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We propose Radial Bayesian Neural Networks (BNNs): a variational approximate posterior for BNNs which scales well to large models while maintaining a distribution over weight-space with full support. Other scalable Bayesian deep learning…

机器学习 · 统计学 2021-06-01 Sebastian Farquhar , Michael Osborne , Yarin Gal

Bayesian shrinkage methods have generated a lot of recent interest as tools for high-dimensional regression and model selection. These methods naturally facilitate tractable uncertainty quantification and incorporation of prior information.…

统计计算 · 统计学 2017-04-17 Bala Rajaratnam , Doug Sparks , Kshitij Khare , Liyuan Zhang

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…

机器学习 · 计算机科学 2025-01-14 Ratneel Deo , Scott Sisson , Jody M. Webster , Rohitash Chandra

We consider in this paper the problem of sampling a high-dimensional probability distribution $\pi$ having a density with respect to the Lebesgue measure on $\mathbb{R}^d$, known up to a normalization constant $x \mapsto \pi(x)=…

统计理论 · 数学 2018-07-17 Alain Durmus , Eric Moulines

Posterior sampling with the spike-and-slab prior [MB88], a popular multimodal distribution used to model uncertainty in variable selection, is considered the theoretical gold standard method for Bayesian sparse linear regression [CPS09,…

机器学习 · 统计学 2025-03-05 Syamantak Kumar , Purnamrita Sarkar , Kevin Tian , Yusong Zhu

Weight space symmetries in neural network architectures, such as permutation symmetries in MLPs, give rise to Bayesian neural network (BNN) posteriors with many equivalent modes. This multimodality poses a challenge for variational…

机器学习 · 计算机科学 2024-08-13 Yoav Gelberg , Tycho F. A. van der Ouderaa , Mark van der Wilk , Yarin Gal

Sampling from a target distribution induced by training data is central to Bayesian learning, with Stochastic Gradient Langevin Dynamics (SGLD) serving as a key tool for scalable posterior sampling and decentralized variants enabling…

Bayesian inference allows us to define a posterior distribution over the weights of a generic neural network (NN). Exact posteriors are usually intractable, in which case approximations can be employed. One such approximation - variational…

机器学习 · 计算机科学 2026-01-30 Andrew Millard , Joshua Murphy , Peter Green , Simon Maskell

Differential cross section measurements are the currency of scientific exchange in particle and nuclear physics. A key challenge for these analyses is the correction for detector distortions, known as deconvolution or unfolding. Binned…

高能物理 - 唯象学 · 物理学 2025-09-09 Fernando Torales Acosta , Jay Chan , Krish Desai , Vinicius Mikuni , Benjamin Nachman , Jingjing Pan , Francesco Rubbo

Bayesian network structure learning is often performed in a Bayesian setting, by evaluating candidate structures using their posterior probabilities for a given data set. Score-based algorithms then use those posterior probabilities as an…

机器学习 · 统计学 2017-03-14 Marco Scutari

Methods based on Deep Learning have recently been applied on astrophysical parameter recovery thanks to their ability to capture information from complex data. One of these methods is the approximate Bayesian Neural Networks (BNNs) which…

天体物理仪器与方法 · 物理学 2023-06-21 Héctor J. Hortúa , Luz Ángela García , Leonardo Castañeda C

In this paper we present a novel implementation of Bayesian CMB component separation. We sample from the full posterior distribution using the No-U-Turn Sampler (NUTS), a gradient-based sampling algorithm. Alongside this, we introduce new…

宇宙学与河外天体物理 · 物理学 2024-11-19 R. D. P. Grumitt , Luke R. P. Jew , C. Dickinson

As data size and computing power increase, the architectures of deep neural networks (DNNs) have been getting more complex and huge, and thus there is a growing need to simplify such complex and huge DNNs. In this paper, we propose a novel…

机器学习 · 统计学 2023-05-24 Insung Kong , Dongyoon Yang , Jongjin Lee , Ilsang Ohn , Yongdai Kim

We propose a novel kinetic Langevin sampler based on a specific splitting scheme using the exact harmonic Langevin integrator. For strongly log-concave target measures, the sampler exploits a decomposition of the strongly convex potential…

统计计算 · 统计学 2026-05-26 Katharina Schuh

One way to avoid overfitting in machine learning is to use model parameters distributed according to a Bayesian posterior given the data, rather than the maximum likelihood estimator. Stochastic gradient Langevin dynamics (SGLD) is one…

机器学习 · 统计学 2017-12-05 Gaétan Marceau-Caron , Yann Ollivier

We study three kinetic Langevin samplers including the Euler discretization, the BU and the UBU splitting scheme. We provide contraction results in $L^1$-Wasserstein distance for non-convex potentials. These results are based on a carefully…

概率论 · 数学 2025-08-20 Katharina Schuh , Peter A. Whalley

We discuss the design of an invariant measure-preserving transformed dynamics for the numerical treatment of Langevin dynamics based on rescaling of time, with the goal of sampling from an invariant measure. Given an appropriate monitor…

数值分析 · 数学 2024-08-30 Alix Leroy , Benedict Leimkuhler , Jonas Latz , Desmond J. Higham

Divide-and-conquer based methods for Bayesian inference provide a general approach for tractable posterior inference when the sample size is large. These methods divide the data into smaller subsets, sample from the posterior distribution…

统计方法学 · 统计学 2018-06-21 Sanvesh Srivastava , Cheng Li , David B. Dunson

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…

机器学习 · 计算机科学 2024-11-20 Richard Kurle , Alexej Klushyn , Ralf Herbrich

Sampling from discrete distributions is a ubiquitous task in machine learning, recently revisited by the emergence of discrete diffusion models. While Langevin algorithms constitute the state of the art for continuous spaces, discrete…

统计理论 · 数学 2026-02-18 Armand Gissler , Saeed Saremi , Francis Bach