Geometric Bayesian Inference
Background Bayesian neural networks is a principled technique to learn the function that maps input to output, while quantifying the uncertainty of the problem. Due to the computational complexity exact inference is prohibited and among several approaches Laplace approximation is a rather simple but yet effective way for approximate inference [1]. Recently, a geometric extension relying on Riemannian manifolds has been proposed that enables Laplace approximation to adapt to the local structure of the posterior [2]....