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We introduce a novel one-parameter variational objective that lower bounds the data evidence and enables the estimation of approximate fractional posteriors. We extend this framework to hierarchical construction and Bayes posteriors,…

Machine Learning · Computer Science 2026-03-31 Kian Ming A. Chai , Edwin V. Bonilla

Bayesian neural networks (BNNs) offer the potential for reliable uncertainty quantification and interpretability, which are critical for trustworthy AI in high-stakes domains. However, existing methods often struggle with issues such as…

Machine Learning · Computer Science 2025-01-28 Romeo Sommerfeld , Christian Helms , Ralf Herbrich

Convolutional neural networks (CNNs) work well on large datasets. But labelled data is hard to collect, and in some applications larger amounts of data are not available. The problem then is how to use CNNs with small data -- as CNNs…

Machine Learning · Statistics 2016-01-19 Yarin Gal , Zoubin Ghahramani

We propose a Bayesian physics-informed neural network (B-PINN) to solve both forward and inverse nonlinear problems described by partial differential equations (PDEs) and noisy data. In this Bayesian framework, the Bayesian neural network…

Machine Learning · Statistics 2020-12-02 Liu Yang , Xuhui Meng , George Em Karniadakis

Uncertainty awareness is crucial to develop reliable machine learning models. In this work, we propose the Natural Posterior Network (NatPN) for fast and high-quality uncertainty estimation for any task where the target distribution belongs…

Machine Learning · Computer Science 2022-03-17 Bertrand Charpentier , Oliver Borchert , Daniel Zügner , Simon Geisler , Stephan Günnemann

Feedforward neural networks (FNNs) can be viewed as non-linear regression models, where covariates enter the model through a combination of weighted summations and non-linear functions. Although these models have some similarities to the…

Methodology · Statistics 2024-05-02 Andrew McInerney , Kevin Burke

Graph foundation models face several fundamental challenges including transferability across datasets and data scarcity, which calls into question the very feasibility of graph foundation models. However, despite similar challenges, the…

Machine Learning · Computer Science 2026-02-13 Dmitry Eremeev , Oleg Platonov , Gleb Bazhenov , Artem Babenko , Liudmila Prokhorenkova

Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…

Machine Learning · Statistics 2023-04-25 Steven Winter , Trevor Campbell , Lizhen Lin , Sanvesh Srivastava , David B. Dunson

Sum-product networks (SPNs) are probabilistic models characterized by exact and fast evaluation of fundamental probabilistic operations. Its superior computational tractability has led to applications in many fields, such as machine…

Machine Learning · Statistics 2024-06-19 Soma Yokoi , Issei Sato

Quantifying uncertainty in deep regression models is important both for understanding the confidence of the model and for safe decision-making in high-risk domains. Existing approaches that yield prediction intervals overlook distributional…

Machine Learning · Computer Science 2025-12-02 Adriel Sosa Marco , John Daniel Kirwan , Alexia Toumpa , Simos Gerasimou

Edge-exchangeable probabilistic network models generate edges as an i.i.d.~sequence from a discrete measure, providing a simple means for statistical inference of latent network properties. The measure is often constructed using the…

Statistics Theory · Mathematics 2021-09-15 Xinglong Li , Trevor Campbell

Bayesian approaches for learning deep neural networks (BNN) have been received much attention and successfully applied to various applications. Particularly, BNNs have the merit of having better generalization ability as well as better…

Machine Learning · Statistics 2023-05-25 Insung Kong , Dongyoon Yang , Jongjin Lee , Ilsang Ohn , Gyuseung Baek , Yongdai Kim

Uncertainty quantification (UQ) in scientific machine learning is increasingly critical as neural networks are widely adopted to tackle complex problems across diverse scientific disciplines. For physics-informed neural networks (PINNs), a…

Machine Learning · Statistics 2025-10-20 Frank Shih , Zhenghao Jiang , Faming Liang

Multi-fidelity models are becoming more prevalent in engineering, particularly in aerospace, as they combine both the computational efficiency of low-fidelity models with the high accuracy of higher-fidelity simulations. Various…

Computational Engineering, Finance, and Science · Computer Science 2024-07-09 Andrea Vaiuso , Gabriele Immordino , Marcello Righi , Andrea Da Ronch

The posterior over Bayesian neural network (BNN) parameters is extremely high-dimensional and non-convex. For computational reasons, researchers approximate this posterior using inexpensive mini-batch methods such as mean-field variational…

Machine Learning · Computer Science 2021-04-30 Pavel Izmailov , Sharad Vikram , Matthew D. Hoffman , Andrew Gordon Wilson

Deep neural networks have revolutionized medical image analysis and disease diagnosis. Despite their impressive performance, it is difficult to generate well-calibrated probabilistic outputs for such networks, which makes them…

Machine Learning · Computer Science 2020-05-29 Pranav Poduval , Hrushikesh Loya , Amit Sethi

We address uncertainty quantification for Gaussian processes (GPs) under misspecified priors, with an eye towards Bayesian Optimization (BO). GPs are widely used in BO because they easily enable exploration based on posterior uncertainty…

Machine Learning · Statistics 2021-03-03 Willie Neiswanger , Aaditya Ramdas

Active learning methods for neural networks are usually based on greedy criteria which ultimately give a single new design point for the evaluation. Such an approach requires either some heuristics to sample a batch of design points at one…

Machine Learning · Computer Science 2020-01-28 Evgenii Tsymbalov , Sergei Makarychev , Alexander Shapeev , Maxim Panov

Deep neural networks are prone to overconfident predictions on outliers. Bayesian neural networks and deep ensembles have both been shown to mitigate this problem to some extent. In this work, we aim to combine the benefits of the two…

Machine Learning · Computer Science 2021-11-08 Runa Eschenhagen , Erik Daxberger , Philipp Hennig , Agustinus Kristiadi

Popular approaches for quantifying predictive uncertainty in deep neural networks often involve distributions over weights or multiple models, for instance via Markov Chain sampling, ensembling, or Monte Carlo dropout. These techniques…

Machine Learning · Computer Science 2023-03-08 Dennis Ulmer , Christian Hardmeier , Jes Frellsen