Yes, definitely. Though there has been some interesting papers recently on this using different methods to approximate bayesian posteriors in NN's. One of the m

Yes, definitely. Though there has been some interesting papers recently on this using different methods to approximate bayesian posteriors in NN's. One of the most recent ones (Mi et al., 2019; https://arxiv.org/abs/1910.04858 https://arxiv.org/abs/1910.04858) that benchmarks a few different methods -- infer-dropout, infer-transformation, and infer-noise -- are all promising for different applications and neural network models (black, 'grey', 'white' box).