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Accurately estimating uncertainties in neural network predictions is of great importance in building trusted DNNs-based models, and there is an increasing interest in providing accurate uncertainty estimation on many tasks, such as security…

Machine Learning · Computer Science 2020-07-14 Yukun Ding , Jinglan Liu , Jinjun Xiong , Yiyu Shi

Introductory texts on statistics typically only cover the classical "two sigma" confidence interval for the mean value and do not describe methods to obtain confidence intervals for other estimators. The present technical report fills this…

Methodology · Statistics 2018-07-11 Christoph Dalitz

Gaussian processes have become a promising tool for various safety-critical settings, since the posterior variance can be used to directly estimate the model error and quantify risk. However, state-of-the-art techniques for safety-critical…

Machine Learning · Computer Science 2022-07-22 Alexandre Capone , Armin Lederer , Sandra Hirche

In this paper, we present an uncertainty-aware INVASE to quantify predictive confidence of healthcare problem. By introducing learnable Gaussian distributions, we lever-age their variances to measure the degree of uncertainty. Based on the…

Machine Learning · Computer Science 2021-05-07 Jia-Xing Zhong , Hongbo Zhang

Gaussian process regression is used throughout statistics and machine learning for prediction and uncertainty quantification. A Gaussian process is specified by its mean and covariance functions. Many covariance functions, including…

Statistics Theory · Mathematics 2025-10-28 Toni Karvonen , François Bachoc

Reliable uncertainty estimates are crucial in modern machine learning. Deep Gaussian Processes (DGPs) and Deep Sigma Point Processes (DSPPs) extend GPs hierarchically, offering promising methods for uncertainty quantification grounded in…

Machine Learning · Statistics 2025-04-25 Matthijs van der Lende , Jeremias Lino Ferrao , Niclas Müller-Hof

Predictions of uncertainty-aware models are diverse, ranging from single point estimates (often averaged over prediction samples) to predictive distributions, to set-valued or credal-set representations. We propose a novel unified…

Machine Learning · Computer Science 2025-02-18 Shireen Kudukkil Manchingal , Muhammad Mubashar , Kaizheng Wang , Fabio Cuzzolin

In this article, we consider a stochastic numerical simulator to assess the impact of some factors on a phenomenon. The simulator is seen as a black box with inputs and outputs. The quality of a simulation, hereafter referred to as…

Computation · Statistics 2017-07-27 Rémi Stroh , Séverine Demeyer , Nicolas Fischer , Julien Bect , Emmanuel Vazquez

Uncertainty quantification approaches have been more critical in large language models (LLMs), particularly high-risk applications requiring reliable outputs. However, traditional methods for uncertainty quantification, such as…

Artificial Intelligence · Computer Science 2024-07-01 Ferhat Ozgur Catak , Murat Kuzlu

Uncertainty quantification in Artificial Intelligence (AI)-based predictions of material properties is of immense importance for the success and reliability of AI applications in material science. While confidence intervals are commonly…

Machine Learning · Computer Science 2023-01-16 Francesca Tavazza , Brian De Cost , Kamal Choudhary

In machine learning, accurately predicting the probability that a specific input is correct is crucial for risk management. This process, known as uncertainty (or confidence) estimation, is particularly important in mission-critical…

Machine Learning · Computer Science 2023-01-12 Gabriella Chouraqui , Liron Cohen , Gil Einziger , Liel Leman

This short study presents an opportunistic approach to a (more) reliable validation method for prediction uncertainty average calibration. Considering that variance-based calibration metrics (ZMS, NLL, RCE...) are quite sensitive to the…

Machine Learning · Statistics 2024-08-27 Pascal Pernot

Uncertain knowledge graph embedding (UnKGE) methods learn vector representations that capture both structural and uncertainty information to predict scores of unseen triples. However, existing methods produce only point estimates, without…

Machine Learning · Statistics 2025-10-30 Yuqicheng Zhu , Jingcheng Wu , Yizhen Wang , Hongkuan Zhou , Jiaoyan Chen , Evgeny Kharlamov , Steffen Staab

Recent work has shown that the performance of machine learning models can vary substantially when models are evaluated on data drawn from a distribution that is close to but different from the training distribution. As a result, predicting…

Machine Learning · Computer Science 2021-08-23 Devin Guillory , Vaishaal Shankar , Sayna Ebrahimi , Trevor Darrell , Ludwig Schmidt

We study confidence intervals based on hard-thresholding, soft-thresholding, and adaptive soft-thresholding in a linear regression model where the number of regressors $k$ may depend on and diverge with sample size $n$. In addition to the…

Statistics Theory · Mathematics 2018-10-08 Ulrike Schneider

Deep neural networks(NNs) have achieved impressive performance, often exceed human performance on many computer vision tasks. However, one of the most challenging issues that still remains is that NNs are overconfident in their predictions,…

Machine Learning · Computer Science 2019-12-30 Chanwoo Park , Jae Myung Kim , Seok Hyeon Ha , Jungwoo Lee

Data science and informatics tools have been proliferating recently within the computational materials science and catalysis fields. This proliferation has spurned the creation of various frameworks for automated materials screening,…

Materials Science · Physics 2020-02-21 Kevin Tran , Willie Neiswanger , Junwoong Yoon , Qingyang Zhang , Eric Xing , Zachary W. Ulissi

We consider a nonparametric Bayesian approach to estimation and testing for a multivariate monotone density. Instead of following the conventional Bayesian route of putting a prior distribution complying with the monotonicity restriction,…

Statistics Theory · Mathematics 2023-06-09 Kang Wang , Subhashis Ghosal

Uncertainty of decisions in safety-critical engineering applications can be estimated on the basis of the Bayesian Markov Chain Monte Carlo (MCMC) technique of averaging over decision models. The use of decision tree (DT) models assists…

Artificial Intelligence · Computer Science 2010-12-03 Vitaly Schetinin , Jonathan Fieldsend , Derek Partridge , Wojtek Krzanowski , Richard Everson , Trevor Bailey , Adolfo Hernandez

A multi-fidelity simulator is a numerical model, in which one of the inputs controls a trade-off between the realism and the computational cost of the simulation. Our goal is to estimate the probability of exceeding a given threshold on a…

Methodology · Statistics 2021-03-31 Rémi Stroh , Julien Bect , Séverine Demeyer , Nicolas Fischer , Emmanuel Vazquez