HierarchicalGaussianProcessPriorsforBayesian NeuralNetworkWeights

Variational inference was employed in prior work to inferz (and w implicitly), and to obtain a point estimate ofθ, as a by-product of optimising the variational lower bound. Critically, in this representation weights are only implicitly parametrized through the use of these latent variables, which transforms inference onweights into inference ofthemuch smaller collection oflatent unit variables.