Bayesian Neural Networks

We train neural networks on synthesized frames to approach the optimum Bayes estimator for dense emitter localization. The result justifies the future work on training neural networks to achieve high-throughput large-FOV super spatiotemporal resolution SMLM.

The brain needs an accurate internal model of the world to generate predictions and guide behavior. However, it must estimate the statistical structure of the environment from limited experience. This is particularly difficult for rare events, whose observed frequencies in a limited sample may substantially under- or overestimate their true frequencies. How the brain constructs an accurate internal model despite this sampling problem remains unclear. We address this problem using a Bayesian Confidence Propagation Neural Network (BCPNN) trained on event sequences from a Markov-chain random walk with controlled event frequencies. Treating the underlying Markov structure as the ground truth, we train the network on limited sample of event sequences and then allow it to generate autonomous replay based on the learned structure. We evaluate replay fidelity at the levels of both marginal event frequencies and conditional transition structure. We find that moderate neural noise, modeled as temporally correlated random fluctuations in unit activity during replay, is critical for faithful internal simulation. Without this variability, deterministic replay systematically under- or overrepresents rare events, whereas moderate noise restores both their marginal and conditional occurrence. Moderate noise also broadens the range of parameter values that produce accurate replay, making the model more robust to parameter variation. Together, these results support noise-assisted internal simulation as a potential mechanism for compensating for sampling errors arising from limited experience. Our model also provides a testable framework for investigating how altered neural variability may impair internal-model fidelity in disorders such as Parkinson's disease.

Probabilistic certification of Bayesian neural networks lower-bounds the posterior probability that a model satisfies a verifier-defined safety property. In one-shot federated Bayesian learning, however, the deployed model is obtained by aggregating parameters drawn from client-specific posterior distributions, so local certificates do not directly guarantee safety of the aggregated model. This paper develops a deployment-consistent certification framework by propagating local posterior events through the deployment aggregation rule, with an exact geometric characterization for Federated Averaging (FedAvg). Each client constructs disjoint hyper-rectangular regions in parameter space and computes their probability masses. The server forms Cartesian products of these regions, maps them through the deployment rule, and retains a product event only when its aggregation image is verified to satisfy the safety property. Under independent client posteriors, each product-event probability factorizes into local masses, and summing verified disjoint events yields a lower bound on safety probability of the deployed model. For FedAvg with nonnegative aggregation coefficients, the image of a Cartesian product of axis-aligned hyper-rectangles is exactly a weighted hyper-rectangle, introducing no set over-approximation. We distinguish the proposed transported-event certificate from direct certification under posterior distributions induced by FedAvg and Product-of-Gaussians aggregation. Experiments on MNIST and Fashion-MNIST under label-Dirichlet heterogeneity show that the transported FedAvg certificate ranges from 22.51% to 46.89%, while direct global certificates range from 72.05% to 91.39%. Results show that predictive accuracy and certifiable safety do not necessarily follow the same trend, and that global posterior constructions can exhibit distinct certification behavior across architectures.

We present BEAST, the first-ever Bayesian Swin Transformer for atmospheric forecasting on 0.25$^\circ$ global resolution able to accurately quantify both aleatoric and epistemic uncertainty. To overcome the associated computational bottlenecks, we devise an orthogonal 4D-parallelization scheme that introduces a unique domain-tensor-parallelism strategy and a novel uncertainty parallel method, enabling us to fully leverage GPU capacity and efficiently scale model training. For a 2.4-billion-parameter model, we achieve a peak performance of 3.96 EFLOP/s on 20,480 NVIDIA GH200 GPUs on the JUPITER supercomputer. We train BEAST as a 700-million-parameter model with 96 random weight samples on 384 nodes on 40 years of data for nearly one million gradient updates. This model achieves predictive skill scores competitive with state-of-the-art probabilistic atmospheric AI models and numerical models, and can predict extreme events with exceptional skill, while generating large ensembles 3 to 4 times faster than the current-best AI model. Our contribution unlocks the potential of high-fidelity uncertainty quantification in atmospheric AI models, heralding a new era for AI-based models in climate and Earth system sciences.

In multi-party human-robot interaction, a robot must continuously decide whom to address and what to say to participate effectively in the conversation. In real-world interactions, this is challenging because several behaviours may be plausible at the same time: a robot might continue a topic with one participant, involve another through a question, or address the whole group, with the appropriate choice depending on both whom it addresses and the interaction context. Current approaches remain limited in representing uncertainty when several behaviours are plausible and in structuring decisions into semantically meaningful intermediate steps that make robot decisions easier to interpret. Addressing these, we present HiBRIDGE, a hierarchical Bayesian neural network framework for group-robot dialogue management. Its Bayesian formulation enables uncertainty-aware prediction and robust learning from limited interaction data, while the hierarchical approach formulates behaviour selection as a structured, multi-stage decision process. We further use decision-tree surrogates to investigate whether this structure can support more interpretable explanations. Across three offline group-HRI datasets, our findings show that Bayesian formulations outperform their deterministic counterparts and several state-of-the-art baselines. Next, through an online study (N=20), we show that explanations derived from the hierarchical model are rated as more helpful for understanding robot behaviour and are preferred over those derived from the flat model. Finally, through our in-person study (N=12), we demonstrate the feasibility of HiBRIDGE for autonomous real-time group interaction, with both hierarchical and flat Bayesian variants positively perceived. Overall, HiBRIDGE combines strong predictive performance with a structured decision process that supports more interpretable explanations of robot behaviour.

We address the challenge of scalable uncertainty quantification in large-scale scientific applications, where complex state-of-the-art machine learning methods are often computationally infeasible. Our primary contribution is a simple yet effective empirical Bayes method for automatically tuning the hyperparameters of a flexible, heteroscedastic Spectral-normalized Neural Gaussian Process. This approach retains the expressiveness and uncertainty-awareness of semi-Bayesian neural models while significantly reducing the computational burden by integrating hyperparameter learning directly into the training loop. We demonstrate the practical impact of our method on the task of estimating the dynamic aperture in circular particle accelerators, a fundamental problem in high-energy physics colliders and storage rings, using simulation data from the case of the Large Hadron Collider at CERN. Traditional approaches to DA estimation require extensive particle-tracking simulations, which are prohibitively time-consuming and resource-intensive. Our results show that the proposed method achieves competitive predictive performance and well-calibrated uncertainty estimates at much lower computational cost than state-of-the-art approaches. We stress that, beyond this application, the proposed empirical Bayes framework offers a general solution for training heteroscedastic neural models in situations where manual hyperparameter tuning is impractical. Accordingly, we anticipate that this framework can be applied to other domains that encounter comparable computational limitations.

