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The most fundamental problem in statistics is the inference of an unknown probability distribution from a finite number of samples. For a specific observed data set, answers to the following questions would be desirable: (1) Estimation:…

Statistics Theory · Mathematics 2013-01-23 Ali Kinkhabwala

Deep neural networks (DNNs) have received tremendous attention and achieved great success in various applications, such as image and video analysis, natural language processing, recommendation systems, and drug discovery. However, inherent…

Machine Learning · Computer Science 2023-04-21 Xujiang Zhao

Specially customised Entropies are widely applied in measuring the degree of uncertainties existing in the frame of discernment. However, all of these entropies regard the frame as a whole that has already been determined which dose not…

Artificial Intelligence · Computer Science 2021-02-26 Yuanpeng He

The problem of quantifying uncertainty about the locations of multiple change points by means of confidence intervals is addressed. The asymptotic distribution of the change point estimators obtained as the local maximisers of moving sum…

Methodology · Statistics 2022-06-20 Haeran Cho , Claudia Kirch

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

When ignorance due to the lack of knowledge, modeled as epistemic uncertainty using Dempster-Shafer structures on closed intervals, is present in the model parameters, a new uncertainty propagation method is necessary to propagate both…

Methodology · Statistics 2011-07-11 Gabriel Terejanu , Puneet Singla , Tarunraj Singh , Peter D. Scott

Approaches to decision-making under uncertainty in the belief function framework are reviewed. Most methods are shown to blend criteria for decision under ignorance with the maximum expected utility principle of Bayesian decision theory. A…

Artificial Intelligence · Computer Science 2019-12-13 Thierry Denoeux

Deep learning has achieved impressive performance on many tasks in recent years. However, it has been found that it is still not enough for deep neural networks to provide only point estimates. For high-risk tasks, we need to assess the…

Machine Learning · Computer Science 2021-04-28 Yuandu Lai , Yucheng Shi , Yahong Han , Yunfeng Shao , Meiyu Qi , Bingshuai Li

Measurement theory is the cornerstone of science, but no equivalent theory underpins the huge volumes of non-numerical data now being generated. In this study, we show that replacing numbers with alternative mathematical models, such as…

Other Computer Science · Computer Science 2020-12-23 David G. Green , Kerri Morgan , Marc Cheong

The problem of combining beliefs in the Dempster-Shafer belief theory has attracted considerable attention over the last two decades. The classical Dempster's Rule has often been criticised, and many alternative rules for belief combination…

Artificial Intelligence · Computer Science 2007-05-23 Audun Josang

We propose nonparametric estimation of divergence measures between continuous distributions. Our approach is based on a plug-in kernel- type estimators of density functions. We give the uniform in bandwidth consistency for the proposal…

Methodology · Statistics 2014-06-24 Papa Ngom , Hamza Dhaker , Pierre Mendy , El Hadji Deme

We develop a new framework of uncertainty variables to model uncertainty. An uncertainty variable is characterized by an uncertainty set, in which its realization is bound to lie, while the conditional uncertainty is characterized by a set…

Machine Learning · Statistics 2019-12-10 Rajat Talak , Sertac Karaman , Eytan Modiano

General characterization of physical measurements is discussed within the framework of a classical information theory. Uncertainty relation for simultaneous measurements of two physical observables is defined in this framework for…

Quantum Physics · Physics 2012-12-18 Yoshimasa Kurihara

We use the law of total variance to generate multiple expansions for the posterior predictive variance. These expansions are sums of terms involving conditional expectations and conditional variances and provide a quantification of the…

Statistics Theory · Mathematics 2026-03-23 Sanjay Chaudhuri , Dean Dustin , Bertrand Clarke

Common statistical measures of uncertainty such as $p$-values and confidence intervals quantify the uncertainty due to sampling, that is, the uncertainty due to not observing the full population. However, sampling is not the only source of…

Methodology · Statistics 2024-07-08 Suyash Gupta , Dominik Rothenhäusler

The paper deals with measures of nonlinearity. In state estimation, they are utilized i) to select a suitable state estimation algorithm by assessing the nonlinearity of a system model, ii) to adapt the estimation algorithm structure or…

Systems and Control · Electrical Eng. & Systems 2024-12-10 Ondřej Straka , Jindřich Havlík

The Dempster--Shafer (DS) theory is a powerful tool for probabilistic reasoning based on a formal calculus for combining evidence. DS theory has been widely used in computer science and engineering applications, but has yet to reach the…

Methodology · Statistics 2010-11-04 Ryan Martin , Jianchun Zhang , Chuanhai Liu

A rise in popularity of Deep Neural Networks (DNNs), attributed to more powerful GPUs and widely available datasets, has seen them being increasingly used within safety-critical domains. One such domain, self-driving, has benefited from…

Machine Learning · Computer Science 2018-11-19 Rhiannon Michelmore , Marta Kwiatkowska , Yarin Gal

It is pointed out that the case for Shannon entropy and von Neumann entropy, as measures of uncertainty in quantum mechanics, is not as bleak as suggested in quant-ph/0006087. The main argument of the latter is based on one particular…

Quantum Physics · Physics 2007-05-23 Michael J. W. Hall

Probability theory is far from being the most general mathematical theory of uncertainty. A number of arguments point at its inability to describe second-order ('Knightian') uncertainty. In response, a wide array of theories of uncertainty…

Statistics Theory · Mathematics 2021-04-15 Fabio Cuzzolin
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