We introduce an efficient Bayesian deep ensemble method for predictive regression designed to enhance interpretability while maintaining competitive predictive performance and computational efficiency. Our method combines the statistical rigor of Bayesian inference with the scalability of deep ensembles, providing calibrated uncertainty estimates that enable its use not only for standalone prediction but also as a component within broader learning systems.
The paper introduces a method for training sparse Bayesian neural networks by integrating spike-and-slab priors into sticky piecewise deterministic Markov processes (PDMPs). It demonstrates that these modern Monte Carlo techniques can sample posterior distributions of Bayesian neural networks exactly, provided numerical rate bounds are satisfied. Experiments show that the resulting sparse models not only converge well but also exhibit greater robustness to input noise compared to their dense counterparts.
By August Arnstad, Geir Olve Storvik, Filippo Pagani, Leiv R{\o}nneberg
arXiv:2607. 06776v1 Announce Type: new Abstract: We introduce an efficient Bayesian deep ensemble method for predictive regression designed to enhance interpretability while maintaining competitive predictive performance and computational efficiency.
By Sina Aghaee Dabaghan Fard, Marie Maros, Jaesung Lee
arXiv:2601. 07944v2 Announce Type: replace-cross Abstract: Since the turn of the century, approximate Bayesian inference has steadily evolved as new computational techniques have been incorporated to handle increasingly complex, large-scale predictive problems.
By Roy Shivam Ram Shreshtth, Arnab Hazra, Gourab Mukherjee
arXiv:2610.19074v1 Announce Type: new
Abstract: Reliable uncertainty quantification remains an important challenge in AI. Hierarchical Bayesian methods provide a principled framework for this by repr...
By Neil K. Chada, Simon Cotter, Kody J. H. Law, Xinzhu Liang
arXiv:2606. 01468v1 Announce Type: cross Abstract: Due to their explicit priors and ability to model uncertainty, Bayesian methods have played a major role in dynamical latent variable modeling of single-cell neural recordings.
By JR Huml, Jonathan Wenger, John P. Cunningham