Bayesian Learning for Neural Networks: an algorithmic survey. (arXiv:2211.11865v2 [stat.ML] UPDATED)

The last decade witnessed a growing interest in Bayesian learning. Yet, the
technicality of the topic and the multitude of ingredients involved therein,
besides the complexity of turning theory into practical implementations, limit
the use of the Bayesian learning paradigm, preventing its widespread adoption
across different fields and applications. This self-contained survey engages
and introduces readers to the principles and algorithms of Bayesian Learning
for Neural Networks. It provides an introduction to the topic from an
accessible, practical-algorithmic perspective. Upon …

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