Search arXivSearch

arXiv · 2510.25001

Bayesian Neural Networks vs. Mixture Density Networks: Theoretical and Empirical Insights for Uncertainty-Aware Nonlinear Modeling

Abstract

This paper investigates two prominent probabilistic neural modeling paradigms: Bayesian Neural Networks (BNNs) and Mixture Density Networks (MDNs) for uncertainty-aware nonlinear regression. While BNNs incorporate epistemic uncertainty by placing prior distributions over network parameters, MDNs directly model the conditional output distribution, thereby capturing multimodal and heteroscedastic data-generating mechanisms. We present a unified theoretical and empirical framework comparing these approaches. On the theoretical side, we derive convergence rates and error bounds under Hölder smoothness conditions, showing that MDNs achieve faster Kullback-Leibler (KL) divergence convergence due to their likelihood-based nature, whereas BNNs exhibit additional approximation bias induced by variational inference. Empirically, we evaluate both architectures on synthetic nonlinear datasets and a radiographic benchmark (RSNA Pediatric Bone Age Challenge). Quantitative and qualitative results demonstrate that MDNs more effectively capture multimodal responses and adaptive uncertainty, whereas BNNs provide more interpretable epistemic uncertainty under limited data. Our findings clarify the complementary strengths of posterior-based and likelihood-based probabilistic learning, offering guidance for uncertainty-aware modeling in nonlinear systems.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Riddhi Pratim Ghosh, Ian Barnett. 2025-10-28. Bayesian Neural Networks vs. Mixture Density Networks: Theoretical and Empirical Insights for Uncertainty-Aware Nonlinear Modeling. https://arxiv.org/abs/2510.25001

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Fast inversion of the generalized Fisher transformation of correlation matrices

The generalized Fisher transformation maps a non-singular correlation matrix to an unconstrained real vector through the off-diagonal elements of its matrix logarithm. Evaluating its inverse is a computational bottleneck in dynamic correlation and multivariate volatility models. We develop a fast inversion algorithm by characterizing the unknown diagonal as the minimizer of a smooth, strictly convex, and coercive objective. An explicit Hessian and global spectral bounds identify the standard fixed-point iteration as a quasi-Newton method and explain why it can converge slowly near singularity. Every fixed-point step decreases the objective, and the iteration converges from every starting point. These results motivate GFT-FP+N, a hybrid of fixed-point and matrix-free Newton steps that never forms the Jacobian. In benchmarks with up to 1,000 replications per design and dimensions up to 800, GFT-FP+N reduces computation time by up to a factor of forty-five relative to the fixed-point iteration and converged in every replication, including on designs where Broyden's method almost always fails. Julia and R packages are provided.

stat.CO

Exact Simulation of Diffusions via Brownian Bridge Range Reconstruction

We develop an exact simulation algorithm for scalar diffusion paths and diffusion bridges when the Poisson potential is unbounded in both tails. The method reconstructs the realized range of a Brownian bridge proposal by sampling its maximum and location, together with the maxima and locations of the two adjacent restricted Brownian meanders. Conditional on this finite information, the remaining path decomposes into four conditionally independent interval-constrained Brownian bridges, which can be sampled exactly at the Poisson times required by the rejection test. In contrast to constructions based on an enclosing range layer, the proposed representation retains the exact extrema and their locations. Our algorithm returns an exact finite-dimensional skeleton without time-discretization error and permits exact post-acceptance refinement at arbitrary finite collections of times. Numerical experiments validate the resulting finite-dimensional laws and identify the restricted-meander extremum simulation as the principal computational cost in the nonlinear example.

stat.CO

Wasserstein mixing of a systematic-scan random rotation sampler

We study the mixing time of a systematic-scan analogue of Kac's walk that was proposed as a fast surrogate for Haar-distributed orthogonal matrices in randomized high-dimensional algorithms and was conjectured to approach Haar measure after only logarithmically many sweeps. We show that this conjectured speed-up does not occur for convergence of the full matrix law to Haar measure in Frobenius Wasserstein distance. At fixed normalized accuracy, the mixing time lies between order $n/\log n$ and order $n$ sweeps; at fixed absolute Frobenius accuracy, the corresponding bounds are between order $n$ and order $n\log n$. More strongly, below the scale $n/\log n$, the normalized Wasserstein distance remains asymptotically at its extremal value. We also show that the output law is singular with respect to Haar measure for fewer than $n/2$ sweeps. Thus the sampler may provide effective application-specific randomization without exhibiting the much faster full-Haar mixing.

stat.CO