Bayesian deep learning with multilevel trace-class neural networks

DOI10.1137/23M1544738MaRDI QIDQ6938077zbMATH OpenFDO

Authors Neil K. Chada, Ajay Jasra, K. J. H. Law, Sumeetpal S. Singh

Publication date 26 August 2025

Published in SIAM Journal on Mathematics of Data Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/23M1544738

zbMATH Keywords

deep neural networksmultilevel Monte Carloreinforcement learningsequential Monte Carlotrace-class

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20) Neural nets and related approaches to inference from stochastic processes (62M45) Learning and adaptive systems in artificial intelligence (68T05) Stochastic learning and adaptive control (93E35)

Cites work

• A multi-level procedure for enhancing accuracy of machine learning algorithms
• Adaptive tuning of Hamiltonian Monte Carlo within sequential Monte Carlo
• Aleatoric and epistemic uncertainty in machine learning: an introduction to concepts and methods
• Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning
• An introduction to computational stochastic PDEs
• Bayesian network classifiers
• Deep learning
• Deep learning: a Bayesian perspective
• scientific article; zbMATH DE number 2000348 (Why is no real title available?)
• scientific article; zbMATH DE number 2061729 (Why is no real title available?)
• scientific article; zbMATH DE number 2106098 (Why is no real title available?)
• scientific article; zbMATH DE number 7626793 (Why is no real title available?)
• Large deviations asymptotics and the spectral theory of multiplicatively regular Markov proces\-ses
• MCMC methods for functions: modifying old algorithms to make them faster
• Multi-index Monte Carlo: when sparsity meets sampling
• Multilayer feedforward networks are universal approximators
• Multilevel Monte Carlo methods
• Multilevel Monte Carlo Path Simulation
• Multilevel Particle Filters
• Multilevel sequential Monte Carlo samplers
• Multilevel sequential Monte Carlo with dimension-independent likelihood-informed proposals
• Multilevel sequential Monte Carlo: Mean square error bounds under verifiable conditions
• On adaptive resampling strategies for sequential Monte Carlo methods
• On the optimality of the simple Bayesian classifier under zero-one loss
• Pattern recognition and machine learning.
• Probabilistic machine learning. An introduction
• Sequential Monte Carlo Samplers
• The elements of statistical learning. Data mining, inference, and prediction
• Unbiased estimation of the gradient of the log-likelihood in inverse problems
• Wide neural networks with bottlenecks are deep Gaussian processes

This page was built for publication: Bayesian deep learning with multilevel trace-class neural networks

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6938077)