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Re:Engineering Uncertainty Estimation in Neural Networks by clircle on Tuesday April 16, 2019 @08:31AM (#19673052)
That a Bayesian NN "defines a distribution over neural networks" means that a Bayesian NN is a NN with priors on the weights. So it's not that there is some special similarity to GPs. BNNs are like any other Bayesian model, but now a NN is the likelihood.

The situation is usually flipped with Bayesian GP models -- a GP is usually used as a prior on the linear predictor.

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