McCoy & Griffiths (2025, henceforth M&G) suggest that a Bayesian prior can be distilled into Artificial Neural Networks (ANNs) through Model-Agnostic Meta-Learning (MAML, Finn et al., 2017). They support this empirically by showing that meta-trained networks demonstrate formal language learning abilities comparable to Yang & Piantadosi (2023)'s Bayesian learner, significantly outperforming standard ANNs. We point out that under the standard interpretation of a prior, M&G's procedure does not actually instill one; it merely initializes network weights favorably, leaving the objective function unchanged. We then consider a more permissive interpretation, where the system as a whole can be seen as implementing a Bayesian learner even without an explicit prior in the objective. We show that this interpretation faces nontrivial challenges. Finally, we assess how well MAML approximates the empirical results of Bayesian learning, showing that unlike genuine Bayesian learners, M&G's model overfits and generalizes poorly to unseen data.

Deep learning models have emerged as the standard computational tool for a wide range of applications in genomics. Yet, uncertainty quantification (UQ) -- and more specifically, the reliability of different uncertainty estimates in this domain -- has received little systematic attention. This work presents an empirical analysis of UQ in deep learning models, focusing on genomics applications. In a series of experiments, we contrast Deep Ensembles, Bayesian Neural Networks, and Monte Carlo-dropout methods. We assess their ability to quantify uncertainty in different scenarios, accounting for common dataset characteristics in two genomic application areas and modalities: sequence-to-activity models, and single-cell expression analysis. Our systematic comparison framework provides guidelines for the applicability and reliability of UQ methods in genomics, highlighting their strengths and limitations in different scenarios. We show that Bayesian Neural Networks are better at capturing uncertainty caused by strong class imbalance and out-of-distribution data in genomics, despite their computational disadvantages. Moreover, we show how uncertainty scores can be used to select high-quality predictions in protein-RNA interactions.

Classical neural networks frequently produce overconfident predictions on ambiguous or out-of-distribution (OOD) data, a liability that grows with each AI system deployed in safety-critical real-world scenarios. Bayesian neural networks (BNNs) provide a principled framework for uncertainty-aware prediction by replacing deterministic parameters with probability distributions, but repeated sampling increases latency, memory traffic, and energy consumption. Photonic probabilistic computing offers a promising alternative by exploiting intrinsic optical stochasticity for fast and parallel sampling. However, photonic BNNs are not ideal samplers: analog constraints on quantization, programming error, dynamic range, and representable mean and variance restrict the variational families that can be implemented in hardware. In this work, we study which hardware-imposed constraints limit scalable photonic BNN inference, how these constraints can be represented, and which ranges can be tolerated by photonic BNNs beyond small proof-of-concept networks. We formulate photonic BNN inference as constrained stochastic variational inference and perform a systematic ablation study over stochasticity location, stochasticity modality, quantization, programming error, and mean/variance bounds. From these results, we derive concrete co-design guidelines that distinguish hardware constraints that can be compensated by training from those requiring hardware or architecture intervention. We validate these guidelines under coupled, hardware-realistic constraints on Dirty-MNIST, CIFAR-10, and CINIC-10, using Fashion-MNIST and SVHN as OOD benchmarks, showing that hardware-aware training recovers predictive performance and uncertainty quality whenever the required variational family remains representable, whereas violations of representational limits require targeted hardware modifications.

The deployment of deep neural networks in safety-critical domains demands reliable estimates of predictive confidence, yet conventional architectures lack principled uncertainty quantification. This survey provides a structured, critical review of methods for Uncertainty Quantification (UQ) in deep learning, scoped to ensemble-based and approximate Bayesian approaches and the measures used to summarize their outputs. Relative to existing UQ surveys, our contribution is depth on efficient ensemble approximations and single-pass methods, and a unified treatment that separates the method producing a predictive distribution from the measure that summarizes its uncertainty. We organize methods into five families: Bayesian neural networks, Monte Carlo Dropout, deep ensembles, efficient ensemble approximations, and last-layer or single-pass approaches. We situate adjacent work on evidential and prior networks, conformal prediction, and post-hoc calibration, together with the decision-time tasks of out-of-distribution detection and selective prediction. For each, we examine theoretical motivation, implementation, empirical performance, and limitations. We then review ensemble diversity theory and uncertainty measures and their decompositions, contrasting the entropy decomposition with pairwise divergence measures, and consolidate evaluation methodology so that our qualitative comparisons share a common basis. We close with a brief treatment of uncertainty in large language models and open research directions, including efficient epistemic measures for classification, last-layer diversity, diversity and calibration under shift, and hybrid architectures.

In Bayesian neural networks (BNNs), variational inference is a widely adopted framework for modeling uncertainty in a distributional way, with the evidence lower bound (ELBO) serving as the standard objective function. Several distributions contribute to the ELBO loss, such as the prior, approximated posterior, and likelihood distribution. Typically, these distributions are all approximated by a Gaussian distribution, since it is easy to compute, allows for reparameterized gradients, and provides a closed-form loss for training. However, several works have highlighted that this assumption may not generally hold, posing the risk of model misspecification. Alternative distributions have been proposed for the prior specifically, while the effect of distribution choice on the likelihood distribution remains unexplored. In this work, our aim is to close this gap by investigating whether alternative assumptions for the likelihood distribution can outperform the commonly used Gaussian. We compare several likelihood distribution assumptions, such as skewed or heavy-tailed, across regression tasks on both artificial and real-world datasets using standard multilayer perceptrons (MLPs). Our findings demonstrate that Student's t yields better predictive performance than a Gaussian likelihood distribution, independent of the data distribution and MLP architecture (depth and width). In some cases, Student's t can also lead to shorter training times, while still being easy to implement.

Sampling-based methods offer a principled approach to uncertainty quantification in Bayesian neural networks. Their practical use, however, is often challenged by the computational cost of exploring high-dimensional and multimodal posterior distributions. To overcome these difficulties, Bayesian Deep Ensembles, i.e., warmstarting the sampling from several optimized solutions, have proven to be an effective strategy. In this paper, we demonstrate that curvature estimates computed during the warmstart as a byproduct in adaptive optimizers such as AdamW can inform the sampling phase at negligible additional cost. Specifically, our proposed preconditioned sampling strategy based on optimizer-derived geometries can substantially reduce or even eliminate the need for a lengthy sampling burn-in phase and leads to greater numerical stability. This approach consistently maintains or improves predictive performance and uncertainty quantification without any additional computational costs. We confirm the consistency of our findings across various datasets and network architectures.

