

Neural and Evolutionary Computing · Computer Science 2020-04-07 Greg Yang

Near-term noisy intermediate-scale quantum circuits can efficiently implement implicit probabilistic models in discrete spaces, supporting distributions that are practically infeasible to sample from using classical means. One of the…

Quantum Physics · Physics 2022-04-07 Ivana Nikoloska , Osvaldo Simeone

It is desirable to have accurate uncertainty estimation from a single deterministic forward-pass model, as traditional methods for uncertainty quantification are computationally expensive. However, this is difficult because single…

Machine Learning · Computer Science 2023-08-22 Frederik Boe Hüttel , Filipe Rodrigues , Francisco Câmara Pereira

Locally weighted regression was created as a nonparametric learning method that is computationally efficient, can learn from very large amounts of data and add data incrementally. An interesting feature of locally weighted regression is…

Machine Learning · Computer Science 2014-02-05 Franziska Meier , Philipp Hennig , Stefan Schaal

Finite mixture of Gaussian distributions provide a flexible semi-parametric methodology for density estimation when the variables under investigation have no boundaries. However, in practical applications variables may be partially bounded…

Methodology · Statistics 2019-12-30 Luca Scrucca

We consider a prior for nonparametric Bayesian estimation which uses finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…

Statistics Theory · Mathematics 2015-02-10 Weining Shen , Subhashis Ghosal

While offering a principled framework for uncertainty quantification in deep learning, the employment of Bayesian Neural Networks (BNNs) is still constrained by their increased computational requirements and the convergence difficulties…

Machine Learning · Computer Science 2025-05-26 Moule Lin , Shuhao Guan , Weipeng Jing , Goetz Botterweck , Andrea Patane

Despite exceptional predictive performance of Deep sequence models (DSMs), the main concern of their deployment centers around the lack of uncertainty awareness. In contrast, probabilistic models quantify the uncertainty associated with…

Machine Learning · Computer Science 2026-03-03 Wenlong Chen

This paper proposes a novel method for deep learning based on the analytical convolution of multidimensional Gaussian mixtures. In contrast to tensors, these do not suffer from the curse of dimensionality and allow for a compact…

Machine Learning · Computer Science 2022-02-21 Adam Celarek , Pedro Hermosilla , Bernhard Kerbl , Timo Ropinski , Michael Wimmer

In this paper we present a novel methodology to perform Bayesian model selection in linear models with heavy-tailed distributions. We consider a finite mixture of distributions to model a latent variable where each component of the mixture…

Methodology · Statistics 2017-08-21 Flávio B Gonçalves , Marcos O. Prates , Victor H. Lachos