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Deep ensembles have been empirically shown to be a promising approach for improving accuracy, uncertainty and out-of-distribution robustness of deep learning models. While deep ensembles were theoretically motivated by the bootstrap,…

Machine Learning · Statistics 2020-06-26 Stanislav Fort , Huiyi Hu , Balaji Lakshminarayanan

This work presents a distributed method for control centers to monitor the operating condition of a power network, i.e., to estimate the network state, and to ultimately determine the occurrence of threatening situations. State estimation…

Optimization and Control · Mathematics 2011-07-13 Fabio Pasqualetti , Ruggero Carli , Francesco Bullo

Uncertainty quantification is crucial for building reliable and trustable machine learning systems. We propose to estimate uncertainty in recurrent neural networks (RNNs) via stochastic discrete state transitions over recurrent timesteps.…

Machine Learning · Computer Science 2020-11-25 Cheng Wang , Carolin Lawrence , Mathias Niepert

In this paper, we introduce the concept of observability of targeted state variables for systems that may not be fully observable. For their estimation, we introduce and exemplify a deep filter, which is a neural network specifically…

Systems and Control · Electrical Eng. & Systems 2022-01-13 Wei Kang , Liang Xu , Hong Zhou

We consider the problem of sequential estimation of the unknowns of state-space and deep state-space models that include estimation of functions and latent processes of the models. The proposed approach relies on Gaussian and deep Gaussian…

Machine Learning · Computer Science 2024-03-26 Yuhao Liu , Marzieh Ajirak , Petar Djuric

Probabilistic models often use neural networks to control their predictive uncertainty. However, when making out-of-distribution (OOD)} predictions, the often-uncontrollable extrapolation properties of neural networks yield poor uncertainty…

Machine Learning · Computer Science 2022-01-19 Pierre Segonne , Yevgen Zainchkovskyy , Søren Hauberg

A Bayesian net (BN) is more than a succinct way to encode a probabilistic distribution; it also corresponds to a function used to answer queries. A BN can therefore be evaluated by the accuracy of the answers it returns. Many algorithms for…

Artificial Intelligence · Computer Science 2013-02-08 Russell Greiner , Adam J. Grove , Dale Schuurmans

Data point selection (DPS) is becoming a critical topic in deep learning due to the ease of acquiring uncurated training data compared to the difficulty of obtaining curated or processed data. Existing approaches to DPS are predominantly…

Machine Learning · Computer Science 2024-11-07 Xinnuo Xu , Minyoung Kim , Royson Lee , Brais Martinez , Timothy Hospedales

In increasingly digitalized and metered distribution networks, state estimation is generally recognized as a key enabler of advanced network management functionalities. However, despite decades of research, the real-life adoption of state…

Optimization and Control · Mathematics 2023-11-14 Frederik Geth , Marta Vanin , Werner Van Westering , Terese Milford , Amritanshu Pandey

Uncertainty quantification is vital for safety-critical Deep Learning applications like medical image segmentation. We introduce BA U-Net, an uncertainty-aware model for MRI segmentation that integrates Bayesian Neural Networks with…

Image and Video Processing · Electrical Eng. & Systems 2024-09-17 Lohith Konathala

Due to the growing adoption of deep neural networks in many fields of science and engineering, modeling and estimating their uncertainties has become of primary importance. Despite the growing literature about uncertainty quantification in…

Machine Learning · Computer Science 2023-02-15 Brian Staber , Sébastien Da Veiga

Recently several researchers have investigated techniques for using data to learn Bayesian networks containing compact representations for the conditional probability distributions (CPDs) stored at each node. The majority of this work has…

Machine Learning · Computer Science 2015-05-19 David Maxwell Chickering , David Heckerman , Christopher Meek

Data-driven risk analysis involves the inference of probability distributions from measured or simulated data. In the case of a highly reliable system, such as the electricity grid, the amount of relevant data is often exceedingly limited,…

Methodology · Statistics 2017-07-11 Simon H. Tindemans , Goran Strbac

Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using a…

Machine Learning · Statistics 2023-05-02 Aliaksandr Hubin , Geir Storvik

Bayesian experimental design (BED) provides a principled framework for optimizing data collection by choosing experiments that are maximally informative about unknown parameters. However, existing methods cannot deal with the joint…

Machine Learning · Statistics 2026-01-30 Sara Pérez-Vieites , Sahel Iqbal , Simo Särkkä , Dominik Baumann

Recent advances in computing power and the potential to make more realistic assumptions due to increased flexibility have led to the increased prevalence of simulation models in economics. While models of this class, and particularly…

General Economics · Economics 2019-06-12 Donovan Platt

Network inference has been extensively studied in several fields, such as systems biology and social sciences. Learning network topology and internal dynamics is essential to understand mechanisms of complex systems. In particular, sparse…

Machine Learning · Statistics 2022-06-13 Yasen Wang , Junyang Jin , Jorge Goncalves

Predictions made by deep learning models are prone to data perturbations, adversarial attacks, and out-of-distribution inputs. To build a trusted AI system, it is therefore critical to accurately quantify the prediction uncertainties. While…

Machine Learning · Computer Science 2023-04-12 Hanjing Wang , Dhiraj Joshi , Shiqiang Wang , Qiang Ji

Deep learning is a form of machine learning for nonlinear high dimensional pattern matching and prediction. By taking a Bayesian probabilistic perspective, we provide a number of insights into more efficient algorithms for optimisation and…

Machine Learning · Statistics 2018-01-23 Nicholas Polson , Vadim Sokolov

Deep learning models have exhibited superior performance in predictive tasks with the explosively increasing Electronic Health Records (EHR). However, due to the lack of transparency, behaviors of deep learning models are difficult to…

Machine Learning · Computer Science 2019-07-16 Riyi Qiu , Yugang Jia , Mirsad Hadzikadic , Michael Dulin , Xi Niu , Xin Wang