Based on the restricted Boltzmann machine (RBM), which is a probabilistic graphical model, deep learning models contain deep belief net (DBN) and deep Boltzmann machine (DBM). The overfitting problems commonly exist in neural networks and RBM models. In order to alleviate the overfitting problem, this paper introduces weight random variables to the conventional RBM model and, then builds weight uncertainty deep models based on maximum likelihood estimation. In the experimental section, the paper verifies the effectiveness of the weight uncertainty RBM. In order to improve the image recognition ability, the paper introduces the spike-and-slab RBM (ssRBM) to weight uncertainty RBM and then builds the deep models. The experiments show that the deep models based on weight random variables are effective.