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Machine learning provides algorithms that can learn from data and make inferences or predictions on data. Bayesian networks are a class of graphical models that allow to represent a collection of random variables and their condititional…

Artificial Intelligence · Computer Science 2019-01-08 Robert Leppert , Karl-Heinz Zimmermann

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

Predictive uncertainty quantification is crucial for reliable decision-making in various applied domains. Bayesian neural networks offer a powerful framework for this task. However, defining meaningful priors and ensuring computational…

Machine Learning · Computer Science 2024-04-30 Yijia Liu , Xiao Wang

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

Deep Bayesian neural networks (BNNs) are a powerful tool, though computationally demanding, to perform parameter estimation while jointly estimating uncertainty around predictions. BNNs are typically implemented using arbitrary…

Machine Learning · Computer Science 2020-05-12 Daniele Silvestro , Tobias Andermann

Isotropic Gaussian priors are the de facto standard for modern Bayesian neural network inference. However, it is unclear whether these priors accurately reflect our true beliefs about the weight distributions or give optimal performance. To…

Bayesian inference for neural networks, or Bayesian deep learning, has the potential to provide well-calibrated predictions with quantified uncertainty and robustness. However, the main hurdle for Bayesian deep learning is its computational…

Machine Learning · Statistics 2023-09-07 Sanket Jantre , Nathan M. Urban , Xiaoning Qian , Byung-Jun Yoon

Efficiently quantifying predictive uncertainty in medical images remains a challenge. While Bayesian neural networks (BNN) offer predictive uncertainty, they require substantial computational resources to train. Although Bayesian…

Computer Vision and Pattern Recognition · Computer Science 2024-11-21 Zeinab Abboud , Herve Lombaert , Samuel Kadoury

Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…

Statistics Theory · Mathematics 2025-11-25 Sayantan Banerjee , Ismaël Castillo , Subhashis Ghosal

Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…

Methodology · Statistics 2017-02-28 Shonosuke Sugasawa , Tatsuya Kubokawa

Probabilistic neural networks are typically modeled with independent weight priors, which do not capture weight correlations in the prior and do not provide a parsimonious interface to express properties in function space. A desirable class…

Machine Learning · Statistics 2020-02-12 Theofanis Karaletsos , Thang D. Bui

We propose a novel method for closed-form predictive distribution modeling with neural nets. In quantifying prediction uncertainty, we build on Evidential Deep Learning, which has been impactful as being both simple to implement and giving…

Machine Learning · Statistics 2021-01-22 Manuel Haussmann , Sebastian Gerwinn , Melih Kandemir

Bayesian inference allows expressing the uncertainty of posterior belief under a probabilistic model given prior information and the likelihood of the evidence. Predominantly, the likelihood function is only implicitly established by a…

Bayesian neural networks (BNNs) combine the expressive power of deep learning with the advantages of Bayesian formalism. In recent years, the analysis of wide, deep BNNs has provided theoretical insight into their priors and posteriors.…

Machine Learning · Computer Science 2022-02-24 Beau Coker , Wessel P. Bruinsma , David R. Burt , Weiwei Pan , Finale Doshi-Velez

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 2020-09-01 Zhenyu A. Liao , Charupriya Sharma , James Cussens , Peter van Beek

Despite the huge success of deep neural networks (NNs), finding good mechanisms for quantifying their prediction uncertainty is still an open problem. Bayesian neural networks are one of the most popular approaches to uncertainty…

Machine Learning · Statistics 2020-01-01 Agustinus Kristiadi , Sina Däubener , Asja Fischer

Deep neural networks have achieved impressive results on a wide variety of tasks. However, quantifying uncertainty in the network's output is a challenging task. Bayesian models offer a mathematical framework to reason about model…

Machine Learning · Computer Science 2019-05-28 Manikanta Srikar Yellapragada , Chandra Prakash Konkimalla

Estimation of parameters that obey specific constraints is crucial in statistics and machine learning; for example, when parameters are required to satisfy boundedness, monotonicity, or linear inequalities. Traditional approaches impose…

Methodology · Statistics 2026-04-03 Lachlan Astfalck , Deborshee Sen , Sayan Patra , Edward Cripps , David Dunson

In many cases, neural networks perform well on test data, but tend to overestimate their confidence on out-of-distribution data. This has led to adoption of Bayesian neural networks, which better capture uncertainty and therefore more…

Machine Learning · Computer Science 2021-08-02 Erick Galinkin

Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…

Machine Learning · Statistics 2019-09-12 Tomasz Kuśmierczyk , Joseph Sakaya , Arto Klami