Bayesian Regression

Bayesian regression is a statistical method that estimates model parameters and quantifies uncertainty by incorporating prior knowledge into the analysis, aiming for more robust and reliable predictions than frequentist approaches. Current research emphasizes improving the accuracy and trustworthiness of uncertainty quantification, particularly in high-dimensional settings and with complex models like neural networks, often employing techniques like Hamiltonian Monte Carlo, Approximate Message Passing, and Bayesian meta-learning. These advancements are crucial for reliable decision-making in diverse fields, including drug discovery, economic modeling, and safety-critical control systems, where accurate uncertainty estimates are paramount.

Papers