Scalable Bayesian
Scalable Bayesian methods aim to overcome the computational challenges of applying Bayesian inference to large datasets and complex models, such as deep neural networks, enabling the quantification of uncertainty in predictions. Current research focuses on developing efficient algorithms like variational inference and Markov Chain Monte Carlo methods, often implemented within frameworks leveraging automatic differentiation libraries (e.g., JAX, PyTorch), and explores novel architectures like normalizing flows and active subspaces to reduce computational complexity. These advancements are crucial for improving the reliability and robustness of machine learning models across diverse applications, from scientific modeling to real-time decision-making systems.