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Bayesian inference on structured models typically relies on the ability to infer posterior distributions of underlying hidden variables. However, inference in implicit models or complex posterior distributions is hard. A popular tool for…

Machine Learning · Statistics 2016-12-16 Theofanis Karaletsos

Obtaining heteroscedastic predictive uncertainties from a Bayesian Neural Network (BNN) is vital to many applications. Often, heteroscedastic aleatoric uncertainties are learned as outputs of the BNN in addition to the predictive means,…

Machine Learning · Computer Science 2026-05-01 David J. Schodt , Ryan Brown , Michael Merritt , Samuel Park , Delsin Menolascino , Mark A. Peot

When the historical data are limited, the conditional probabilities associated with the nodes of Bayesian networks are uncertain and can be empirically estimated. Second order estimation methods provide a framework for both estimating the…

Machine Learning · Statistics 2022-08-09 Conrad D. Hougen , Lance M. Kaplan , Federico Cerutti , Alfred O. Hero

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

Deep learning tools have gained tremendous attention in applied machine learning. However such tools for regression and classification do not capture model uncertainty. In comparison, Bayesian models offer a mathematically grounded…

Machine Learning · Statistics 2016-10-05 Yarin Gal , Zoubin Ghahramani

Neural networks are powerful tools for cognitive modeling due to their flexibility and emergent properties. However, interpreting their learned representations remains challenging due to their sub-symbolic semantics. In this work, we…

Machine Learning · Computer Science 2026-04-07 Andrew Nam , Declan Campbell , Thomas Griffiths , Jonathan Cohen , Sarah-Jane Leslie

Uncertainty quantification for deep learning is a challenging open problem. Bayesian statistics offer a mathematically grounded framework to reason about uncertainties; however, approximate posteriors for modern neural networks still…

Machine Learning · Statistics 2020-01-23 Nicolas Brosse , Carlos Riquelme , Alice Martin , Sylvain Gelly , Éric Moulines

Specifying a Bayesian prior is notoriously difficult for complex models such as neural networks. Reasoning about parameters is made challenging by the high-dimensionality and over-parameterization of the space. Priors that seem benign and…

Machine Learning · Statistics 2020-10-22 Eric Nalisnick , Jonathan Gordon , José Miguel Hernández-Lobato

Deep Learning models are vulnerable to adversarial examples, i.e.\ images obtained via deliberate imperceptible perturbations, such that the model misclassifies them with high confidence. However, class confidence by itself is an incomplete…

Machine Learning · Statistics 2017-11-23 Ambrish Rawat , Martin Wistuba , Maria-Irina Nicolae

Bayesian neural networks (BNNs) allow rigorous uncertainty quantification in deep learning, but often come at a prohibitive computational cost. We propose three different innovative architectures of partial trace-class Bayesian neural…

Machine Learning · Statistics 2025-11-04 Arran Carter , Torben Sell

We consider the problem of Bayesian regression with trustworthy uncertainty quantification. We define that the uncertainty quantification is trustworthy if the ground truth can be captured by intervals dependent on the predictive…

Machine Learning · Statistics 2024-07-30 Zhenyuan Yuan , Thinh T. Doan

While deep neural networks have become the go-to approach in computer vision, the vast majority of these models fail to properly capture the uncertainty inherent in their predictions. Estimating this predictive uncertainty can be crucial,…

Machine Learning · Computer Science 2020-04-08 Fredrik K. Gustafsson , Martin Danelljan , Thomas B. Schön

Bayesian neural networks with latent variables are scalable and flexible probabilistic models: They account for uncertainty in the estimation of the network weights and, by making use of latent variables, can capture complex noise patterns…

Machine Learning · Statistics 2018-06-19 Stefan Depeweg , José Miguel Hernández-Lobato , Finale Doshi-Velez , Steffen Udluft

This article tackles the old problem of prediction via a nonparametric transformation model (NTM) in a new Bayesian way. Estimation of NTMs is known challenging due to model unidentifiability though appealing because of its robust…

Methodology · Statistics 2023-02-08 Chong Zhong , Jin Yang , Junshan Shen , Catherine Liu , Zhaohai Li

Regression methods are fundamental for scientific and technological applications. However, fitted models can be highly unreliable outside of their training domain, and hence the quantification of their uncertainty is crucial in many of…

Machine Learning · Statistics 2024-03-05 Filippo Bigi , Sanggyu Chong , Michele Ceriotti , Federico Grasselli

Variational mean field approximations tend to struggle with contemporary overparametrized deep neural networks. Where a Bayesian treatment is usually associated with high-quality predictions and uncertainties, the practical reality has been…

The determination of the physical parameters of gravitational wave events is a fundamental pillar in the analysis of the signals observed by the current ground-based interferometers. Typically, this is done using Bayesian inference…

General Relativity and Quantum Cosmology · Physics 2023-11-07 M. Andrés-Carcasona , M. Martinez , Ll. M. Mir

The Bayesian treatment of neural networks dictates that a prior distribution is specified over their weight and bias parameters. This poses a challenge because modern neural networks are characterized by a large number of parameters, and…

Machine Learning · Statistics 2022-04-26 Ba-Hien Tran , Simone Rossi , Dimitrios Milios , Maurizio Filippone

Deep neural networks can obtain impressive performance on various tasks under the assumption that their training domain is identical to their target domain. Performance can drop dramatically when this assumption does not hold. One…

Machine Learning · Computer Science 2024-10-10 Gaël Gendron , Michael Witbrock , Gillian Dobbie

Accurate quantification of uncertainty in neural network predictions remains a central challenge for scientific applications involving high-dimensional, correlated data. While existing methods capture either aleatoric or epistemic…

Machine Learning · Computer Science 2025-08-26 Harrison J. Goldwyn , Mitchell Krock , Johann Rudi , Daniel Getter , Julie Bessac
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