Hybrid mechanistic/data-driven models, which combine first-principles with learned components, are increasingly used in process engineering and scientific machine learning. Common hybrid modeling designs are specified primarily through their architectures and training losses, which offers a limited basis for a shared semantic interface to compare or verify them across domains, with comparatively little attention paid to epistemic uncertainty in the mechanistic part. We bridge hybrid modeling and neuro-symbolic (NeSy) AI by reconstructing these designs as instances of NeSy interface. The resulting translation, Hybrid-to-NeSy (H2N), places mechanistic knowledge on the language side, learned modules on the belief side, and validity domains together with constraints on the logic side. For each design, H2N then yields an explicit NeSy inference functional and a logic-belief decomposition. From this decomposition we derive two metrics: structural violation rate (SVR), measuring whether the learned belief respects the mechanistic structure; and belief dispersion (BD), measuring how concentrated the learned plausibility is, serving as a hybrid model's epistemic uncertainty in its mechanistic part. We instantiate H2N on a case study of a structured hybrid model for binary classification under label noise and show that models with higher SVR and BD exhibit greater variability in held-out accuracy. Under structural distribution shift, H2N further quantifies a model's uncertainty during extrapolations, whereas test accuracy reveals the same shift only post hoc.

Neural network compression and interpretability remain open challenges in modern deep learn- ing, where billion-parameter architectures deliver impressive accuracy at the cost of trans- parency, computational efficiency, and reliable uncertainty quantification. This paper introduces Neural Atom Prevalence (NAP), a principled Bayesian framework for structured node-level model selection in feedforward neural networks. NAP introduces the neural atom (activation unit) and functions as a hybrid method operating through a four-phase pipeline: Bayesian Lottery Ticket (BLT) identification via Iterative Magnitude Pruning (IMP), soft variational training of the Spike and Slab Independent Gaussian (SS-IG) model, Poisson-Binomial (PB) optimal layer-size selection, and Bayesian fine-tuning to produce a sparse, stable, interpretable, and accurate model. Extensive empirical validation across simulated nonlinear regression, two UCI benchmark datasets (Concrete, YearPredictionMSD), and the MNIST image classification task demonstrates that NAP achieves state-of-the-art structural sparsity, reducing active nodes to as few as 8% of the original dense architecture on MNIST, while well-calibrated probabilisti- cally: the aleatoric-epistemic uncertainty decomposition reveals that model ignorance accounts for only 3 to 4% of total predictive variance across all experiments, and regression reliability diagrams confirm a near-nominal predictive interval coverage (93.4% observed against a 95% target). These results establish NAP as a reliable, theoretically grounded, and computation- ally tractable solution to the simultaneous pursuit of sparsity, accuracy, interpretability, and uncertainty quantification in Bayesian neural networks.

Estimating the apparent age of individuals from facial images is challenging due to the subjective nature of perception and the inherent variability of the data. We investigate the role of uncertainty estimation, attributing uncertainty jointly to a lack of knowledge (epistemic) or inherent noise/chance (aleatoric). Leveraging the APPA-REAL dataset, we train Bayesian Neural Networks on datasets of varying sizes using three BNN approximations: MC-DropConnect, Flipout, and Deep Ensembles using supervision on human aleatoric uncertainty available in the APPA-REAL dataset. Each model outputs both the predicted apparent age and the amount of aleatoric and epistemic uncertainty. Our results confirm the hypothesis that the inherent aleatoric uncertainty remains stable across dataset sizes, while epistemic uncertainty increases as training data decreases. These findings demonstrate that different sources of uncertainty can be quantified in face age estimation.

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. To achieve these goals, our work relies on three key design components: (i) low-dimensional ensemble representation: predictions are expressed as a combination of a small number of trained neural predictors, enabling scalable inference whose cost depends on ensemble size rather than dataset size; (ii) closed-form Bayesian aggregation: ensemble predictions are combined using Bayesian linear regression, yielding interpretable posterior weights and calibrated uncertainty without approximate inference; and (iii) Independent ensemble training: multiple neural networks are trained separately, producing diverse predictive representations that improve robustness and uncertainty calibration. Empirical results on standard regression benchmarks demonstrate that the proposed approach achieves competitive predictive performance while maintaining reliable uncertainty estimates across settings.

Infinite-width limits are a standard way to reason about neural networks, but it is not automatic that the limiting learner has the same complexity-theoretic inductive bias as large finite networks. We study this question for Bayesian neural networks at the mean-field, or critical feature-learning, scaling. The central quantity is the \emph{reduced entropy} $$s_\infty(y,\varepsilon)=\limsup_N -\frac{1}{N}\log π_N^0(L\le \varepsilon),$$ the intensive prior cost of representing a target function $y$ to population mean-squared error $\varepsilon$. Our main result is a width-robust learnability theorem. At fixed depth, a family of Boolean-cube targets is learnable from polynomially many samples at infinite width if and only if it is learnable at polynomial width, if and only if its reduced entropy is polynomially bounded. Equivalently, up to polynomial slack in accuracy, the Bayesian mean-field learner generalizes exactly on the targets that can be represented by polynomial-size networks. The forward direction is proved by a form of subsampling: from the infinitely many hidden neurons in the mean-field solution, one can select polynomially many representatives and still preserve the learned function on every input simultaneously. At the critical scaling this subsampling has both an active'' component, which keeps the data-dependent low-dimensional statistics, and a lazy'' component, which resamples the entropy-dominated directions from the prior. Thus the infinite-width mean-field limit gives a clean analytic description of learning without introducing spurious width-dependent generalization power.

Quantitative verification of neural networks requires reasoning about probabilities under substantial uncertainty in both input distributions and their dependence structure. In realistic settings, this information is often only partially specified, and assuming precise probabilistic models can lead to unreliable results. We propose a sound framework for quantitative verification under imprecise probabilistic information, combining interval belief structures to represent marginal uncertainty with imprecise copulas to model uncertain dependence. We develop a propagation method for imprecisely coupled interval belief structures through feed-forward neural networks. Using mixed imprecise copula volumes, we derive sound push-forward constructions through affine transformations and activation functions. The resulting output can provide guaranteed lower and upper bounds on probabilistic safety properties, valid for all probability models compatible with the specified imprecise inputs.

Symmetries are important for many deep learning tasks, ranging from applications in the sciences to medical imaging. However, there is an ongoing debate about whether to impose symmetry constraints on the neural network architecture (yielding equivariant neural networks) or learn them from augmented training data. Although equivariant networks are well-studied theoretically, much less is known about data augmentation, since analyzing augmentation requires control over the training dynamics. Inspired by recent results that show that augmented infinite deep ensembles are exactly equivariant, we study data augmentation for Bayesian neural networks (BNNs) trained with variational inference. We focus on variational distributions in the exponential family and derive conditions under which exact equivariance is reached. We furthermore obtain bounds on the equivariance error and introduce three novel symmetrization techniques which boost the effect of data augmentation in this setting. We conduct extensive numerical experiments which show that one of our symmetrization methods (orbit expansion) outperforms the baseline in both equivariance and overall performance. Our code is available at github.com/dmw1998/augment-BNNs

We study regression-based data fusion under uncertainty, where multiple noisy and biased measurement sources are available but ground-truth labels are absent during training. This setting arises in sensor networks, simulation ensembles, and scientific monitoring systems where supervision is costly or infeasible. We propose the Neural Conjugate Aggregation Model (NCAM), a hierarchical Bayesian framework that combines neural networks with conjugate Gaussian inference for unsupervised multi-source fusion. NCAM learns source-specific bias and reliability conditioned on contextual covariates, yielding an analytically tractable posterior over a latent target variable with decomposed epistemic and aleatoric uncertainty. Structural non-identifiability is resolved through sensor anchoring and variance regularization, enabling stable and interpretable posterior aggregation. To complement Bayesian uncertainty with finite-sample guarantees, we integrate locally adaptive Monte Carlo conformal prediction, producing heteroscedastic prediction intervals with coverage guarantees under exchangeability assumptions. Experiments on synthetic and real-world air-quality datasets demonstrate improved predictive accuracy and well-calibrated uncertainty compared to unsupervised baselines, including mean aggregation, probabilistic PCA, and Kalman filtering.

