[arXiv:1506.02142] Dropout as a Bayesian Approximation: Representing Model Uncertainty in Deep Learning

[emptymalei]

Also:

• Dropout as a Bayesian Approximation: Appendix

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This paper sounds interesting. Might be related: https://arxiv.org/abs/1311.4555

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Gal Y. Uncertainty in Deep Learning. Available: https://mlg.eng.cam.ac.uk/yarin/thesis/thesis.pdf