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Bayesian inference has theoretical attractions as a principled framework for reasoning about beliefs. However, the motivations of Bayesian inference which claim it to be the only 'rational' kind of reasoning do not apply in practice. They…

Machine Learning · Statistics 2022-11-14 Sebastian Farquhar

Neural networks (NNs) can achieved high performance in various fields such as computer vision, and natural language processing. However, deploying NNs in resource-constrained safety-critical systems has challenges due to uncertainty in the…

Machine Learning · Computer Science 2024-01-17 Soyed Tuhin Ahmed

Deep-learning-based data-driven forecasting methods have produced impressive results for traffic forecasting. A major limitation of these methods, however, is that they provide forecasts without estimates of uncertainty, which are critical…

Machine Learning · Computer Science 2022-04-07 Tanwi Mallick , Prasanna Balaprakash , Jane Macfarlane

Deep neural networks (DNNs) have achieved state-of-the-art performances in many important domains, including medical diagnosis, security, and autonomous driving. In these domains where safety is highly critical, an erroneous decision can…

Machine Learning · Computer Science 2019-06-12 Aryan Mobiny , Hien V. Nguyen , Supratik Moulik , Naveen Garg , Carol C. Wu

We introduce a probabilistic robustness measure for Bayesian Neural Networks (BNNs), defined as the probability that, given a test point, there exists a point within a bounded set such that the BNN prediction differs between the two. Such a…

Machine Learning · Computer Science 2019-03-06 Luca Cardelli , Marta Kwiatkowska , Luca Laurenti , Nicola Paoletti , Andrea Patane , Matthew Wicker

The need for function estimation in label-limited settings is common in the natural sciences. At the same time, prior knowledge of function values is often available in these domains. For example, data-free biophysics-based models can be…

Machine Learning · Computer Science 2022-10-17 Hunter Nisonoff , Yixin Wang , Jennifer Listgarten

Uncertainty estimation in deep neural networks is essential for designing reliable and robust AI systems. Applications such as video surveillance for identifying suspicious activities are designed with deep neural networks (DNNs), but DNNs…

Neural and Evolutionary Computing · Computer Science 2018-12-04 Ranganath Krishnan , Mahesh Subedar , Omesh Tickoo

We present Sequential Neural Variational Inference (SNVI), an approach to perform Bayesian inference in models with intractable likelihoods. SNVI combines likelihood-estimation (or likelihood-ratio-estimation) with variational inference to…

Machine Learning · Statistics 2022-10-20 Manuel Glöckler , Michael Deistler , Jakob H. Macke

Autoregressive and recurrent networks have achieved remarkable progress across various fields, from weather forecasting to molecular generation and Large Language Models. Despite their strong predictive capabilities, these models lack a…

Machine Learning · Computer Science 2025-07-22 Dario Coscia , Max Welling , Nicola Demo , Gianluigi Rozza

Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…

Statistics Theory · Mathematics 2025-11-25 Sayantan Banerjee , Ismaël Castillo , Subhashis Ghosal

There are two major types of uncertainty one can model. Aleatoric uncertainty captures noise inherent in the observations. On the other hand, epistemic uncertainty accounts for uncertainty in the model -- uncertainty which can be explained…

Computer Vision and Pattern Recognition · Computer Science 2017-10-06 Alex Kendall , Yarin Gal

We consider the problem of uncertainty estimation in the context of (non-Bayesian) deep neural classification. In this context, all known methods are based on extracting uncertainty signals from a trained network optimized to solve the…

Machine Learning · Computer Science 2019-04-25 Yonatan Geifman , Guy Uziel , Ran El-Yaniv

This paper considers the problem of sequential fusion of predictions from neural networks (NN) and fusion of predictions from multiple NN. This fusion strategy increases the robustness, i.e., reduces the impact of one incorrect…

Signal Processing · Electrical Eng. & Systems 2023-10-13 Magnus Malmström , Isaac Skog , Daniel Axehill , Fredrik Gustafsson

Neural Linear Models (NLM) are deep Bayesian models that produce predictive uncertainties by learning features from the data and then performing Bayesian linear regression over these features. Despite their popularity, few works have…

Machine Learning · Statistics 2021-12-17 Sujay Thakur , Cooper Lorsung , Yaniv Yacoby , Finale Doshi-Velez , Weiwei Pan

Uncertainty estimation is pivotal in machine learning, especially for classification tasks, as it improves the robustness and reliability of models. We introduce a novel `Epistemic Wrapping' methodology aimed at improving uncertainty…

The aim of this work is to enable inference of deep networks that retain high accuracy for the least possible model complexity, with the latter deduced from the data during inference. To this end, we revisit deep networks that comprise…

Machine Learning · Computer Science 2019-05-07 Konstantinos P. Panousis , Sotirios Chatzis , Sergios Theodoridis

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…

Fluid Dynamics · Physics 2022-05-04 Maximilian Mueller , Robin Greif , Frank Jenko , Nils Thuerey

Variational inference is a general approach for approximating complex density functions, such as those arising in latent variable models, popular in machine learning. It has been applied to approximate the maximum likelihood estimator and…

Methodology · Statistics 2018-04-19 Yen-Chi Chen , Y. Samuel Wang , Elena A. Erosheva

In the past few years, approximate Bayesian Neural Networks (BNNs) have demonstrated the ability to produce statistically consistent posteriors on a wide range of inference problems at unprecedented speed and scale. However, any disconnect…

Cosmology and Nongalactic Astrophysics · Physics 2021-03-24 Sebastian Wagner-Carena , Ji Won Park , Simon Birrer , Philip J. Marshall , Aaron Roodman , Risa H. Wechsler

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…

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