Bayesian Neural Networks (BNNs) offer opportunities for greatly enhancing the trustworthiness of conventional neural networks by monitoring the uncertainties in decision-making. A significant drawback for BNN inference at the extreme edge, however, is the imperative need to incorporate Gaussian Random Number Generators (GRNG) within each neuron. State-of-the-art GRNG algorithms heavily depend on multiple arithmetic operations and the use of extensive look-up tables, posing significant implementation challenges for ultra-low power hardware implementations. To overcome this, this paper presents an innovative binary tree random number generator (TreeGRNG) allowing the use of ultra-low-cost constant comparators instead of arithmetic units. We further enhance the TreeGRNG proposal with a set of hardware-aware optimizations exploiting the Gaussian properties. The optimized TreeGRNG surpasses the State-of-the-Art (SoTA) in terms of distribution accuracy while achieving a 3.7$\times$ reduction in energy per sample and boosting the throughput per unit area by 5.8$\times$. Moreover, our TreeGRNG proposal possesses a distinct advantage over the current SoTA in terms of flexibility, as it easily enables designers to adjust the shape of the sampled probability distribution, extending beyond the capabilities of traditional GRNGs, opening the horizon towards future probabilistic AI designs. The TreeGRNG design is available open-source in the link

Modern deep learning models remain notoriously prone to overconfidence, limiting their reliability in high-stakes applications. Bayesian methods aim to counter this by learning a distribution over model parameters, and recent advances now make this feasible for large-scale architectures at costs comparable to AdamW. However, a challenge remains at test time: predictions must be averaged across many forward passes with weights sampled from the posterior, which is prohibitively expensive. Variance propagation offers an efficient alternative, computing layer-wise analytical approximations of uncertainty in a single forward pass. While such techniques are effective for MLPs, their extension to modern architectures remains challenging, due to increased depth and diversity of layer types. To fill this gap, we propose Calibrated Variance Propagation (CVP), which introduces a new propagation method for normalization layers, combines it with recent techniques for handling activation functions, and absorbs residual error through a light calibration step. CVP yields comparably accurate uncertainty estimates to MC sampling across transformers and CNNs, at a fraction of the cost. Against prior variance propagation work, CVP improves coverage at $0.5\%$ risk from $8.2\%$ to $14.6\%$ with BEiT-3 on Visual Reasoning (NLVR2) and from $2.6\%$ to $10.8\%$ with ViLT on VQAv2, with gains extending to convolutional architectures.

Steerable convolutional neural networks (Steerable-CNNs) guarantee SE(3)-equivariance by parameterizing kernels as linear combinations of steerable basis functions, but their deterministic nature precludes uncertainty quantification - limiting their use in settings where confidence estimates are essential. We propose a Bayesian Steerable-CNN that places posterior distributions over the basis coefficients, yielding stochastic kernels while preserving equivariance exactly. The loss function of the model is obtained via variational inference and minimized by Bayes-by-Backpropagation. The framework admits a decomposition of predictive uncertainty into epistemic and aleatoric components. Empirically, the model attains competitive classification accuracy alongside an expected calibration error of 0.0263 and outperforms its deterministic counterpart by up to 6.17% under distributional shift induced by additive Gaussian noise. Furthermore, we leverage the model's uncertainty estimates to enhance its performance significantly, achieving a notable gain - approximately 4% higher accuracy across 84% of the test dataset. A statistically significant negative correlation between epistemic uncertainty and prediction error confirms that the learned posterior variance is semantically meaningful. The framework unifies Bayesian uncertainty quantification with the inductive bias of equivariant CNNs.

This thesis investigates how Bayesian principles can deepen our understanding of modern deep learning systems. While neural networks achieve remarkable predictive performance, their ability to generalize and to quantify uncertainty remains only partly understood. This thesis approaches this challenge from both methodological and theoretical angles: unifying Bayesian inference, function-space modeling, and large-deviation theory under a common probabilistic perspective. On the methodological side, the thesis introduces the Deep Variational Implicit Process (DVIP), a scalable Bayesian framework that extends implicit processes to deep architectures. Complementing this, two post-hoc methods -- the Variational Linearized Laplace Approximation (VaLLA) and the Fixed-Mean Gaussian Process (FMGP) -- are proposed to equip pretrained deterministic networks with calibrated uncertainty estimates. The theoretical contributions focus on one of the central open questions in modern machine learning: why do large, over-parameterized neural networks generalize so well? To address this, the thesis develops a unified probabilistic framework that connects three key mechanisms -- diversity, smoothness, and stochasticity -- within the language of PAC-Bayesian and large-deviation theory.

Vessel trajectory prediction from Automatic Identification System (AIS) data is essential for maritime situational awareness, yet it remains challenging due to irregular sampling, missing reports, and complex dynamics. Beyond accurate point forecasts, maritime applications also demand well-calibrated uncertainty estimates for reliable decision-making. Bayesian Neural Ordinary Differential Equations (ODEs) offer a principled framework for continuous-time trajectory modeling with uncertainty quantification by placing a prior over the neural vector field parameters. However, the commonly used isotropic Gaussian weight prior fails to encode informative structural properties of vessel dynamics, such as smoothness and locality. Existing function-space Bayesian neural network methods address this limitation for static mappings, but do not transfer directly to Neural ODEs, where the primary quantity of interest is the trajectory rather than the vector field itself. In principle, one could place a Gaussian process (GP) prior directly over ODE solutions, but this requires propagating distributions through a nonlinear ODE solver, which is analytically intractable. To address this challenge, we adopt a practical approach that imposes a GP-kernel-based prior directly on the vector field evaluated at a finite set of measurement points. Specifically, we augment the standard weight-space variational objective with a kernel-based regularizer that penalizes deviations of the vector field from the structure implied by a GP prior. To handle long and irregular AIS trajectories, we further combine this function-space regularization with probabilistic multiple shooting, which decouples inference across temporal segments while maintaining global consistency.

