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Bayesian neural networks (BNNs) have developed into useful tools for probabilistic modelling due to recent advances in variational inference enabling large scale BNNs. However, BNNs remain brittle and hard to train, especially: (1) when…

Machine Learning · Computer Science 2019-10-24 Felix McGregor , Arnu Pretorius , Johan du Preez , Steve Kroon

Classic Bayesian methods with complex models are frequently infeasible due to an intractable likelihood. Simulation-based inference methods, such as Approximate Bayesian Computing (ABC), calculate posteriors without accessing a likelihood…

Computation · Statistics 2026-01-09 Elliot Maceda , Emily C. Hector , Amanda Lenzi , Brian J. Reich

Bayesian neural networks (BNNs) have become a principal approach to alleviate overconfident predictions in deep learning, but they often suffer from scaling issues due to a large number of distribution parameters. In this paper, we discover…

Machine Learning · Computer Science 2021-12-14 Shiye Lei , Zhuozhuo Tu , Leszek Rutkowski , Feng Zhou , Li Shen , Fengxiang He , Dacheng Tao

Federated Learning (FL) involves training a model over a dataset distributed among clients, with the constraint that each client's dataset is localized and possibly heterogeneous. In FL, small and noisy datasets are common, highlighting the…

Machine Learning · Computer Science 2024-01-11 Mohsin Hasan , Guojun Zhang , Kaiyang Guo , Xi Chen , Pascal Poupart

The prior distribution on parameters of a sampling distribution is the usual starting point for Bayesian uncertainty quantification. In this paper, we present a different perspective which focuses on missing observations as the source of…

Methodology · Statistics 2021-11-23 Edwin Fong , Chris Holmes , Stephen G. Walker

Prior-data fitted networks (PFNs) have emerged as powerful foundation models for tabular causal inference, yet their extension to time series remains limited by the absence of synthetic data generators that provide interventional targets.…

Machine Learning · Computer Science 2026-04-09 Dennis Thumm , Ying Chen

Variational methods that rely on a recognition network to approximate the posterior of directed graphical models offer better inference and learning than previous methods. Recent advances that exploit the capacity and flexibility in this…

Machine Learning · Computer Science 2018-02-21 R Devon Hjelm , Kyunghyun Cho , Junyoung Chung , Russ Salakhutdinov , Vince Calhoun , Nebojsa Jojic

Bayesian inference and uncertainty quantification in a general class of non-linear inverse regression models is considered. Analytic conditions on the regression model $\{\mathscr G(\theta): \theta \in \Theta\}$ and on Gaussian process…

Statistics Theory · Mathematics 2021-04-16 François Monard , Richard Nickl , Gabriel P. Paternain

It is well known that the output of a Neural Network trained to disentangle between two classes has a probabilistic interpretation in terms of the a-posteriori Bayesian probability, provided that a unary representation is taken for the…

Data Analysis, Statistics and Probability · Physics 2009-10-31 Lluis Garrido , Aurelio Juste

Neural network pruning is a highly effective technique aimed at reducing the computational and memory demands of large neural networks. In this research paper, we present a novel approach to pruning neural networks utilizing Bayesian…

Machine Learning · Statistics 2023-08-07 Sunil Mathew , Daniel B. Rowe

Uncertainty quantification in reinforcement learning can greatly improve exploration and robustness. Approximate Bayesian approaches have recently been popularized to quantify uncertainty in model-free algorithms. However, so far the focus…

Machine Learning · Computer Science 2025-09-01 Pascal R. van der Vaart , Neil Yorke-Smith , Matthijs T. J. Spaan

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

Function-space priors in Bayesian Neural Networks (BNNs) provide a more intuitive approach to embedding beliefs directly into the model's output, thereby enhancing regularization, uncertainty quantification, and risk-aware decision-making.…

Machine Learning · Computer Science 2025-08-13 Marcin Sendera , Amin Sorkhei , Tomasz Kuśmierczyk

Modern simulation-based inference techniques use neural networks to solve inverse problems efficiently. One notable strategy is neural posterior estimation (NPE), wherein a neural network parameterizes a distribution to approximate the…

Instrumentation and Methods for Astrophysics · Physics 2024-03-06 Alex Kolmus , Justin Janquart , Tomasz Baka , Twan van Laarhoven , Chris Van Den Broeck , Tom Heskes

Revealing novel insights from the relationship between molecular measurements and pathology remains a very impactful application of machine learning in biomedicine. Data in this domain typically contain only a few observations but thousands…

Machine Learning · Computer Science 2026-03-31 Christopher Kolberg , Jules Kreuer , Jonas Huurdeman , Sofiane Ouaari , Katharina Eggensperger , Nico Pfeifer

Deep neural networks(NNs) have achieved impressive performance, often exceed human performance on many computer vision tasks. However, one of the most challenging issues that still remains is that NNs are overconfident in their predictions,…

Machine Learning · Computer Science 2019-12-30 Chanwoo Park , Jae Myung Kim , Seok Hyeon Ha , Jungwoo Lee

A key quantity of interest in Bayesian inference are expectations of functions with respect to a posterior distribution. Markov Chain Monte Carlo is a fundamental tool to consistently compute these expectations via averaging samples drawn…

Machine Learning · Statistics 2015-02-10 Heiko Strathmann , Dino Sejdinovic , Mark Girolami

Bayesian neural networks (BNNs) estimate the posterior distribution of model parameters and utilize posterior samples for Bayesian Model Averaging (BMA) in prediction. However, despite the crucial role of flatness in the loss landscape in…

Machine Learning · Statistics 2025-06-18 Sungjun Lim , Jeyoon Yeom , Sooyon Kim , Hoyoon Byun , Jinho Kang , Yohan Jung , Jiyoung Jung , Kyungwoo Song

Especially when facing reliability data with limited information (e.g., a small number of failures), there are strong motivations for using Bayesian inference methods. These include the option to use information from physics-of-failure or…

Methodology · Statistics 2022-10-27 Qinglong Tian , Colin Lewis-Beck , Jarad Niemi , William Meeker

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