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Bayesian inference is known to provide a general framework for incorporating prior knowledge or specific properties into machine learning models via carefully choosing a prior distribution. In this work, we propose a new type of prior…

Machine Learning · Statistics 2019-02-20 Andrei Atanov , Arsenii Ashukha , Kirill Struminsky , Dmitry Vetrov , Max Welling

We propose a new Bayesian strategy for adaptation to smoothness in nonparametric models based on heavy tailed series priors. We illustrate it in a variety of settings, showing in particular that the corresponding Bayesian posterior…

Statistics Theory · Mathematics 2024-05-30 Sergios Agapiou , Ismaël Castillo

During the past five years the Bayesian deep learning community has developed increasingly accurate and efficient approximate inference procedures that allow for Bayesian inference in deep neural networks. However, despite this algorithmic…

We introduce a new approach for decoupling trends (drift) and changepoints (shifts) in time series. Our locally adaptive model-based approach for robustly decoupling combines Bayesian trend filtering and machine learning based…

Methodology · Statistics 2024-01-09 Haoxuan Wu , Toryn L. J. Schafer , Sean Ryan , David S. Matteson

Likelihood-free methods, such as approximate Bayesian computation, are powerful tools for practical inference problems with intractable likelihood functions. Markov chain Monte Carlo and sequential Monte Carlo variants of approximate…

Computation · Statistics 2019-02-26 David J. Warne , Ruth E. Baker , Matthew J. Simpson

Deep learning has been revolutionary for computer vision and semantic segmentation in particular, with Bayesian Deep Learning (BDL) used to obtain uncertainty maps from deep models when predicting semantic classes. This information is…

Computer Vision and Pattern Recognition · Computer Science 2019-03-26 Jishnu Mukhoti , Yarin Gal

Bayesian deep learning all too often underfits so that the Bayesian prediction is less accurate than a simple point estimate. Uncertainty quantification then comes at the cost of accuracy. For linearized models, the null space of the…

Machine Learning · Computer Science 2024-10-23 Marco Miani , Hrittik Roy , Søren Hauberg

We propose using recognition networks for approximate inference inBayesian networks (BNs). A recognition network is a multilayerperception (MLP) trained to predict posterior marginals given observedevidence in a particular BN. The input to…

Artificial Intelligence · Computer Science 2013-01-14 Quaid Morris

We propose Diffusion Model Variational Inference (DMVI), a novel method for automated approximate inference in probabilistic programming languages (PPLs). DMVI utilizes diffusion models as variational approximations to the true posterior…

Machine Learning · Computer Science 2023-11-23 Simon Dirmeier , Fernando Perez-Cruz

Convolutional neural networks (CNNs) provide flexible function approximations for a wide variety of applications when the input variables are in the form of images or spatial data. Although CNNs often outperform traditional statistical…

Methodology · Statistics 2024-05-24 Yeseul Jeon , Won Chang , Seonghyun Jeong , Sanghoon Han , Jaewoo Park

In this paper we extend the work of Smith and Papamichail (1999) and present fast approximate Bayesian algorithms for learning in complex scenarios where at any time frame, the relationships between explanatory state space variables can be…

Machine Learning · Computer Science 2013-01-30 Raffaella Settimi , Jim Q. Smith , A. S. Gargoum

We present a machine-learning method for predicting sharp transitions in a Hamiltonian phase diagram by extrapolating the properties of quantum systems. The method is based on Gaussian Process regression with a combination of kernels chosen…

Other Condensed Matter · Physics 2019-04-26 Rodrigo A. Vargas-Hernández , John Sous , Mona Berciu , Roman V. Krems

To solve a machine learning problem, one typically needs to perform data preprocessing, modeling, and hyperparameter tuning, which is known as model selection and hyperparameter optimization.The goal of automated machine learning (AutoML)…

Machine Learning · Computer Science 2019-04-19 Weilin Zhou , Frederic Precioso

We propose a Machine Learning approach for optimal macroeconomic density forecasting in a high-dimensional setting where the underlying model exhibits a known group structure. Our approach is general enough to encompass specific forecasting…

Econometrics · Economics 2024-11-18 Matteo Mogliani , Anna Simoni

Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…

The increased demand for online prediction and the growing availability of large data sets drives the need for computationally efficient models. While exact Gaussian process regression shows various favorable theoretical properties…

Machine Learning · Computer Science 2021-08-02 Armin Lederer , Alejandro Jose Ordonez Conejo , Korbinian Maier , Wenxin Xiao , Jonas Umlauft , Sandra Hirche

Network pruning is a promising way to generate light but accurate models and enable their deployment on resource-limited edge devices. However, the current state-of-the-art assumes that the effective sub-network and the other superfluous…

Computer Vision and Pattern Recognition · Computer Science 2022-12-08 Yingchun Wang , Song Guo , Jingcai Guo , Weizhan Zhang , Yida Xu , Jie Zhang , Yi Liu

Evidential Deep Learning (EDL) has emerged as an efficient, sampling-free strategy for uncertainty estimation. A series of EDL variants have been proposed to address specific limitations of the original framework, achieving notable success.…

Machine Learning · Computer Science 2026-05-26 Yuanye Liu , Yibo Gao , Yuanyang Chen , Xiahai Zhuang

The task of quantifying the inherent uncertainty associated with neural network predictions is a key challenge in artificial intelligence. Bayesian neural networks (BNNs) and deep ensembles are among the most prominent approaches to tackle…

Machine Learning · Computer Science 2025-05-23 Valentin Villecroze , Yixin Wang , Gabriel Loaiza-Ganem

Background: In medical imaging, images are usually treated as deterministic, while their uncertainties are largely underexplored. Purpose: This work aims at using deep learning to efficiently estimate posterior distributions of imaging…

Image and Video Processing · Electrical Eng. & Systems 2023-03-20 Xiaofeng Liu , Thibault Marin , Tiss Amal , Jonghye Woo , Georges El Fakhri , Jinsong Ouyang