As neural networks are increasingly deployed in safety-critical domains, testing is essential to evaluate and improve their reliability. Existing testing methods, whether black-box or white-box, primarily use global mutation or coverage-guided strategies, both of which struggle to efficiently uncover diverse model failures while remaining proximate to the original data distribution and semantics. We propose BayesWarp, a testing framework that addresses this limitation by mutating decision-critical input regions identified via interpretable saliency techniques and adaptively guiding the testing process using an uncertainty-aware Bayesian Optimization strategy, enabling the discovery of diverse failures while preserving distributional and semantic proximity to the original data. Evaluation on MNIST, CIFAR-10, and ImageNet across six neural network models shows that BayesWarp improves failure discovery, failure diversity, test case quality, and critical neuron coverage under a fixed mutation budget. These results demonstrate that BayesWarp improves testing effectiveness. Moreover, fine-tuning with the generated failure cases leads to improvements in model performance.

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. However, modern-sized datasets have made overparameterized deep networks the preferred methods of choice due to their predictive power and favorable computational scaling. While many posterior approximations exist, all incur approximation errors. Recent work accounts for this error in the form of computational uncertainty but comes at the cost of quadratic complexity and assumes fixed model hyperparameters. Here we extend this development to model selection, including a novel training loss and optimization scheme, which yields tractable inference in large state-spaces. We introduce a framework, the Computation-Aware State-Space Model (CASSM), specifically designed for the scale-imbalanced regime, where the number of trials is significantly lower than the number of recorded neurons. In this regime, for both synthetic and real data, we show that our method is competitive with data-hungry deep networks, with significantly improved uncertainty calibration over previous attempts to scale Bayesian methods. Our experiments provide a roadmap to neuroscience researchers in choosing from a host of potential dynamical latent variable models given key dataset properties and constraints.

A central aim of deep learning theory is to characterize how neural networks make predictions in the regime of simultaneously large model and training set size. Since the limits of diverging number of model parameters and dataset size do not commute it is not clear a priori what limits exist. In this work, we shed new light on these questions by studying Bayesian inference in deep non-linear MLPs in the regime where the number of training samples ($P$), the input dimension ($N_0$), the hidden layer width ($N$), and the number of hidden layers ($L$) can all be large. We build on the Neural Covariance SDE (Li et al., 2022) to analyze predictive posteriors in the regime where $LP/N\inΘ(1)$, playing the role of an effective network depth. Our framework covers both smooth and ReLU activation functions and applies to arbitrary temperature. We find to first order in $LP/N$ a simple criterion for which data generating processes benefit from depth in the sense that larger $LP/N$ increases the Bayesian model evidence. We also give a novel derivation of a prior result from the physics literature that at least to first order in $LP/N$, the Bayesian predictive posterior is remarkably simple and is simply equivalent to that of a data-dependent kernel method.

Always-on edge systems must keep learning as conditions change under tight compute budgets and must detect unreliable predictions. Bayesian binary neural networks are attractive in this setting, but mean-field Bernoulli posteriors can saturate on long non-stationary streams, wiping out epistemic uncertainty and freezing plasticity. We propose BiMU, derived from a bounded-memory variational objective that balances stability, plasticity, and forgetting. BiMU combines a data term with controlled relaxation toward the prior and an uncertainty-dependent step size that prevents saturation and sustains informative uncertainty. This non-degenerate posterior enables fully online, buffer-free active querying via Monte Carlo disagreement, reducing label queries and backpropagation updates under imbalance. BiMU sustains learning and strong OOD detection on 1000-tasks Permuted-MNIST, and on OpenLORIS-Object achieves up to 32$\times$ label/update savings at matched accuracy under class imbalance and feature compression.

The scaling limit where both the size of the training set $P$ and the width $N$ of a deep neural network grow at the same rate, the so-called proportional-width regime, has been intensely studied for shallow, single-hidden-layer networks. However, extending these non-perturbative results from shallow architectures to deep non-linear networks has proven very challenging. Here we present an effective approximate approach to predict the generalization performance of Bayesian multi-layer perceptrons (MLPs) of fixed depth $L$ on arbitrary high-dimensional data. We propose an equivalent Wishart Ansatz to capture the dominant stochastic fluctuations of the hierarchical empirical kernels of MLPs. This allows us to perform a large deviation analysis for the partition function of MLPs in the proportional limit, expressed in terms of a renormalized NNGP kernel. In this description, even strong representation learning in the proportional limit is encoded in at most $L$ scalar order parameters, determined self-consistently. Extending the approach to convolutional architectures (CNNs), we identify a hierarchical local kernel renormalization mechanism, which allows to quantify more complex data-dependent transformations of the large-width kernel in CNNs due to finite-width effects. We test our effective theory against sampling experiments from the Bayesian posterior of finite deep neural networks with depths $L \sim O(10)$ and $P\sim O(10^3)$ on classic benchmark datasets, finding overall very good agreement together with two distinct types of systematic deviations.

Gaussian processes (GPs) provide a principled Bayesian framework for uncertainty estimation, but their computational complexity severely limits scalability to large datasets. We propose SIKA-GP, which accelerates GP inference using sparse inducing kernel approximations based on a dyadic ordered template basis, incurring only ${O}(\log M)$ complexity dependence on the number of inducing points. Our approach constructs compact and expressive kernel representations from sparsely activated bases, enabling efficient tensorized GPU computation and seamless integration with modern large-scale models. SIKA-GP can be naturally embedded into Bayesian neural networks (BNNs) with sparse activations, yielding significant speedups in both training and inference without sacrificing predictive performance. The method naturally extends to deep feature learning, addressing the scalability challenges introduced by deep architectures and high-dimensional feature representations. Empirical results on vision and transformer-based language benchmarks demonstrate that our approach consistently delivers fast and accurate GP models, providing a principled path toward scalable kernel learning.

Reliable uncertainty quantification in continuous-time (CT) representation learning remains nascent, particularly within CT attention literature. We introduce the Neuronal Stochastic Attention Circuit (NSAC), a novel biologically-inspired CT attention architecture that reformulates attention logit computation as the solution of an Ornstein-Uhlenbeck stochastic differential equation modulated by input-dependent, nonlinear interlinked gates derived from repurposed C. elegans Neuronal Circuit Policies (NCPs) wiring mechanism. It induces a Gaussian distribution over logits that propagates principled stochasticity through a logistic-normal distribution over attention weights to yield probabilistic output. A two-term objective function combining Gaussian negative log-likelihood with an epistemic-separation regularizer enforces higher predictive variance under distributional shifts and enables joint quantification of aleatoric and epistemic uncertainty. Theoretically, we provide: (i) state stability bounds; (ii) closed-form guarantees; and (iii) frozen-coefficient error approximation. Empirically, we implement NSAC in a diverse set of learning tasks including: (i) irregular CT function approximation; (ii) multivariate regression; (iii) long-range forecasting; (iv) Industry 4.0; and (v) lane-keeping of autonomous vehicles. We observe that NSAC remains competitive against several baselines in terms of accuracy and produces informative uncertainty estimates while being interpretable at the neuronal cell level.

