Originally posted on TowardsDataScience. Table of Contents Preamble Neural Network Generalization Back to Basics: The Bayesian Approach Frequentists Bayesianists Bayesian Inference and Marginalization How to Use a Posterior in Practice? Maximum A Posteriori Estimation Full Predictive Distribution Approximate Predictive Distribution Bayesian Deep Learning Recent Approaches to Bayesian Deep Learning Back to the Paper Deep Ensembles are BMA Combining Deep Ensembles With Bayesian Neural Networks ...