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Large neural networks trained on large datasets have become the dominant paradigm in machine learning. These systems rely on maximum likelihood point estimates of their parameters, precluding them from expressing model uncertainty. This may…

Machine Learning · Statistics 2024-05-01 Javier Antoran

Current approaches in approximate inference for Bayesian neural networks minimise the Kullback-Leibler divergence to approximate the true posterior over the weights. However, this approximation is without knowledge of the final application,…

Machine Learning · Statistics 2018-05-11 Adam D. Cobb , Stephen J. Roberts , Yarin Gal

We develop the theory and practice of an approach to modelling and probabilistic inference in causal networks that is suitable when application-specific or analysis-specific constraints should inform such inference or when little or no data…

Artificial Intelligence · Computer Science 2017-05-16 Paul Beaumont , Michael Huth

As models of cognition grow in complexity and number of parameters, Bayesian inference with standard methods can become intractable, especially when the data-generating model is of unknown analytic form. Recent advances in simulation-based…

Machine Learning · Statistics 2020-07-14 Stefan T. Radev , Andreas Voss , Eva Marie Wieschen , Paul-Christian Bürkner

Quantifying the uncertainty in the output of a neural network is essential for deployment in scientific or engineering applications where decisions must be made under limited or noisy data. Bayesian neural networks (BNNs) provide a…

Machine Learning · Statistics 2026-03-10 Alex Alberts , Ilias Bilionis

Modern neural networks have found to be miscalibrated in terms of confidence calibration, i.e., their predicted confidence scores do not reflect the observed accuracy or precision. Recent work has introduced methods for post-hoc confidence…

Computer Vision and Pattern Recognition · Computer Science 2021-09-22 Fabian Küppers , Jan Kronenberger , Jonas Schneider , Anselm Haselhoff

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

Bayesian model reduction provides an efficient approach for comparing the performance of all nested sub-models of a model, without re-evaluating any of these sub-models. Until now, Bayesian model reduction has been applied mainly in the…

Machine Learning · Computer Science 2024-10-15 Jim Beckers , Bart van Erp , Ziyue Zhao , Kirill Kondrashov , Bert de Vries

We present a new method to approximate posterior probabilities of Bayesian Network using Deep Neural Network. Experiment results on several public Bayesian Network datasets shows that Deep Neural Network is capable of learning joint…

Machine Learning · Computer Science 2018-01-12 Jie Jia , Honggang Zhou , Yunchun Li

Recent advances in computing power and the potential to make more realistic assumptions due to increased flexibility have led to the increased prevalence of simulation models in economics. While models of this class, and particularly…

General Economics · Economics 2019-06-12 Donovan Platt

Parametric stochastic simulators are ubiquitous in science, often featuring high-dimensional input parameters and/or an intractable likelihood. Performing Bayesian parameter inference in this context can be challenging. We present a neural…

Machine Learning · Statistics 2021-10-27 Benjamin Kurt Miller , Alex Cole , Patrick Forré , Gilles Louppe , Christoph Weniger

Bayesian neural networks (BNNs) offer uncertainty quantification but come with the downside of substantially increased training and inference costs. Sparse BNNs have been investigated for efficient inference, typically by either slowly…

Machine Learning · Computer Science 2024-02-20 Junbo Li , Zichen Miao , Qiang Qiu , Ruqi Zhang

Bayesian inference allows us to define a posterior distribution over the weights of a generic neural network (NN). Exact posteriors are usually intractable, in which case approximations can be employed. One such approximation - variational…

Machine Learning · Computer Science 2026-01-30 Andrew Millard , Joshua Murphy , Peter Green , Simon Maskell

Almost all fields of science rely upon statistical inference to estimate unknown parameters in theoretical and computational models. While the performance of modern computer hardware continues to grow, the computational requirements for the…

Computation · Statistics 2022-10-25 David J. Warne , Ruth E. Baker , Matthew J. Simpson

Neural networks are being extensively used for modelling data, especially in the case where no likelihood can be formulated. Although in the case of X-ray spectral fitting, the likelihood is known, we aim to investigate the neural networks…

Instrumentation and Methods for Astrophysics · Physics 2024-02-22 Didier Barret , Simon Dupourqué

Scientific knowledge expands by observing the world, hypothesizing some theories about it, and testing them against collected data. When those theories take the form of statistical models, statistical analyses are involved in the process of…

Machine Learning · Statistics 2026-03-11 Arnaud Delaunoy

Neural networks (NNs) are primarily developed within the frequentist statistical framework. Nevertheless, frequentist NNs lack the capability to provide uncertainties in the predictions, and hence their robustness can not be adequately…

Computational Engineering, Finance, and Science · Computer Science 2023-10-26 Nastaran Dabiran , Brandon Robinson , Rimple Sandhu , Mohammad Khalil , Dominique Poirel , Abhijit Sarkar

Bayesian inference allows machine learning models to express uncertainty. Current machine learning models use only a single learnable parameter combination when making predictions, and as a result are highly overconfident when their…

Machine Learning · Computer Science 2022-02-23 Andrew Wood , Moshik Hershcovitch , Daniel Waddington , Sarel Cohen , Peter Chin

Modern neural networks have proven to be powerful function approximators, providing state-of-the-art performance in a multitude of applications. They however fall short in their ability to quantify confidence in their predictions - this is…

Machine Learning · Statistics 2020-06-29 Alex J. Chan , Ahmed M. Alaa , Zhaozhi Qian , Mihaela van der Schaar

A simulation is useful when the phenomenon of interest is either expensive to regenerate or irreproducible with the same context. Recently, Bayesian inference on the distribution of the simulation input parameter has been implemented…

Machine Learning · Computer Science 2022-11-07 Dongjun Kim , Kyungwoo Song , Seungjae Shin , Wanmo Kang , Il-Chul Moon , Weonyoung Joo