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We propose a novel method for closed-form predictive distribution modeling with neural nets. In quantifying prediction uncertainty, we build on Evidential Deep Learning, which has been impactful as being both simple to implement and giving…

Machine Learning · Statistics 2021-01-22 Manuel Haussmann , Sebastian Gerwinn , Melih Kandemir

Sensitivity Analysis is a framework to assess how conclusions drawn from missing outcome data may be vulnerable to departures from untestable underlying assumptions. We extend the E-value, a popular metric for quantifying robustness of…

Methodology · Statistics 2021-08-31 Wu Xue , Abbas Zaidi

Causal inference relies on the untestable assumption of no unmeasured confounding. Sensitivity analysis can be used to quantify the impact of unmeasured confounding on causal estimates. Among sensitivity analysis methods proposed in the…

Methodology · Statistics 2026-03-12 Yushu Zou , Liangyuan Hu , Amanda Ricciuto , Mark Deneau , Kuan Liu

Survival models are used in various fields, such as the development of cancer treatment protocols. Although many statistical and machine learning models have been proposed to achieve accurate survival predictions, little attention has been…

Machine Learning · Computer Science 2020-03-26 Hrushikesh Loya , Pranav Poduval , Deepak Anand , Neeraj Kumar , Amit Sethi

Modern deep learning methods constitute incredibly powerful tools to tackle a myriad of challenging problems. However, since deep learning methods operate as black boxes, the uncertainty associated with their predictions is often…

Machine Learning · Computer Science 2022-06-06 Laurent Valentin Jospin , Wray Buntine , Farid Boussaid , Hamid Laga , Mohammed Bennamoun

Uncertainty estimation is pivotal in machine learning, especially for classification tasks, as it improves the robustness and reliability of models. We introduce a novel `Epistemic Wrapping' methodology aimed at improving uncertainty…

Sensitivity methods for the analysis of the outputs of discrete Bayesian networks have been extensively studied and implemented in different software packages. These methods usually focus on the study of sensitivity functions and on the…

Artificial Intelligence · Computer Science 2016-07-05 Manuele Leonelli , Christiane Görgen , Jim Q. Smith

Deep Learning models are vulnerable to adversarial examples, i.e.\ images obtained via deliberate imperceptible perturbations, such that the model misclassifies them with high confidence. However, class confidence by itself is an incomplete…

Machine Learning · Statistics 2017-11-23 Ambrish Rawat , Martin Wistuba , Maria-Irina Nicolae

Sensitivity forecasts inform the design of experiments and the direction of theoretical efforts. To arrive at representative results, Bayesian forecasts should marginalize their conclusions over uncertain parameters and noise realizations…

Instrumentation and Methods for Astrophysics · Physics 2024-05-24 T. Gessey-Jones , W. J. Handley

We introduce implicit Bayesian neural networks, a simple and scalable approach for uncertainty representation in deep learning. Standard Bayesian approach to deep learning requires the impractical inference of the posterior distribution…

Machine Learning · Statistics 2020-10-27 Trung Trinh , Samuel Kaski , Markus Heinonen

Deep neural networks (NNs) are powerful black box predictors that have recently achieved impressive performance on a wide spectrum of tasks. Quantifying predictive uncertainty in NNs is a challenging and yet unsolved problem. Bayesian NNs,…

Machine Learning · Statistics 2017-11-07 Balaji Lakshminarayanan , Alexander Pritzel , Charles Blundell

Bayesian Neural Networks (BNNs) provide a tool to estimate the uncertainty of a neural network by considering a distribution over weights and sampling different models for each input. In this paper, we propose a method for uncertainty…

Machine Learning · Computer Science 2024-10-28 Illia Oleksiienko , Dat Thanh Tran , Alexandros Iosifidis

The ideas of aleatoric and epistemic uncertainty are widely used to reason about the probabilistic predictions of machine-learning models. We identify incoherence in existing discussions of these ideas and suggest this stems from the…

Machine Learning · Computer Science 2025-08-19 Freddie Bickford Smith , Jannik Kossen , Eleanor Trollope , Mark van der Wilk , Adam Foster , Tom Rainforth

As machine learning systems get widely adopted for high-stake decisions, quantifying uncertainty over predictions becomes crucial. While modern neural networks are making remarkable gains in terms of predictive accuracy, characterizing…

Machine Learning · Computer Science 2019-06-14 Melanie F. Pradier , Weiwei Pan , Jiayu Yao , Soumya Ghosh , Finale Doshi-velez

Computer experiments are becoming increasingly important in scientific investigations. In the presence of uncertainty, analysts employ probabilistic sensitivity methods to identify the key-drivers of change in the quantities of interest.…

Methodology · Statistics 2024-07-02 Isadora Antoniano-Villalobos , Emanuele Borgonovo , Xuefei Lu

We show an alternative way of representing a Bayesian belief network by sensitivities and probability distributions. This representation is equivalent to the traditional representation by conditional probabilities, but makes dependencies…

Artificial Intelligence · Computer Science 2013-02-21 Alexander V. Kozlov , Jaswinder Pal Singh

Artificial neural networks will always make a prediction, even when completely uncertain and regardless of the consequences. This obliviousness of uncertainty is a major obstacle towards their adoption in practice. Techniques exist,…

Machine Learning · Computer Science 2021-05-13 Hans Weytjens , Jochen De Weerdt

Although neural networks can achieve very high predictive performance on various different tasks such as image recognition or natural language processing, they are often considered as opaque "black boxes". The difficulty of interpreting the…

Machine Learning · Statistics 2020-01-22 Enguerrand Horel , Virgile Mison , Tao Xiong , Kay Giesecke , Lidia Mangu

We describe Bayesian Layers, a module designed for fast experimentation with neural network uncertainty. It extends neural network libraries with drop-in replacements for common layers. This enables composition via a unified abstraction…

Machine Learning · Computer Science 2019-03-07 Dustin Tran , Michael W. Dusenberry , Mark van der Wilk , Danijar Hafner

While deep neural networks have become the go-to approach in computer vision, the vast majority of these models fail to properly capture the uncertainty inherent in their predictions. Estimating this predictive uncertainty can be crucial,…

Machine Learning · Computer Science 2020-04-08 Fredrik K. Gustafsson , Martin Danelljan , Thomas B. Schön