Epistemic uncertainty is often viewed as a reducible uncertainty that vanishes with increasing data. This perspective implicitly assumes parameter identifiability and equates epistemic uncertainty with predictive variability. In overparametrized neural networks, however, model parameters are typically non-identifiable due to symmetries and redundant representations. As a consequence, substantial parameter uncertainty can persist even when the underlying function is fully identified. In this work, we analyze epistemic uncertainty through the lens of non-identifiability and characterize both discrete and continuous sources of residual uncertainty. Focusing on one-hidden-layer ReLU networks, we thoroughly analyze the resulting posterior structure and validate our theoretical insights through empirical studies.

Human decision-making is sequential and uncertainty-aware, yet standard neural networks often rely on static, dense forward computation with limited visibility into evidence acquisition, uncertainty evolution, or when computation should stop. We introduce \textbf{Neural Bayesian Sequential Routing (NBSR)}, a framework that models neural inference as active evidence accumulation over a hierarchical Directed Acyclic Graph (DAG). Within a Dirichlet--Categorical conjugate framework, neural experts query a persistent global knowledge oracle to extract positive evidence vectors, which act as pseudo-counts and update a Dirichlet belief state by exact conjugate addition. Coupled with a Gumbel-Softmax Straight-Through estimator, this update enables hard, path-dependent routing while preserving surrogate gradients for end-to-end training. The resulting Dirichlet precision and entropy provide mechanisms for uncertainty quantification, entropy-based early exiting, OOD abstention, and cost-aware evidence acquisition. We prove that, under strictly positive evidence extraction, total Dirichlet precision increases monotonically along any valid trajectory and marginal predictive variance is bounded, formalizing sequential ``hypothesis sharpening''; under idealized capacity and optimization assumptions, the terminal Dirichlet expectation recovers the Bayes-optimal conditional distribution. Empirical evaluations across visual categorization, structured medical diagnosis, language modeling, partially observable control, and cost-aware Bayesian experimental design show that NBSR achieves competitive predictive performance while providing transparent routing traces, path-dependent evidence attribution, uncertainty-aware decision control, and resource-rational inference. Overall, NBSR offers a mathematically grounded framework for interpretable, modular, and resource-rational agentic AI.

Traditional neural networks provide deterministic predictions without inherent uncertainty estimates. While Bayesian Neural Networks (BNNs) offer a principled approach to uncertainty quantification, their computational complexity limits scalability. Monte Carlo (MC) Dropout, initially introduced as a regularization technique, has been shown to approximate Bayesian inference by enabling probabilistic modeling through multiple stochastic forward passes. In this work, we enhance uncertainty estimation in deep learning by integrating a Dirichlet-based framework within MC Dropout. Specifically, we leverage the formulation proposed by Sensoy et al. (2018), where class probabilities are modeled using a Dirichlet distribution, allowing for a more informative uncertainty representation. The proposed approach maintains the computational efficiency of MC Dropout while improving the quality of uncertainty estimates. We discuss the theoretical foundations of our method and compare it with existing uncertainty quantification techniques. The results highlight the effectiveness of the proposed method in producing well-calibrated uncertainty estimates, offering a practical solution for uncertainty-aware deep learning models.

The practical adoption of sampling-based inference (SAI) in Bayesian neural networks (BNNs) remains limited, partly due to persistent misconceptions about the feasibility and efficiency of sampling. This position paper argues that SAI has achieved computational parity with optimization-based methods and is at the verge of superseding such methods for effective and efficient inference in BNNs. This development should be in the interest of the whole community, promoting BNNs as a principled paradigm with its long-standing yet unfulfilled promise of providing principled uncertainty quantification for neural networks. SAI can even do more -- yielding superior prediction performance through model averaging, serving as the foundation for a plethora of possible downstream tasks, and providing crucial insights into the landscape of BNNs. In order to make such a change happen and unfold the potential of sampling, overcoming current misconceptions is a necessary first step. The next step is to realign research efforts toward addressing remaining challenges in SAI. In particular, the community must focus on two core problems: sufficient exploration of the posterior landscape and high-fidelity distillation of posterior samples for efficient downstream inference. By addressing conceptual and practical obstacles, we can unlock the full potential of SAI and establish it as a central tool in Bayesian deep learning.

Post-hoc explainable AI (XAI) methods typically produce deterministic attribution maps, whereas Bayesian neural networks (BNNs) induce a distribution over explanations. Capturing the variability of this distribution is important for uncertainty-aware decision-making. This paper formalises the \emph{explanation distribution} as the push-forward measure of the BNN posterior through any Lipschitz-continuous attribution operator. It further proposes the uncertainty-aware relevance attribution operator (UA-RAO), a general family of operators that summarises the explanation distribution using the mean, variance, coefficient of variation, quantiles, and set-theoretic aggregation measures. Theoretical support is provided through Monte Carlo accessibility and Wasserstein approximation bounds. The framework is evaluated on a 15-class power quality disturbance (PQD) classification benchmark, comparing three BNN approximations paired with three attribution operators using relevance mass accuracy and intersection-over-union as localisation metrics. Results show that deep ensembles with the mean UA-RAO improve localisation over the deterministic baseline, while other UA-RAO summaries reveal uncertainty patterns absent from point-estimate attributions. Qualitative results on measured signals further suggest that these patterns generalise beyond the synthetic training distribution. The framework is domain-agnostic and can be applied to any BNN paired with a Lipschitz-continuous attribution operator.

Backpropagation with gradient descent is a common optimization strategy employed by most neural network architectures in machine learning. However, finding optimal hyperparameters to guide training has proven challenging. While it is widely acknowledged that selecting appropriate parameters is crucial for avoiding overfitting and achieving unbiased outcomes, this choice remains largely based on empirical experiments and experience. This paper presents a new probabilistic framework for the learning rate, a key parameter in stochastic gradient descent. The framework develops classic Bayesian statistics into a double-Bayesian decision mechanism involving two antagonistic Bayesian processes. A theoretically optimal learning rate can be derived from these two processes and used for stochastic gradient descent. Experiments across various classification, segmentation, and detection tasks corroborate the practical significance of the theoretically derived learning rate. The paper also discusses the ramifications of the proposed double-Bayesian framework for network training and model performance.

Federated Bayesian neural networks require fixing a prior on the model parameters together with a likelihood. Eliciting meaningful priors on the weight space of modern overparameterized models is notoriously difficult, and misspecification of either component can severely degrade accuracy and calibration. Motivated by the rapid progress of predictive models such as large language models, the martingale posterior, also known as predictive Bayes, replaces the prior--likelihood pair with a predictive distribution and recovers parameter uncertainty by repeatedly drawing predictive samples and refitting the model. A direct federated implementation, however, would require clients to share the local data sets. This letter proposes {federated martingale posterior} (FMP) sampling, a one-shot embarrassingly parallel protocol in which each client uploads a small set of trainable data embeddings and the server runs the predictive sampler centrally. Experiments on MNIST, CIFAR-10, and CIFAR-100 show that FMP closely matches the centralized counterpart and significantly improves calibration over consensus-style baselines.

