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Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using a…

Machine Learning · Statistics 2023-05-02 Aliaksandr Hubin , Geir Storvik

Gaussian graphical models are widely used to infer dependence structures. Bayesian methods are appealing to quantify uncertainty associated with structural learning, i.e., the plausibility of conditional independence statements given the…

Methodology · Statistics 2025-11-05 Deborah Sulem , Jack Jewson , David Rossell

Bayesian methods in machine learning, such as Gaussian processes, have great advantages com-pared to other techniques. In particular, they provide estimates of the uncertainty associated with a prediction. Extending the Bayesian approach to…

Quantum Physics · Physics 2019-05-20 Zhikuan Zhao , Alejandro Pozas-Kerstjens , Patrick Rebentrost , Peter Wittek

Parametric Bayesian modeling offers a powerful and flexible toolbox for machine learning. Yet the model, however detailed, may still be wrong, and this can make inferences untrustworthy. In this paper we introduce a new class of…

Methodology · Statistics 2026-04-03 Bohan Wu , Eli N. Weinstein , Sohrab Salehi , Yixin Wang , David M. Blei

We propose a new approach to Bayesian prediction that caters for models with a large number of parameters and is robust to model misspecification. Given a class of high-dimensional (but parametric) predictive models, this new approach…

Methodology · Statistics 2022-05-13 David T. Frazier , Ruben Loaiza-Maya , Gael M. Martin , Bonsoo Koo

Approximate Bayesian inference for neural networks is considered a robust alternative to standard training, often providing good performance on out-of-distribution data. However, Bayesian neural networks (BNNs) with high-fidelity…

Machine Learning · Computer Science 2021-12-07 Pavel Izmailov , Patrick Nicholson , Sanae Lotfi , Andrew Gordon Wilson

Methods for reasoning under uncertainty are a key building block of accurate and reliable machine learning systems. Bayesian methods provide a general framework to quantify uncertainty. However, because of model misspecification and the use…

Machine Learning · Computer Science 2018-07-03 Volodymyr Kuleshov , Nathan Fenner , Stefano Ermon

Bayesian learning of model parameters in neural networks is important in scenarios where estimates with well-calibrated uncertainty are important. In this paper, we propose Bayesian quantized networks (BQNs), quantized neural networks…

Machine Learning · Computer Science 2019-12-09 Jiahao Su , Milan Cvitkovic , Furong Huang

Matrix completion aims to predict missing elements in a partially observed data matrix which in typical applications, such as collaborative filtering, is large and extremely sparsely observed. A standard solution is matrix factorization,…

Machine Learning · Computer Science 2019-08-06 Xiangju Qin , Paul Blomstedt , Samuel Kaski

We propose a novel approach to perform approximate Bayesian inference in complex models such as Bayesian neural networks. The approach is more scalable to large data than Markov Chain Monte Carlo, it embraces more expressive models than…

Machine Learning · Statistics 2022-09-07 Joel Janek Dabrowski , Daniel Edward Pagendam

We introduce a variational Bayesian neural network where the parameters are governed via a probability distribution on random matrices. Specifically, we employ a matrix variate Gaussian \cite{gupta1999matrix} parameter posterior…

Machine Learning · Statistics 2016-06-24 Christos Louizos , Max Welling

\noindent Hyper-parameter selection is a central practical problem in modern machine learning, governing regularization strength, model capacity, and robustness choices. Cross-validation is often computationally prohibitive at scale, while…

Machine Learning · Statistics 2025-12-24 Hedibert Lopes , Nick Polson , Vadim Sokolov

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

Bayesian meta-learning enables robust and fast adaptation to new tasks with uncertainty assessment. The key idea behind Bayesian meta-learning is empirical Bayes inference of hierarchical model. In this work, we extend this framework to…

Machine Learning · Computer Science 2020-11-19 Yayi Zou , Xiaoqi Lu

Bayesian inference promises a framework for principled uncertainty quantification of neural network predictions. Barriers to adoption include the difficulty of fully characterizing posterior distributions on network parameters and the…

Machine Learning · Statistics 2025-01-22 Katharine Fisher , Youssef Marzouk

The goal of Bayesian deep learning is to provide uncertainty quantification via the posterior distribution. However, exact inference over the weight space is computationally intractable due to the ultra-high dimensions of the neural…

Machine Learning · Computer Science 2022-10-25 Xiongwen Ke , Yanan Fan

Learning to infer Bayesian posterior from a few-shot dataset is an important step towards robust meta-learning due to the model uncertainty inherent in the problem. In this paper, we propose a novel Bayesian model-agnostic meta-learning…

Machine Learning · Computer Science 2018-11-20 Taesup Kim , Jaesik Yoon , Ousmane Dia , Sungwoong Kim , Yoshua Bengio , Sungjin Ahn

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 Generative AI (BayesGen-AI) methods are developed and applied to Bayesian computation. BayesGen-AI reconstructs the posterior distribution by directly modeling the parameter of interest as a mapping (a.k.a. deep learner) from a…

Computation · Statistics 2024-02-27 Nicholas G. Polson , Vadim Sokolov

Matrix completion and robust principal component analysis have been widely used for the recovery of data suffering from missing entries or outliers. In many real-world applications however, the data is also time-varying, and the naive…

Signal Processing · Electrical Eng. & Systems 2019-06-25 Charul , Uttkarsha Bhatt , Pravesh Biyani , Ketan Rajawat