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To obtain uncertainty estimates with real-world Bayesian deep learning models, practical inference approximations are needed. Dropout variational inference (VI) for example has been used for machine vision and medical applications, but VI…

Machine Learning · Computer Science 2017-03-09 Yingzhen Li , Yarin Gal

Bayesian deep learning approaches assume model parameters to be latent random variables and infer posterior distributions to quantify uncertainty, increase safety and trust, and prevent overconfident and unpredictable behavior. However,…

Machine Learning · Computer Science 2023-07-13 Jihao Andreas Lin , Joe Watson , Pascal Klink , Jan Peters

Despite AI's impressive achievements, including recent advances in generative and large language models, there remains a significant gap in the ability of AI systems to handle uncertainty and generalize beyond their training data. AI models…

Artificial Intelligence · Computer Science 2025-06-30 Shireen Kudukkil Manchingal , Andrew Bradley , Julian F. P. Kooij , Keivan Shariatmadar , Neil Yorke-Smith , Fabio Cuzzolin

In the usual Bayesian setting, a full probabilistic model is required to link the data and parameters, and the form of this model and the inference and prediction mechanisms are specified via de Finetti's representation. In general, such a…

Methodology · Statistics 2026-01-21 Yu Luo , David A. Stephens , Daniel J. Graham , Emma J. McCoy

Trustworthy ML systems should not only return accurate predictions, but also a reliable representation of their uncertainty. Bayesian methods are commonly used to quantify both aleatoric and epistemic uncertainty, but alternative…

Artificial Intelligence · Computer Science 2024-09-11 Mira Jürgens , Nis Meinert , Viktor Bengs , Eyke Hüllermeier , Willem Waegeman

We present a novel approach for training deep neural networks in a Bayesian way. Classical, i.e. non-Bayesian, deep learning has two major drawbacks both originating from the fact that network parameters are considered to be deterministic.…

Machine Learning · Statistics 2019-03-11 Konstantin Posch , Jan Steinbrener , Jürgen Pilz

We introduce a simple and intuitive framework that provides quantitative explanations of statistical models through the probabilistic assessment of input feature importance. The core idea comes from utilizing the Dirichlet distribution to…

Machine Learning · Statistics 2022-09-20 Kamil Adamczewski , Frederik Harder , Mijung Park

Quantifying uncertainty is important for actionable predictions in real-world applications. A crucial part of predictive uncertainty quantification is the estimation of epistemic uncertainty, which is defined as an integral of the product…

Machine Learning · Computer Science 2023-10-25 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Günter Klambauer , Sepp Hochreiter

Decomposing predictive uncertainty into epistemic (model ignorance) and aleatoric (data ambiguity) components is central to reliable decision making, yet most methods estimate both from the same predictive distribution. Recent empirical and…

Machine Learning · Computer Science 2026-02-13 Tanmoy Mukherjee , Marius Kloft , Pierre Marquis , Zied Bouraoui

When we use simulation to assess the performance of stochastic systems, the input models used to drive simulation experiments are often estimated from finite real-world data. There exist both input model and simulation estimation…

Methodology · Statistics 2021-08-10 Wei Xie , Cheng Li , Yuefeng Wu , Pu Zhang

Neural networks are ubiquitous in many tasks, but trusting their predictions is an open issue. Uncertainty quantification is required for many applications, and disentangled aleatoric and epistemic uncertainties are best. In this paper, we…

Machine Learning · Computer Science 2022-04-21 Matias Valdenegro-Toro , Daniel Saromo

Approximate Bayesian inference typically revolves around computing the posterior parameter distribution. In practice, however, the main object of interest is often a model's predictions rather than its parameters. In this work, we propose…

Machine Learning · Statistics 2026-05-29 Julian Rodemann , Alexander Marquard , Thomas Augustin , Michele Caprio

Reliably assessing model confidence in deep learning and predicting errors likely to be made are key elements in providing safety for model deployment, in particular for applications with dire consequences. In this paper, it is first shown…

Machine Learning · Computer Science 2020-10-21 Theodoros Tsiligkaridis

As large language models (LLMs) gain popularity in conducting prediction tasks in-context, understanding the sources of uncertainty in in-context learning becomes essential to ensuring reliability. The recent hypothesis of in-context…

Machine Learning · Statistics 2025-12-08 I. Shavindra Jayasekera , Jacob Si , Filippo Valdettaro , Wenlong Chen , A. Aldo Faisal , Yingzhen Li

Characterizing aleatoric and epistemic uncertainty on the predicted rewards can help in building reliable reinforcement learning (RL) systems. Aleatoric uncertainty results from the irreducible environment stochasticity leading to…

Machine Learning · Computer Science 2022-06-06 Bertrand Charpentier , Ransalu Senanayake , Mykel Kochenderfer , Stephan Günnemann

In system development, epistemic uncertainty is an ever-present possibility when reasoning about the causal factors during hazard analysis. Such uncertainty is common when complicated systems interact with one another, and it is dangerous…

Software Engineering · Computer Science 2017-10-20 Chris Leong , Tim Kelly , Rob Alexander

Model inadequacy and measurement uncertainty are two of the most confounding aspects of inference and prediction in quantitative sciences. The process of scientific inference (the inverse problem) and prediction (the forward problem)…

Data Analysis, Statistics and Probability · Physics 2017-11-30 Amir Shahmoradi

We propose VarFA, a variational inference factor analysis framework that extends existing factor analysis models for educational data mining to efficiently output uncertainty estimation in the model's estimated factors. Such uncertainty…

Machine Learning · Statistics 2020-08-18 Zichao Wang , Yi Gu , Andrew Lan , Richard Baraniuk

We introduce a novel framework for AI-generated image detection through epistemic uncertainty, aiming to address critical security concerns in the era of generative models. Our key insight stems from the observation that distributional…

Computer Vision and Pattern Recognition · Computer Science 2025-11-04 Jun Nie , Yonggang Zhang , Tongliang Liu , Yiu-ming Cheung , Bo Han , Xinmei Tian

We describe a hierarchical Bayesian approach for inference about a parameter $\theta$ lower-bounded by $\alpha$ with uncertain $\alpha$, derive some basic identities for posterior analysis about $(\theta,\alpha)$, and provide illustrations…

Statistics Theory · Mathematics 2018-06-08 Éric Marchand , Theodoros Nicoleris