arXiv Machine Learning

Spectral Uncertainty Decomposition for Sparse Bayesian Learning

The paper introduces a spectral framework that decomposes the posterior covariance in sparse Bayesian learning for M/EEG source imaging into data‑informed and indeterminacy epistemic components, using the singular value structure of the prior‑preconditioned forward operator. It also presents an equivalent subtractive decomposition that expresses the prior covariance as the sum of posterior and data‑driven reduction terms, allowing precise accounting of uncertainty reduction through Bayesian learning. These complementary representations provide both theoretical insight and practical tools for interpretable uncertainty quantification in linear‑Gaussian Bayesian inverse solvers where the posterior covariance is available in closed form.

arXiv Computer Vision
Sep 21

Classification-oriented adaptive sensing via posterior sampling

The paper proposes a classification-oriented adaptive sensing method that uses posterior sampling from diffusion models. It leverages the closed-form posterior covariance of a class-conditional Gaussian mixture model to separate within-class and between-class uncertainty, estimating these terms from diffusion posterior samples via calibrated soft classifier outputs. Experiments on MNIST and CIFAR-10 demonstrate that this approach can achieve better classification accuracy for a given measurement cost compared to reconstruction-oriented methods, while also quantifying the associated reconstruction quality.

By Andriy Enttsel, Maxime Rousselot, Vincent Corlay