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Estimating how uncertain an AI system is in its predictions is important to improve the safety of such systems. Uncertainty in predictive can result from uncertainty in model parameters, irreducible data uncertainty and uncertainty due to…

Machine Learning · Statistics 2018-12-03 Andrey Malinin , Mark Gales

Reliable predictive uncertainty estimation plays an important role in enabling the deployment of neural networks to safety-critical settings. A popular approach for estimating the predictive uncertainty of neural networks is to define a…

Machine Learning · Statistics 2023-12-29 Tim G. J. Rudner , Zonghao Chen , Yee Whye Teh , Yarin Gal

Tabular classification has traditionally relied on supervised algorithms, which estimate the parameters of a prediction model using its training data. Recently, Prior-Data Fitted Networks (PFNs) such as TabPFN have successfully learned to…

Machine Learning · Computer Science 2023-11-20 Benjamin Feuer , Chinmay Hegde , Niv Cohen

Prior-Data Fitted networks (PFNs) have been very successful in tabular contexts, handling prediction tasks in context. However, they are designed for single-task inference, meaning that predicting several target values within a context…

Machine Learning · Computer Science 2026-05-21 Cormac Cureton , Narges Armanfard

Understanding the uncertainty of a neural network's (NN) predictions is essential for many purposes. The Bayesian framework provides a principled approach to this, however applying it to NNs is challenging due to large numbers of parameters…

Machine Learning · Statistics 2020-02-27 Tim Pearce , Felix Leibfried , Alexandra Brintrup , Mohamed Zaki , Andy Neely

Predictive models are being increasingly used across a wide range of domains, including safety-critical applications such as medical diagnosis and criminal justice. Reliable uncertainty estimation is a crucial task in such settings. Tabular…

Machine Learning · Computer Science 2025-09-15 Madhushan Ramalingam

This paper proposes a new methodology for performing Bayesian inference in imaging inverse problems where the prior knowledge is available in the form of training data. Following the manifold hypothesis and adopting a generative modelling…

Methodology · Statistics 2021-03-19 Matthew Holden , Marcelo Pereyra , Konstantinos C. Zygalakis

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…

Prior-data fitted networks (PFNs) are a promising alternative to time-consuming Gaussian process (GP) inference for creating fast surrogates of physical systems. PFN reduces the computational burden of GP-training by replacing Bayesian…

Machine Learning · Computer Science 2025-12-02 Kaustubh Sharma , Simardeep Singh , Parikshit Pareek

Simulation-based inference methods have been shown to be inaccurate in the data-poor regime, when training simulations are limited or expensive. Under these circumstances, the inference network is particularly prone to overfitting, and…

To get Bayesian neural networks to perform comparably to standard neural networks it is usually necessary to artificially reduce uncertainty using a "tempered" or "cold" posterior. This is extremely concerning: if the prior is accurate,…

Machine Learning · Statistics 2021-04-28 Laurence Aitchison

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

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

Bayesian modelling allows for the quantification of predictive uncertainty which is crucial in safety-critical applications. Yet for many machine learning (ML) algorithms, it is difficult to construct or implement their Bayesian…

Machine Learning · Statistics 2024-10-22 Ziyu Wang , Chris Holmes

Pruning neural networks has proven to be a successful approach to increase the efficiency and reduce the memory storage of deep learning models without compromising performance. Previous literature has shown that it is possible to achieve a…

Machine Learning · Computer Science 2024-08-12 Joaquin Alvarez

Bayesian Neural Networks (BNNs) offer robust uncertainty quantification in model predictions, but training them presents a significant computational challenge. This is mainly due to the problem of sampling multimodal posterior distributions…

Machine Learning · Computer Science 2025-01-14 Ratneel Deo , Scott Sisson , Jody M. Webster , Rohitash Chandra

We propose a new method for conducting Bayesian prediction that delivers accurate predictions without correctly specifying the unknown true data generating process. A prior is defined over a class of plausible predictive models. After…

Methodology · Statistics 2020-08-24 Ruben Loaiza-Maya , Gael M. Martin , David T. Frazier

Bayesian inference is used extensively to quantify the uncertainty in an inferred field given the measurement of a related field when the two are linked by a mathematical model. Despite its many applications, Bayesian inference faces…

Machine Learning · Statistics 2020-03-31 Dhruv V. Patel , Assad A. Oberai

Neural networks have achieved remarkable performance across various problem domains, but their widespread applicability is hindered by inherent limitations such as overconfidence in predictions, lack of interpretability, and vulnerability…

Machine Learning · Statistics 2023-09-29 Julyan Arbel , Konstantinos Pitas , Mariia Vladimirova , Vincent Fortuin

In statistical applications, it is common to encounter parameters supported on a varying or unknown dimensional space. Examples include the fused lasso regression, the matrix recovery under an unknown low rank, etc. Despite the ease of…

Methodology · Statistics 2022-10-04 Maoran Xu , Hua Zhou , Yujie Hu , Leo L. Duan