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stat.ML2023
AdamMCMC: Combining Metropolis Adjusted Langevin with Momentum-based Optimization
Sebastian Bieringer, Gregor Kasieczka, Maximilian F. Steffen +1
Uncertainty estimation is a key issue when considering the application of deep neural network methods in science and engineering. In this work, we introduce a novel algorithm that…
stat.ML2023
The surrogate Gibbs-posterior of a corrected stochastic MALA: Towards uncertainty quantification for neural networks
Sebastian Bieringer, Gregor Kasieczka, Maximilian F. Steffen +1
MALA is a popular gradient-based Markov chain Monte Carlo method to access the Gibbs-posterior distribution. Stochastic MALA (sMALA) scales to large data sets, but changes the targ…