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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

Bayesian approaches for learning deep neural networks (BNN) have been received much attention and successfully applied to various applications. Particularly, BNNs have the merit of having better generalization ability as well as better…

Machine Learning · Statistics 2023-05-25 Insung Kong , Dongyoon Yang , Jongjin Lee , Ilsang Ohn , Gyuseung Baek , Yongdai Kim

We consider the problem of computing reach-avoid probabilities for iterative predictions made with Bayesian neural network (BNN) models. Specifically, we leverage bound propagation techniques and backward recursion to compute lower bounds…

Machine Learning · Computer Science 2021-06-22 Matthew Wicker , Luca Laurenti , Andrea Patane , Nicola Paoletti , Alessandro Abate , Marta Kwiatkowska

Bayesian methods have shown success in deep learning applications. For example, in predictive tasks, Bayesian neural networks leverage Bayesian reasoning of model uncertainty to improve the reliability and uncertainty awareness of deep…

Machine Learning · Computer Science 2025-10-21 Wenlong Chen , Bolian Li , Ruqi Zhang , Yingzhen Li

Bayesian neural Networks (BNNs) are a promising method of obtaining statistical uncertainties for neural network predictions but with a higher computational overhead which can limit their practical usage. This work explores the use of high…

Machine Learning · Computer Science 2020-09-09 Himanshu Sharma , Elise Jennings

Neural network based data-driven operator learning schemes have shown tremendous potential in computational mechanics. DeepONet is one such neural network architecture which has gained widespread appreciation owing to its excellent…

Machine Learning · Statistics 2022-06-14 Shailesh Garg , Souvik Chakraborty

We evaluate the uncertainty quality in neural networks using anomaly detection. We extract uncertainty measures (e.g. entropy) from the predictions of candidate models, use those measures as features for an anomaly detector, and gauge how…

Machine Learning · Statistics 2016-12-26 Ramon Oliveira , Pedro Tabacof , Eduardo Valle

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

Artificial Intelligence · Computer Science 2018-11-14 Zhenyu A. Liao , Charupriya Sharma , James Cussens , Peter van Beek

We derive a novel sensitivity analysis of input variables for predictive epistemic and aleatoric uncertainty. We use Bayesian neural networks with latent variables as a model class and illustrate the usefulness of our sensitivity analysis…

Machine Learning · Statistics 2017-12-12 Stefan Depeweg , José Miguel Hernández-Lobato , Steffen Udluft , Thomas Runkler

The rigorous safety verification of control systems in critical applications is essential, given their increasing complexity and integration into everyday life. Simulation-based falsification approaches play a pivotal role in the safety…

Systems and Control · Electrical Eng. & Systems 2024-03-13 Joshua Yancosek , Ali Baheri

Facial emotion recognition is the task to classify human emotions in face images. It is a difficult task due to high aleatoric uncertainty and visual ambiguity. A large part of the literature aims to show progress by increasing accuracy on…

Computer Vision and Pattern Recognition · Computer Science 2020-08-18 Maryam Matin , Matias Valdenegro-Toro

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

The paper presents a Bayesian framework for the calibration of financial models using neural stochastic differential equations (neural SDEs), for which we also formulate a global universal approximation theorem based on Barron-type…

Computational Finance · Quantitative Finance 2026-05-12 Christa Cuchiero , Eva Flonner , Kevin Kurt

Modeling uncertainty in deep neural networks, despite recent important advances, is still an open problem. Bayesian neural networks are a powerful solution, where the prior over network weights is a design choice, often a normal…

Machine Learning · Statistics 2019-10-29 Raanan Y. Rohekar , Yaniv Gurwicz , Shami Nisimov , Gal Novik

Bayesian Neural Networks (BayNNs) can inherently estimate predictive uncertainty, facilitating informed decision-making. Dropout-based BayNNs are increasingly implemented in spintronics-based computation-in-memory architectures for…

Emerging Technologies · Computer Science 2024-01-11 Soyed Tuhin Ahmed , Michael Hefenbrock , Guillaume Prenat , Lorena Anghel , Mehdi B. Tahoori

Approximate Bayesian computation (ABC) is a widely used inference method in Bayesian statistics to bypass the point-wise computation of the likelihood. In this paper we develop theoretical bounds for the distance between the statistics used…

Statistics Theory · Mathematics 2019-01-03 James Ridgway

Measurement of uncertainty of predictions from machine learning methods is important across scientific domains and applications. We present, to our knowledge, the first such technique that quantifies the uncertainty of predictions from a…

Machine Learning · Statistics 2022-04-04 Alex Hagen , Karl Pazdernik , Nicole LaHaye , Marjolein Oostrom

The use of Deep Neural Network (DNN) models in risk-based decision-making has attracted extensive attention with broad applications in medical, finance, manufacturing, and quality control. To mitigate prediction-related risks in decision…

Machine Learning · Statistics 2023-10-11 Maryam Kheirandish , Shengfan Zhang , Donald G. Catanzaro , Valeriu Crudu

Because of its strong predictive skills, deep learning has emerged as an essential tool in many industries, including healthcare. Traditional deep learning models, on the other hand, frequently lack interpretability and omit to take…

Machine Learning · Computer Science 2024-08-07 Masoud Muhammed Hassan

Bayesian Neural Networks represent a fascinating confluence of deep learning and probabilistic reasoning, offering a compelling framework for understanding uncertainty in complex predictive models. In this paper, we investigate the use of…

Machine Learning · Computer Science 2025-03-11 Lucia Pezzetti , Stefano Favaro , Stefano Peluchetti