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Variational inference (VI) is a popular method for approximating intractable posterior distributions in Bayesian inference and probabilistic machine learning. In this paper, we introduce a general framework for quantifying the statistical…

Statistics Theory · Mathematics 2025-07-18 Chenyang Zhong , Sumit Mukherjee , Bodhisattva Sen

Variational Bayesian neural nets combine the flexibility of deep learning with Bayesian uncertainty estimation. Unfortunately, there is a tradeoff between cheap but simple variational families (e.g.~fully factorized) or expensive and…

Machine Learning · Computer Science 2018-02-27 Guodong Zhang , Shengyang Sun , David Duvenaud , Roger Grosse

Modeling natural phenomena with artificial neural networks (ANNs) often provides highly accurate predictions. However, ANNs often suffer from over-parameterization, complicating interpretation and raising uncertainty issues. Bayesian neural…

Machine Learning · Statistics 2025-03-14 Eirik Høyheim , Lars Skaaret-Lund , Solve Sæbø , Aliaksandr Hubin

In robotics, deep learning (DL) methods are used more and more widely, but their general inability to provide reliable confidence estimates will ultimately lead to fragile and unreliable systems. This impedes the potential deployments of DL…

Robotics · Computer Science 2020-11-02 Matthias Humt , Jongseok Lee , Rudolph Triebel

Semi-implicit variational inference (SIVI) greatly enriches the expressiveness of variational families by considering implicit variational distributions defined in a hierarchical manner. However, due to the intractable densities of…

Machine Learning · Statistics 2023-08-22 Longlin Yu , Cheng Zhang

Bayesian neural networks (BNNs) have been long considered an ideal, yet unscalable solution for improving the robustness and the predictive uncertainty of deep neural networks. While they could capture more accurately the posterior…

Computer Vision and Pattern Recognition · Computer Science 2021-03-26 Gianni Franchi , Andrei Bursuc , Emanuel Aldea , Severine Dubuisson , Isabelle Bloch

Blind image deblurring is an important yet very challenging problem in low-level vision. Traditional optimization based methods generally formulate this task as a maximum-a-posteriori estimation or variational inference problem, whose…

Image and Video Processing · Electrical Eng. & Systems 2021-06-08 Hui Wang , Zongsheng Yue , Qian Zhao , Deyu Meng

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

Inference networks of traditional Variational Autoencoders (VAEs) are typically amortized, resulting in relatively inaccurate posterior approximation compared to instance-wise variational optimization. Recent semi-amortized approaches were…

Machine Learning · Computer Science 2020-11-18 Minyoung Kim , Vladimir Pavlovic

Variational inference (VI) is widely used for approximate inference in Bayesian machine learning. In addition to this practical success, generalization bounds for variational inference and related algorithms have been developed, mostly…

Machine Learning · Computer Science 2025-02-19 Yadi Wei , Roni Khardon

Bayesian inference provides principled uncertainty quantification, but accurate posterior sampling with MCMC can be computationally prohibitive for modern applications. Variational inference (VI) offers a scalable alternative and often…

Methodology · Statistics 2026-05-14 Laura Battaglia , Stefano Cortinovis , Chris Holmes , David T. Frazier , Jack Jewson

Sequential Bayesian inference over predictive functions is a natural framework for continual learning from streams of data. However, applying it to neural networks has proved challenging in practice. Addressing the drawbacks of existing…

Machine Learning · Statistics 2023-12-29 Tim G. J. Rudner , Freddie Bickford Smith , Qixuan Feng , Yee Whye Teh , Yarin Gal

Score matching (SM) provides a compelling approach to learn energy-based models (EBMs) by avoiding the calculation of partition function. However, it remains largely open to learn energy-based latent variable models (EBLVMs), except some…

Machine Learning · Computer Science 2020-10-19 Fan Bao , Chongxuan Li , Kun Xu , Hang Su , Jun Zhu , Bo Zhang

Bayesian Neural Networks (BNNs) provide a probabilistic interpretation for deep learning models by imposing a prior distribution over model parameters and inferring a posterior distribution based on observed data. The model sampled from the…

Machine Learning · Computer Science 2023-11-15 Van-Anh Nguyen , Tung-Long Vuong , Hoang Phan , Thanh-Toan Do , Dinh Phung , Trung Le

Approximating a probability density in a tractable manner is a central task in Bayesian statistics. Variational Inference (VI) is a popular technique that achieves tractability by choosing a relatively simple variational family. Borrowing…

Machine Learning · Statistics 2018-11-30 Francesco Locatello , Gideon Dresdner , Rajiv Khanna , Isabel Valera , Gunnar Rätsch

Bayesian methods have shown success in deep learning applications. For example, in predictive tasks, Bayesian neural networks leverage Bayesian reasoning of model uncertainty to improve the reliability and uncertainty awareness of deep…

Machine Learning · Computer Science 2025-10-21 Wenlong Chen , Bolian Li , Ruqi Zhang , Yingzhen Li

We introduce a new method for learning Bayesian neural networks, treating them as a stack of multivariate Bayesian linear regression models. The main idea is to infer the layerwise posterior exactly if we know the target outputs of each…

Machine Learning · Computer Science 2024-11-20 Richard Kurle , Alexej Klushyn , Ralf Herbrich

Bayesian Neural Networks (BNNs) offer a principled and natural framework for proper uncertainty quantification in the context of deep learning. They address the typical challenges associated with conventional deep learning methods, such as…

Computation · Statistics 2024-11-13 Zahra Moslemi , Yang Meng , Shiwei Lan , Babak Shahbaba

Solving high-dimensional Bayesian inverse problems (BIPs) with the variational inference (VI) method is promising but still challenging. The main difficulties arise from two aspects. First, VI methods approximate the posterior distribution…

Numerical Analysis · Mathematics 2023-02-23 Yingzhi Xia , Qifeng Liao , Jinglai Li

Bayesian deep learning (BDL) has emerged as a principled approach to produce reliable uncertainty estimates by integrating deep neural networks with Bayesian inference, and the selection of informative prior distributions remains a…

Machine Learning · Computer Science 2026-02-26 Pengcheng Hao , Ercan Engin Kuruoglu