A graphical model or probabilistic graphical model (PGM) or structured probabilistic model is a probabilistic model for which a graph expresses the conditional dependence structure between random variables. They are commonly used in probability theory, statistics—particularly Bayesian statistics—and machine learning. (Wikipedia)
A popular approach for estimating the predictive uncertainty of neural networks is to define a prior distribution over the network parameters, infer an approximate posterior distribution, and use it to make stochastic predictions.
The " cold posterior effect " (CPE) in Bayesian deep learning describes the uncom-forting observation that the predictive performance of Bayesian neural networks