Approximate Bayesian inference typically revolves around computing the posterior parameter distribution. In practice, however, the main object of interest is often a model's predictions rather than its parameters. In this work, we propose to bypass the parameter posterior and focus directly on approximating the posterior predictive distribution. We achieve this by drawing inspiration from self-training within self-supervised and semi-supervised learning. Essentially, we quantify a Bayesian model's predictive uncertainty by refitting on self-predicted data. The idea is strikingly simple: If a model assigns high likelihood to self-predicted data, these predictions are of low uncertainty, and vice versa. This yields a deterministic, sampling-free approximation of the posterior predictive. The modular structure of our Self-Supervised Laplace Approximation (SSLA) further allows us to plug in different prior specifications, enabling classical Bayesian sensitivity (w.r.t. prior choice) analysis. In order to bypass expensive refitting, we further introduce an approximate version of SSLA, called ASSLA. We study (A)SSLA both theoretically and empirically in regression models ranging from Bayesian linear models to Bayesian neural networks. Across a wide array of regression tasks with simulated and real-world datasets, our methods outperform classical Laplace approximations in predictive calibration while remaining computationally efficient.

We study posterior contraction rates for sparse Bayesian Kolmogorov-Arnold networks (KANs) over anisotropic Besov spaces, providing a statistical foundation of KANs from a Bayesian point of view. We show that sparse Bayesian KANs equipped with spike-and-slab-type sparsity priors attain the near-minimax posterior contraction. In particular, the contraction rate depends on the intrinsic anisotropic smoothness of the underlying function. Moreover, by placing a hyperprior on a single model-size parameter, the resulting posterior adapts to unknown anisotropic smoothness and still achieves the corresponding near-minimax rate. A distinctive feature of our results, compared with those for standard sparse MLP-based models, is that the KAN depth can be kept fixed: owing to the flexibility of learnable spline edge functions, the required approximation complexity is controlled through the network width, spline-grid range and size, and parameter sparsity. Our analysis develops theoretical tools tailored to sparse spline-edge architectures, including approximation and complexity bounds for Bayesian KANs. We then extend to compositional Besov spaces and show that the contraction rates depend on layerwise smoothness and effective dimension of the underlying compositional structure, thereby effectively avoiding the curse of dimensionality. Together, the developed tools and findings advance the theoretical understanding of Bayesian neural networks and provide rigorous statistical foundations for KANs.

The EU Artificial Intelligence Act (Regulation 2024/1689), fully applicable to high-risk systems from August 2026, creates urgent demand for AI architectures that are simultaneously trustworthy, transparent, and feasible to deploy on resource-constrained edge devices. Brain-like neural networks built on the Bayesian Confidence Propagation Neural Network (BCPNN) formalism have re-emerged as a credible alternative to backpropagation-driven deep learning. They deliver state-of-the-art unsupervised representation learning, neuromorphic-friendly sparsity, and existing FPGA implementations that target edge deployment. Despite this momentum, no systematic framework exists for explaining BCPNN decisions -- a gap the present paper fills. We argue that BCPNN is, in the sense of Rudin's interpretable-by-design agenda, an inherently transparent model whose architectural primitives map directly onto established explainable-AI (XAI) families. We make four contributions. First, we propose the first XAI taxonomy for BCPNN. It maps weights, biases, hypercolumn posteriors, structural-plasticity usage scores, attractor dynamics, and input-reconstruction populations onto attribution, prototype, concept, counterfactual, and mechanistic explanation modalities. Second, we introduce sixteen architecture-level explanation primitives (P1--P16), several without analogue in standard ANNs. We provide closed-form algorithms for computing each from quantities the model already maintains. Third, we introduce five design-time Configuration-as-Explanation primitives (Config-P1 to Config-P5) that treat BCPNN hyperparameter choices as an auditable pre-deployment explanation artifact. Fourth, we sketch a roadmap for integration into industrial IoT deployments and discuss EU AI Act alignment, edge feasibility, and Industry 5.0 implications.

Bayesian neural networks are typically trained against the evidence lower bound (ELBO), whose Jensen gap closes only when the variational posterior is exact. We instead train by local consistency: gradient descent on the Bethe free energy, driving the belief at every factor toward agreement with its neighbours rather than placing a loss on the output. The resulting objective scores each observation by its own predictive density: a strictly proper rule whose optimum is the true conditional, for any likelihood with a tractable predictive convolution. Instantiated with a Gaussian last layer over a deterministic backbone, exact inference appears as one known corner: the neural-linear marginal likelihood. That corner is evidence-optimal; the shared-cavity, free-routed interior is predictive-optimal, improving NLL and calibration over it. This instance, SCROLL (Shared-Cavity fRee-rOuting Last-Layer), is a single-pass Bayesian neural network: batchable, any-likelihood, and implicitly empirical-Bayes-prior precision, observation noise, covariance, and backbone fit in one gradient pass. Prior work enters the interior only through the ELBO and its Jensen gap, even in this conjugate setting. At a single training run and forward pass per architecture-where the validation-tuned conventional references cross-validate $λ$ and ensembles pay $5$-$50\times$ at inference-a fixed SCROLL variant is best-or-tied on NLL and calibration on 7/8 UCI regression benchmarks, and best on 4/5 across three large tabular datasets (up to 515k examples) and two frozen text/vision embeddings.

Quantifying uncertainty in neural network predictions is essential for high-stakes domains such as autonomous driving, healthcare, and manufacturing. While existing approaches often depend on costly sampling or restrictive distributional assumptions, we propose Hyperspherical Confidence Mapping (HCM), a simple yet principled framework for sampling-free and distribution-free uncertainty estimation. HCM decomposes outputs into a magnitude and a normalized direction vector constrained to lie on the unit hypersphere, enabling a novel interpretation of uncertainty as the degree of violation of this geometric constraint. This yields deterministic and interpretable estimates applicable to both regression and classification. Experiments across diverse benchmarks and real-world industrial tasks demonstrate that HCM matches or surpasses ensemble and evidential approaches, with far lower inference cost and stronger confidence-error alignment. Our results highlight the power of geometric structure in uncertainty estimation and position HCM as a versatile alternative to conventional techniques.

