Bayesian Computation in Deep Learning

This review paper is intended for the 2nd edition of the Handbook of Markov chain Monte Carlo. We provide an introduction to approximate inference techniques as Bayesian computation methods applied to deep learning models. We organize the chapter by presenting popular computational methods for Bayesian neural networks and deep generative models, explaining their unique challenges in posterior inference as well as the solutions.

@article{chen2025_2502.18300,
  title={ Bayesian Computation in Deep Learning },
  author={ Wenlong Chen and Bolian Li and Ruqi Zhang and Yingzhen Li },
  journal={arXiv preprint arXiv:2502.18300},
  year={ 2025 }
}