Related papers: Parameter estimation based on interval-valued beli…
This paper discusses belief revision under uncertain inputs in the framework of possibility theory. Revision can be based on two possible definitions of the conditioning operation, one based on min operator which requires a purely ordinal…
Ranks estimated from data are uncertain and this poses a challenge in many applications. However, estimated ranks are deterministic functions of estimated parameters, so the uncertainty in the ranks must be determined by the uncertainty in…
Effectively measuring and modeling the reliability of a trained model is essential to the real-world deployment of monocular depth estimation (MDE) models. However, the intrinsic ill-posedness and ordinal-sensitive nature of MDE pose major…
We consider the estimation accuracy of individual strength parameters of a Thurstone choice model when each input observation consists of a choice of one item from a set of two or more items (so called top-1 lists). This model accommodates…
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…
There has been an ever-increasing interest in multidisciplinary research on representing and reasoning with imperfect data. Possibilistic networks present one of the powerful frameworks of interest for representing uncertain and imprecise…
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…
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…
Statistical estimation of the prediction uncertainty of physical models is typically hindered by the inadequacy of these models due to various approximations they are built upon. The prediction errors due to model inadequacy can be handled…
Increasingly high-stakes decisions are made using neural networks in order to make predictions. Specifically, meteorologists and hedge funds apply these techniques to time series data. When it comes to prediction, there are certain…
Maximum likelihood estimations for the parameters of extreme value distributions are discussed in this paper using fixed point iteration. The commonly used numerical approach for addressing this problem is the Newton-Raphson approach which…
Forecasting is an indispensable element of operational research (OR) and an important aid to planning. The accurate estimation of the forecast uncertainty facilitates several operations management activities, predominantly in supporting…
A filament is a high density, connected region in a point cloud. There are several methods for estimating filaments but these methods do not provide any measure of uncertainty. We give a definition for the uncertainty of estimated filaments…
To quantify uncertainty around point estimates of conditional objects such as conditional means or variances, parameter uncertainty has to be taken into account. Attempts to incorporate parameter uncertainty are typically based on the…
In this paper, we address the identification problem for the systems characterized by linear time-invariant dynamics with bilinear observation models. More precisely, we consider a suitable parametric description of the system and formulate…
To model discrete-time finite-state uncertain processes, we argue for the use of a global belief model in the form of an upper expectation that is the most conservative one under a set of basic axioms. Our motivation for these axioms, which…
In engineering, models are often used to represent the behavior of a system. Estimators are then needed to approximate the values of the model's parameters based on observations. This approximation implies a difference between the values…
Nonparametric estimation of a mixing distribution based on data coming from a mixture model is a challenging problem. Beyond estimation, there is interest in uncertainty quantification, e.g., confidence intervals for features of the mixing…
When implementing prediction models for high-stakes real-world applications such as medicine, finance, and autonomous systems, quantifying prediction uncertainty is critical for effective risk management. Traditional approaches to…
The conditioning in the Dempster-Shafer Theory of Evidence has been defined (by Shafer \cite{Shafer:90} as combination of a belief function and of an "event" via Dempster rule. On the other hand Shafer \cite{Shafer:90} gives a…