Uncertainty estimation is essential for robust decision-making in the presence of ambiguous or out-of-distribution inputs. Gaussian Processes (GPs) are classical kernel-based models that offer principled uncertainty quantification and perform well on small- to medium-scale datasets. Alternatively, formulating the weight space learning problem under tensor network assumptions yields scalable tensor network kernel machines. However, these assumptions break Gaussianity, complicating standard probabilistic inference. This raises a fundamental question: how can tensor network kernel machines provide principled uncertainty estimates? We propose a novel Bayesian Tensor Network Kernel Machine (LA-TNKM) that employs a (linearized) Laplace approximation for Bayesian inference. A comprehensive set of numerical experiments shows that the proposed method consistently matches or surpasses Gaussian Processes and Bayesian Neural Networks (BNNs) across diverse UCI regression benchmarks, highlighting both its effectiveness and practical relevance.

Machine Learning is becoming more prevalent in science and engineering, but many approaches do not provide meaningful uncertainty estimates and predictions may also violate known physical knowledge. We propose a Bayesian framework to embed linear relationships across inputs and outputs into the learning process, whilst characterizing full predictive uncertainty over both the model parameters and the domain knowledge. We evaluated our method on learning the single particle battery model subject to voltage and energy balances, showing its ability to provide reduced credible intervals and constraint violations compared to standard Bayesian neural networks based on variational inference.

Neural activation coverage (NAC) is a recently-proposed technique for out-of-distribution detection and generalization. We build upon this promising foundation and extend the method to work as an uncertainty estimation technique for already-trained artificial neural networks in the domain of regression. Our experiments confirm NAC uncertainty scores to be more meaningful than other techniques, e.g. Monte-Carlo Dropout.

The problem of probabilistic verification of a neural network investigates the probability of satisfying the safe constraints in the output space when the input is given by a probability distribution. It is significant to answer this problem when the input is affected by disturbances often modeled by probabilistic variables. In the paper, we propose a novel neural network probabilistic verification framework which computes a guaranteed range for the safe probability by efficiently finding safe and unsafe probabilistic hulls. Our approach consists of three main innovations: (1) a state space subdivision strategy using regression trees to produce probabilistic hulls, (2) a boundary-aware sampling method which identifies the safety boundary in the input space using samples that are later used for building regression trees, and (3) iterative refinement with probabilistic prioritization for computing a guaranteed range for the safe probability. The accuracy and efficiency of our approach are evaluated on various benchmarks including ACAS Xu and a rocket lander controller. The result shows an obvious advantage over the state of the art.

Complex-Valued Neural Networks (CVNNs) have significant advantages in handling tasks that involve complex numbers. However, existing CVNNs are unable to quantify predictive uncertainty. We propose, for the first time, dropout-based Bayesian Complex-Valued Neural Networks (BayesCVNNs) to enable uncertainty quantification for complex-valued applications, exhibiting broad applicability and efficiency for hardware implementation due to modularity. Furthermore, as the dual-part nature of complex values significantly broadens the design space and enables novel configurations based on layer-mixing and part-mixing, we introduce an automated search approach to effectively identify optimal configurations for both real and imaginary components. To facilitate deployment, we present a framework that generates customized FPGA-based accelerators for BayesCVNNs, leveraging a set of optimized building blocks. Experiments demonstrate the best configuration can be effectively found via the automated search, attaining higher performance with lower hardware costs compared with manually crafted models. The optimized accelerators achieve approximately 4.5x and 13x speedups on different models with less than 10% power consumption compared to GPU implementations, and outperform existing work in both algorithm and hardware aspects. Our code is publicly available at: https://github.com/zehuanzhang/BayesCVNN.git.

Existing methods for quantifying predictive uncertainty in neural networks are either computationally intractable for large language models or require access to training data that is typically unavailable. We derive a lightweight alternative through two approximations: a first-order Taylor expansion that expresses uncertainty in terms of the gradient of the prediction and the parameter covariance, and an isotropy assumption on the parameter covariance. Together, these yield epistemic uncertainty as the squared gradient norm and aleatoric uncertainty as the Bernoulli variance of the point prediction, from a single forward-backward pass through an unmodified pretrained model. We justify the isotropy assumption by showing that covariance estimates built from non-training data introduce structured distortions that isotropic covariance avoids, and that theoretical results on the spectral properties of large networks support the approximation at scale. Validation against reference Markov Chain Monte Carlo estimates on synthetic problems shows strong correspondence that improves with model size. We then use the estimates to investigate when each uncertainty type carries useful signal for predicting answer correctness in question answering with large language models, revealing a benchmark-dependent divergence: the combined estimate achieves the highest mean AUROC on TruthfulQA, where questions involve genuine conflict between plausible answers, but falls to near chance on TriviaQA's factual recall, suggesting that parameter-level uncertainty captures a fundamentally different signal than self-assessment methods.

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. The recent success of deep neural networks and foundation models has now given rise to a new paradigm in statistical modeling, in which Bayesian inference can be amortized through large-scale learned predictors. In amortized inference, substantial computation is required at the beginning to train a neural network, but it can subsequently produce approximate posteriors or predictions at much lower computational cost across a wide range of tasks. While the typical Bayesian inference procedures are computationally expensive due to repeated likelihood calculations and Monte Carlo steps for each new dataset, amortized inference provides a much lower computational cost at deployment. Despite the growing popularity of amortized inference, its statistical interpretation and position within Bayesian inference remain poorly explored. In this paper, we present a statistical perspective on several major neural architectures, including feedforward networks, Deep Sets, and Transformers, and examine how they naturally support amortized Bayesian inference. We explore how these models perform structured approximation and also probabilistic reasoning in ways that yield controlled generalization error throughout a wide range of deployment scenarios, and how these properties can be harnessed for Bayesian computation. Via simulation studies, we evaluate the accuracy, robustness, and uncertainty quantification of amortized inference across varying sample sizes, varying noise distributional families, varying sparsity levels, and multimodality, highlighting its strengths and limitations.

Modeling natural phenomena with artificial neural networks (ANNs) often provides highly accurate predictions. However, ANNs often suffer from over-parameterization, complicating interpretation and raising uncertainty issues. Bayesian neural networks (BNNs) address the latter by representing weights as probability distributions, allowing for predictive uncertainty evaluation. Latent binary Bayesian neural networks (LBBNNs) further handle structural uncertainty and sparsify models by removing redundant weights. This article advances LBBNNs by enabling covariates to skip to any succeeding layer or be excluded, simplifying networks and clarifying input impacts on predictions. This further allows us to learn simpler structures (e.g., linear or even constant intercept only models) when appropriate. Furthermore, the input-skip LBBNN (ISLaB) approach reduces network density significantly compared to standard LBBNNs, achieving over 99% reduction for small networks and over 99.9% for larger ones, while still maintaining high predictive accuracy and uncertainty quantification. For example, on MNIST, we reached 97% accuracy and great calibration with just 935 weights, reaching state-of-the-art for compression of neural networks. Furthermore, the proposed method accurately identifies the true covariates and adjusts for system non-linearity. The main contribution is the introduction of active paths, enhancing directly designed global and local explanations within the LBBNN framework. The latter are exact with theoretical guarantees and do not require post hoc external tools.