Related papers: Excursion and contour uncertainty regions for late…
Past research on pedestrian trajectory forecasting mainly focused on deterministic predictions which provide only point estimates of future states. These future estimates can help an autonomous vehicle plan its trajectory and avoid…
A typical problem in air pollution epidemiology is exposure assessment for individuals for which health data are available. Due to the sparsity of monitoring sites and the limited temporal frequency with which measurements of air pollutants…
Solutions to inverse problems that are ill-conditioned or ill-posed may have significant intrinsic uncertainty. Unfortunately, analysing and quantifying this uncertainty is very challenging, particularly in high-dimensional problems. As a…
Neighborhood selection is a widely used method used for estimating the support set of sparse precision matrices, which helps determine the conditional dependence structure in undirected graphical models. However, reporting only point…
Uncertainty quantification for deep learning is a challenging open problem. Bayesian statistics offer a mathematically grounded framework to reason about uncertainties; however, approximate posteriors for modern neural networks still…
Cluster sampling is common in survey practice, and the corresponding inference has been predominantly design-based. We develop a Bayesian framework for cluster sampling and account for the design effect in the outcome modeling. We consider…
In this work, a fully nonparametric geostatistical approach to estimate threshold exceeding probabilities is proposed. To estimate the large-scale variability (spatial trend) of the process, the nonparametric local linear regression…
Relying on the excursion set theory, we compute the number density of local extrema and crossing statistics versus the threshold for the stock market indices. Comparing the number density of excursion sets calculated numerically with the…
Bayesian methods are increasingly being applied to parameterize mechanistic process models used in environmental prediction and forecasting. In particular, models describing ecosystem dynamics with multiple states that are linear and…
In epidemiological studies of air pollution and public health, estimating the health impact of exposure to air pollution may be hindered by the unknown functional form of the exposure-outcome association and by unmeasured confounding…
In many applied fields, the prediction of more severe events than those already recorded is crucial for safeguarding against potential future calamities. What-if analyses, which evaluate hypothetical scenarios up to the worst-case event,…
Preferential sampling is a common feature in geostatistics and occurs when the locations to be sampled are chosen based on information about the phenomena under study. In this case, point pattern models are commonly used as the probability…
Parameter inference and uncertainty quantification are important steps when relating mathematical models to real-world observations, and when estimating uncertainty in model predictions. However, methods for doing this can be…
A nonparametric procedure to estimate the conditional probability that a nonstationary geostatistical process exceeds a certain threshold value is proposed. The method consists of a bootstrap algorithm that combines conditional simulation…
Recent studies have shown that ensemble approaches could not only improve accuracy and but also estimate model uncertainty in deep learning. However, it requires a large number of parameters according to the increase of ensemble models for…
Diffusion models indirectly estimate the probability density over a data space, which can be used to study its structure. In this work, we show that geodesics can be computed in diffusion latent space, where the norm induced by the…
We tackle the extension to the vector-valued case of consistency results for Stepwise Uncertainty Reduction sequential experimental design strategies established in [Bect et al., A supermartingale approach to Gaussian process based…
Accurate trajectory prediction is critical for safe autonomous navigation in crowded environments. While many trajectory predictors output Gaussian distributions to represent the multi-modal distribution over future pedestrian positions,…
Air pollution is a major global health hazard, with fine particulate matter (PM10) linked to severe respiratory and cardiovascular diseases. Hence, analyzing and clustering spatio-temporal air quality data is crucial for understanding…
In this study, we explore in depth a few under-studied topics at the intersection of uncertainty estimation and segmentation. Prior work has shown that the quality of uncertainty estimates can be very sensitive to a range of variables. As…