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We study the behavior of the posterior distribution in high-dimensional Bayesian Gaussian linear regression models having $p\gg n$, with $p$ the number of predictors and $n$ the sample size. Our focus is on obtaining quantitative finite…

Statistics Theory · Mathematics 2014-01-06 Nate Strawn , Artin Armagan , Rayan Saab , Lawrence Carin , David Dunson

In this article a novel approach for training deep neural networks using Bayesian techniques is presented. The Bayesian methodology allows for an easy evaluation of model uncertainty and additionally is robust to overfitting. These are…

Machine Learning · Computer Science 2019-04-03 Konstantin Posch , Jürgen Pilz

Deep linear networks have been extensively studied, as they provide simplified models of deep learning. However, little is known in the case of finite-width architectures with multiple outputs and convolutional layers. In this manuscript,…

Machine Learning · Statistics 2025-06-26 Federico Bassetti , Marco Gherardi , Alessandro Ingrosso , Mauro Pastore , Pietro Rotondo

In modern deep learning, there is a recent and growing literature on the interplay between large-width asymptotic properties of deep Gaussian neural networks (NNs), i.e. deep NNs with Gaussian-distributed weights, and Gaussian stochastic…

Machine Learning · Computer Science 2022-06-27 Stefano Favaro , Sandra Fortini , Stefano Peluchetti

We perform scalable approximate inference in continuous-depth Bayesian neural networks. In this model class, uncertainty about separate weights in each layer gives hidden units that follow a stochastic differential equation. We demonstrate…

Machine Learning · Statistics 2022-02-01 Winnie Xu , Ricky T. Q. Chen , Xuechen Li , David Duvenaud

The infinitely wide neural network has been proven a useful and manageable mathematical model that enables the understanding of many phenomena appearing in deep learning. One example is the convergence of random deep networks to Gaussian…

Machine Learning · Statistics 2024-03-19 Thiziri Nait-Saada , Alireza Naderi , Jared Tanner

We study the distribution of a fully connected neural network with random Gaussian weights and biases in which the hidden layer widths are proportional to a large constant $n$. Under mild assumptions on the non-linearity, we obtain…

Machine Learning · Computer Science 2024-06-18 Stefano Favaro , Boris Hanin , Domenico Marinucci , Ivan Nourdin , Giovanni Peccati

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…

In recent years, neural networks have revolutionized various domains, yet challenges such as hyperparameter tuning and overfitting remain significant hurdles. Bayesian neural networks offer a framework to address these challenges by…

Machine Learning · Computer Science 2025-12-16 Hayk Amirkhanian , Marco F. Huber

Given any deep fully connected neural network, initialized with random Gaussian parameters, we bound from above the quadratic Wasserstein distance between its output distribution and a suitable Gaussian process. Our explicit inequalities…

Machine Learning · Computer Science 2023-09-25 Andrea Basteri , Dario Trevisan

Despite its long history, Bayesian neural networks (BNNs) and variational training remain underused in practice: standard Gaussian posteriors misalign with network geometry, KL terms can be brittle in high dimensions, and implementations…

Machine Learning · Computer Science 2025-09-09 Carlos Stein Brito

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

The key distinguishing property of a Bayesian approach is marginalization, rather than using a single setting of weights. Bayesian marginalization can particularly improve the accuracy and calibration of modern deep neural networks, which…

Machine Learning · Computer Science 2022-03-31 Andrew Gordon Wilson , Pavel Izmailov

Bayesian inference allows machine learning models to express uncertainty. Current machine learning models use only a single learnable parameter combination when making predictions, and as a result are highly overconfident when their…

Machine Learning · Computer Science 2022-02-23 Andrew Wood , Moshik Hershcovitch , Daniel Waddington , Sarel Cohen , Peter Chin

A key property of neural networks driving their success is their ability to learn features from data. Understanding feature learning from a theoretical viewpoint is an emerging field with many open questions. In this work we capture…

Disordered Systems and Neural Networks · Physics 2024-05-20 Kirsten Fischer , Javed Lindner , David Dahmen , Zohar Ringel , Michael Krämer , Moritz Helias

Large width limits have been a recent focus of deep learning research: modulo computational practicalities, do wider networks outperform narrower ones? Answering this question has been challenging, as conventional networks gain…

Machine Learning · Computer Science 2021-11-09 Geoff Pleiss , John P. Cunningham

Achieving robust uncertainty quantification for deep neural networks represents an important requirement in many real-world applications of deep learning such as medical imaging where it is necessary to assess the reliability of a neural…

Machine Learning · Computer Science 2024-03-15 Tim Rensmeyer , Oliver Niggemann

Bayesian neural networks provide a direct and natural way to extend standard deep neural networks to support probabilistic deep learning through the use of probabilistic layers that, traditionally, encode weight (and bias) uncertainty. In…

Machine Learning · Computer Science 2021-07-16 Daniel T. Chang

We consider the optimal approximate posterior over the top-layer weights in a Bayesian neural network for regression, and show that it exhibits strong dependencies on the lower-layer weights. We adapt this result to develop a correlated…

Machine Learning · Statistics 2021-06-23 Sebastian W. Ober , Laurence Aitchison

This paper aims to examine the characteristics of the posterior distribution of covariance/precision matrices in a "large $p$, large $n$" scenario, where $p$ represents the number of variables and $n$ is the sample size. Our analysis…

Statistics Theory · Mathematics 2026-02-02 Partha Sarkar , Kshitij Khare , Malay Ghosh , Matt P. Wand