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Reliable estimation of predictive uncertainty is crucial for machine learning applications, particularly in high-stakes scenarios where hedging against risks is essential. Despite its significance, there is no universal agreement on how to…

Machine Learning · Computer Science 2025-06-17 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Sepp Hochreiter

Uncertainty quantification by ensemble learning is explored in terms of an application from computational optical form measurements. The application requires to solve a large-scale, nonlinear inverse problem. Ensemble learning is used to…

Machine Learning · Computer Science 2021-03-03 Lara Hoffmann , Ines Fortmeier , Clemens Elster

As neural networks become more popular, the need for accompanying uncertainty estimates increases. There are currently two main approaches to test the quality of these estimates. Most methods output a density. They can be compared by…

Machine Learning · Statistics 2024-06-05 Laurens Sluijterman , Eric Cator , Tom Heskes

Uncertainty in machine learning refers to the degree of confidence or lack thereof in a model's predictions. While uncertainty quantification methods exist, explanations of uncertainty, especially in high-dimensional settings, remain an…

Machine Learning · Computer Science 2025-07-30 Isaac Roberts , Alexander Schulz , Sarah Schroeder , Fabian Hinder , Barbara Hammer

Optimal error estimation is key to achieve accurate photometry and astrometry. Stellar fluxes and positions in high angular resolution images are typically measured with PSF fitting routines, such as StarFinder. However, the formal…

Instrumentation and Methods for Astrophysics · Physics 2022-08-12 E. Gallego-Cano , R. Schödel , A. T. Gallego-Calvente , A. M. Ghez

Although a system is described by a well-known set of equations leading to a deterministic behavior, in the real world the value of a measurand obtained by an experiment will mostly scatter. Accordingly, an uncertainty is associated with…

Data Analysis, Statistics and Probability · Physics 2019-06-24 Markus Schiebl

Uncertainty estimation bears the potential to make deep learning (DL) systems more reliable. Standard techniques for uncertainty estimation, however, come along with specific combinations of strengths and weaknesses, e.g., with respect to…

Machine Learning · Computer Science 2022-05-02 Joachim Sicking , Maram Akila , Jan David Schneider , Fabian Hüger , Peter Schlicht , Tim Wirtz , Stefan Wrobel

We describe a method for fitting distributions to data which only requires knowledge of the parametric form of either the signal or the background but not both. The unknown distribution is fit using a non-parametric kernel density…

Data Analysis, Statistics and Probability · Physics 2015-06-03 Wolfgang A. Rolke , Angel M. López

In the presence of model risk, it is well-established to replace classical expected values by worst-case expectations over all models within a fixed radius from a given reference model. This is the "robustness" approach. We show that…

Risk Management · Quantitative Finance 2015-10-07 Thomas Kruse , Judith C. Schneider , Nikolaus Schweizer

Assessing uncertainty is an important step towards ensuring the safety and reliability of machine learning systems. Existing uncertainty estimation techniques may fail when their modeling assumptions are not met, e.g. when the data…

Machine Learning · Computer Science 2017-01-24 Volodymyr Kuleshov , Stefano Ermon

Estimating the uncertainty in deep neural network predictions is crucial for many real-world applications. A common approach to model uncertainty is to choose a parametric distribution and fit the data to it using maximum likelihood…

Machine Learning · Computer Science 2022-11-28 Ali Harakeh , Jordan Hu , Naiqing Guan , Steven L. Waslander , Liam Paull

Context. Filamentary structures appear to be ubiquitous in the interstellar medium. Being able to detect and characterize them is the first step toward understanding their origin, their evolution, and their role in the Galactic cycle of…

Astrophysics of Galaxies · Physics 2022-12-14 J. -S. Carrière , L. Montier , K. Ferrière , I. Ristorcelli

Within the calibration of material models, often the numerical results of a simulation model $y$ are compared with the experimental measurements $y^*$. Usually, the differences between measurements and simulation are minimized using least…

Materials Science · Physics 2024-08-14 Thomas Most

There are various measures of predictive uncertainty in the literature, but their relationships to each other remain unclear. This paper uses a decomposition of statistical pointwise risk into components, associated with different sources…

Machine Learning · Statistics 2025-02-18 Nikita Kotelevskii , Vladimir Kondratyev , Martin Takáč , Éric Moulines , Maxim Panov

When a measurement of a physical quantity is reported, the total uncertainty is usually decomposed into statistical and systematic uncertainties. This decomposition is not only useful to understand the contributions to the total…

Data Analysis, Statistics and Probability · Physics 2024-03-18 Andrés Pinto , Zhibo Wu , Fabrice Balli , Nicolas Berger , Maarten Boonekamp , Émilien Chapon , Tatsuo Kawamoto , Bogdan Malaescu

Uncertainty estimation is essential to make neural networks trustworthy in real-world applications. Extensive research efforts have been made to quantify and reduce predictive uncertainty. However, most existing works are designed for…

Machine Learning · Computer Science 2022-10-07 Myong Chol Jung , He Zhao , Joanna Dipnall , Belinda Gabbe , Lan Du

Mathematical models can provide quantitative insight into immunoreceptor signaling, but require parameterization and uncertainty quantification before making reliable predictions. We review currently available methods and software tools to…

Quantitative Methods · Quantitative Biology 2019-06-28 Eshan D. Mitra , William S. Hlavacek

Uncertainty Sampling is an Active Learning strategy that aims to improve the data efficiency of machine learning models by iteratively acquiring labels of data points with the highest uncertainty. While it has proven effective for…

Machine Learning · Computer Science 2025-02-28 Dominik Fuchsgruber , Tom Wollschläger , Bertrand Charpentier , Antonio Oroz , Stephan Günnemann

In this article we present very intuitive, easy to follow, yet mathematically rigorous, approach to the so called data fitting process. Rather than minimizing the distance between measured and simulated data points, we prefer to find such…

Data Analysis, Statistics and Probability · Physics 2017-08-07 Marek W. Gutowski

Quantum measurements are not deterministic. For this reason quantum measurements are repeated for a number of shots on identically prepared systems. The uncertainty in each measurement depends on the number of shots and the expected outcome…

Quantum Physics · Physics 2025-03-12 Pieter Thijs Eendebak