This book provides a thorough introduction to Bayesian deep learning (BDL) BDL brings Bayesian reasoning to deep neural networks with the aim of making predictions useful for rational decision-making under uncertainty. Deep neural networks provide powerful and flexible models for this purpose, while Bayesian inference offers a principled framework for representing evidence and uncertainty and for assessing the decisions that predictions inform.

The work develops a broad view of BDL, combining a principal route through Bayesian methods with foundational and mathematical aspects, questions of scalability to contemporary models and datasets, applications, and topical developments. It places BDL within a wider perspective on machine learning: not as a specialised corner of the field, but as a framework for building powerful models while remaining formal about evidence, uncertainty, and the decisions that give predictions their purpose. Written by a large team of co-authors, the book covers a wide spectrum of methods in Bayesian deep learning, covering recent advances in the field.

A self-contained introduction to BDL, the book is perfect for students, researchers and practitioners interested in learning about, adopting or advancing Bayesian deep learning.

Theodore Papamarkou, National Technical University of Athens, Greece

Claudio Agostinelli, University of Trento, Trento, Italy

Laurence Aitchison, University of Bristol, Bristol, UK
Emanuel Aldea, Université Paris-Saclay, Gif-sur-Yvette, France
Richard Allmendinger, The University of Manchester, Manchester, UK
Sebastian Ament, Meta, New York, USA
Ben Anson, University of Bristol, Bristol, UK
Julyan Arbel, Centre Inria de l'Université Grenoble Alpes, Grenoble, France
Eytan Bakshy, Meta, New York, USA
Max Balandat, Meta, New York, USA
Nicola Bariletto, University of Texas at Austin, Austin, USA
Freddie Bickford Smith, University of Oxford, Oxford, UK
Battista Biggio, University of Cagliari, Cagliari, Italy
Michele Caprio, University of Warwick, Coventry, UK
Neil Chada, City University of Hong Kong, Hong Kong, Hong Kong SAR, China
Wenlin Chen, University of Cambridge, Cambridge, UK
Wenlong Chen, Imperial College London, London, UK
Nathaël Da Costa, University of Tübingen, Tübingen AI Center, Tübingen, Germany
Nico Daheim, TU Darmstadt, Darmstadt, Germany
Andreas Damianou, Spotify, London, UK
Michael Deistler, University of Tübingen, Tübingen AI Center, Tübingen, Germany
David Dunson, Duke University, Durham, USA
Nikita Durasov, École polytechnique fédérale de Lausanne, Lausanne, Switzerland
Maurizio Filippone, King Abdullah University of Science and Technology, Thuwal, Saudi Arabia
Lucia Filippozzi, University of Trento, Trento, Italy
Gergely Flamich, Imperial College London, London, UK
Vincent Fortuin, University of Technology Nuremberg, Nuremberg, Germany
Gianni Franchi, AMIAD, Palaiseau, France
Giorgio Fumera, University of Cagliari, Cagliari, Italy
Yarin Gal, University of Oxford, Oxford, UK
Wenbo Gong, Microsoft, Cambridge, UK
Yuqi Gu, Columbia University, New York, USA
Cheng Guo, The University of Manchester, Manchester, UK
Nick Hauptvogel, University of Copenhagen, Copenhagen, Denmark
Jiajun He, University of Cambridge, Cambridge, UK
Philipp Hennig, University of Tübingen, Tübingen AI Center, Tübingen, Germany
José Miguel Hernández-Lobato, University of Cambridge, Cambridge, UK
Nhat Ho, University of Texas at Austin, Austin, USA
Clara Hoffmann, Karlsruhe Institute of Technology, Karlsruhe, Germany
Aliaksandr Hubin, NMBU and University of Oslo, Oslo, Norway
Christian Igel, University of Copenhagen, Copenhagen, Denmark
Ajay Jasra, Chinese University of Hong Kong, Shenzhen, Shenzhen, China
