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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…

Machine Learning · Computer Science 2022-11-14 Levente Foldesi , Matias Valdenegro-Toro

Aleatoric (data) and epistemic (knowledge) uncertainty are textbook components of Uncertainty Quantification. Jointly estimating these components has been shown to be problematic and non-trivial. As a result, there are multiple ways to…

Machine Learning · Computer Science 2026-02-12 Ivo Pascal de Jong , Andreea Ioana Sburlea , Matthia Sabatelli , Matias Valdenegro-Toro

We revisit Zadeh's notion of "evidence of the second kind" and show that it provides the foundation for a general theory of epistemic random fuzzy sets, which generalizes both the Dempster-Shafer theory of belief functions and possibility…

Artificial Intelligence · Computer Science 2022-02-17 Thierry Denoeux

The robustness of risk measures to changes in underlying loss distributions (distributional uncertainty) is of crucial importance in making well-informed decisions. In this paper, we quantify, for the class of distortion risk measures with…

Risk Management · Quantitative Finance 2023-03-14 Carole Bernard , Silvana M. Pesenti , Steven Vanduffel

In this paper, we introduce for the first time the notions of neutrosophic measure and neutrosophic integral, and we develop the 1995 notion of neutrosophic probability. We present many practical examples. It is possible to define the…

Artificial Intelligence · Computer Science 2013-12-02 Florentin Smarandache

The uncertainty quantifications of theoretical results are of great importance to make meaningful comparisons of those results with experimental data and to make predictions in experimentally unknown regions. By quantifying uncertainties,…

Nuclear Theory · Physics 2018-12-10 Sota Yoshida , Noritaka Shimizu , Tomoaki Togashi , Takaharu Otsuka

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…

Methodology · Statistics 2013-12-10 Yen-Chi Chen , Christopher R. Genovese , Larry Wasserman

We present a new method for constructing a confidence interval for the mean of a bounded random variable from samples of the random variable. We conjecture that the confidence interval has guaranteed coverage, i.e., that it contains the…

Statistics Theory · Mathematics 2020-11-05 Erik Learned-Miller , Philip S. Thomas

Uncertainty relations give upper bounds on the accuracy by which the outcomes of two incompatible measurements can be predicted. While established uncertainty relations apply to cases where the predictions are based on purely classical data…

Quantum Physics · Physics 2012-10-18 Marco Tomamichel , Renato Renner

In Basili and Pratelli (2024), a novel and coherent concept of interval probability measures has been introduced, providing a method for representing imprecise probabilities and uncertainty. Within the framework of set algebra, we…

Statistics Theory · Mathematics 2024-04-25 Marcello Basili , Luca Pratelli

Assessing the predictive uncertainty of deep neural networks is crucial for safety-related applications of deep learning. Although Bayesian deep learning offers a principled framework for estimating model uncertainty, the common approaches…

Machine Learning · Computer Science 2024-03-06 Yookoon Park , David M. Blei

Uncertainty relation is a fundamental issue in quantum mechanics and quantum information theory. By using modified generalized variance (MGV), and modified generalized Wigner-Yanase-Dyson skew information (MGWYD), we identify the total and…

Quantum Physics · Physics 2022-08-16 Cong Xu , Zhaoqi Wu , Shao-Ming Fei

While Evidence Theory (also known as Dempster-Shafer Theory, or Belief Functions Theory) is being increasingly used in data fusion, its potentialities in the Social and Life Sciences are often obscured by lack of awareness of its…

Artificial Intelligence · Computer Science 2025-03-31 Guido Fioretti

Risk assessment under different possible scenarios is a source of uncertainty that may lead to concerning financial losses. We address this issue, first, by adapting a robust framework to the class of spectral risk measures. Second, we…

Risk Management · Quantitative Finance 2019-05-21 Mohammed Berkhouch , Ghizlane Lakhnati , Marcelo Brutti Righi

Unsolved controversies about uncertainty relations and quantum measurements still persists nowadays. They originate around the shortcomings regarding the conventional interpretation of uncertainty relations. Here we show that the respective…

Quantum Physics · Physics 2007-05-23 S. Dumitru

The concept of quantum coherence, including various ways to quantify the degree of coherence with respect to the prescribed basis, is currently the subject of active research. The complementarity of quantum coherence in different bases was…

Quantum Physics · Physics 2017-09-08 Alexey E. Rastegin

Applying a machine learning model for decision-making in the real world requires to distinguish what the model knows from what it does not. A critical factor in assessing the knowledge of a model is to quantify its predictive uncertainty.…

Machine Learning · Computer Science 2023-11-15 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Sepp Hochreiter

This article makes two novel contributions to spatial political and conflict research using grid data. First, it develops a theory of how uncertainty specific to grid data affects inference. Second, it introduces a comprehensive robustness…

Methodology · Statistics 2022-11-11 Akisato Suzuki

Conformal prediction, which makes no distributional assumptions about the data, has emerged as a powerful and reliable approach to uncertainty quantification in practical applications. The nonconformity measure used in conformal prediction…

Machine Learning · Computer Science 2024-10-15 Yuko Kato , David M. J. Tax , Marco Loog

Data integration is a notoriously difficult and heuristic-driven process, especially when ground-truth data are not readily available. This paper presents a measure of uncertainty by providing maximal and minimal ranges of a query outcome…

Databases · Computer Science 2023-09-12 Deniz Turkcapar , Sanjay Krishnan