Matt Jones, U. Colorado, Boulder, Colorado, USA
Nadja Klein, Karlsruhe Institute of Technology, Karlsruhe, Germany
Olivier Laurent, Université Paris-Saclay, Gif-sur-Yvette, France
Kody J. H. Law, The University of Manchester, Manchester, UK
Emanuele Ledda, University of Cagliari, Cagliari, Italy
Bolian Li, Purdue University, West Lafayette, USA
Yingzhen Li, Imperial College London, London, UK
Xinzhu Liang, The University of Manchester, Manchester, UK
Jakob H Macke, ELLIS Institute Tübingen, University of Tübingen, Tübingen AI Center, Tübingen, Germany
Stephan Mandt, University of California, Irvine, Irvine, USA
Luckeciano Carvalho Melo, University of Oxford, Oxford, UK
Benjamin Kurt Miller, University of Amsterdam, Amsterdam, Netherlands
Edward Milsom, University of Bristol, Bristol, UK
Bruno Mlodozeniec, University of Cambridge, Cambridge, UK
Bálint Mucsányi, University of Tübingen, Tübingen AI Center, Tübingen, Germany
Samuel Müller, Meta, New York, USA
Kevin Murphy, Google DeepMind, Mountain View, USA
Eric Nalisnick, Johns Hopkins University, Baltimore, U.S.A.
Marcos Negre Saura, The University of Manchester, Manchester, UK
Christopher Nemeth, Lancaster University, Lancaster, U.K.
Huy Nguyen, University of Texas at Austin, Austin, USA
Khai Nguyen, Texas A&M University, College Station, USA
Shreyas Padhy, University of Cambridge, Cambridge, UK
Konstantina Palla, Spotify, London, UK
Wei Pan, The University of Manchester, Manchester, UK
Dhruvesh Patel, UMass Amherst, Amherst, USA
Alina Peluso, Oak Ridge National Laboratory, Oak Ridge, USA
Simon Pepin Lehalleur, University of Duisburg-Essen, Essen, Germany
Konstantinos Pitas, Centre Inria de l'Université Grenoble Alpes, Grenoble, France
Patrick Pynadath, Purdue University, West Lafayette, USA
Tom Rainforth, University of Oxford, Oxford, UK
Maxime Robeyns, University of Bristol, Bristol, UK
Fabio Roli, University of Genova, Genova, Italy
Breeshey Roskams-Hieter, University of Edinburgh, Edinburgh, UK
Simone Rossi, EURECOM, Biot, France
Tim G. J. Rudner, University of Toronto, Toronto, Canada
David Rügamer, LMU Munich, Munich Center for Machine Learning, Munich, Germany
Dino Sejdinovic, Adelaide University, Adelaide, Australia
Yevgeny Seldin, University of Copenhagen, Copenhagen, Denmark
Torben Sell, University of Edinburgh, Edinburgh, UK
Louis Sharrock, University College London, London, U.K.
Sumeetpal Singh, University of Wollongong, Wollongong, Australia
Joanna Sliwa, University of Tübingen, Tübingen AI Center, Tübingen, Germany
Emanuel Sommer, LMU Munich, Munich Center for Machine Learning, Munich, Germany
Qifan Song, Purdue University, West Lafayette, USA
Ba-Hien Tran, EURECOM, Biot, France
Richard E. Turner, University of Cambridge, Cambridge, UK
Tycho F. A. van der Ouderaa, Imperial College London, London, UK
Mark van der Wilk, University of Oxford, Oxford, UK
Mariia Vladimirova, Criteo AI Lab, Paris, France
Sara Wade, University of Edinburgh, Edinburgh, UK
Xi Wang, Johns Hopkins University, Baltimore, U.S.A.
Tobias Weber, University of Tübingen, Tübingen AI Center, Tübingen, Germany
Susan Wei, Monash University, Melbourne, Australia
Christopher K. Wikle, University of Missouri, Columbia, MO, USA
Andrew Gordon Wilson, New York University, New York, USA
Lisa Wimmer, LMU Munich, Munich, Germany
Adam Yang, University of Bristol, Bristol, UK
Yibo Yang, Chan Zuckerberg Initiative, Redwood City, USA
Myungsoo Yoo, University of Texas-Austin, Austin, TX, USA
Cheng Zhang, European Laboratory for Learning and Intelligent Systems (ELLIS), Cambridge, UK
Likun Zhang, University of Missouri, Columbia, MO, USA
Ruqi Zhang, Purdue University, West Lafayette, USA
Yuren Zhou, Duke University, Durham, USA