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We introduce a general framework that extends Bayesian inference by allowing the researcher to explicitly encode confidence in each source of uncertainty within the model. This mechanism provides a new handle for model design and…

Methodology · Statistics 2026-05-06 Rafael Mouallem Rosa , Julyan Arbel , Hien Duy Nguyen

Diffusion models have recently driven significant breakthroughs in generative modeling. While state-of-the-art models produce high-quality samples on average, individual samples can still be low quality. Detecting such samples without human…

Machine Learning · Computer Science 2025-06-13 Metod Jazbec , Eliot Wong-Toi , Guoxuan Xia , Dan Zhang , Eric Nalisnick , Stephan Mandt

Deep neural networks have revolutionized medical image analysis and disease diagnosis. Despite their impressive performance, it is difficult to generate well-calibrated probabilistic outputs for such networks, which makes them…

Machine Learning · Computer Science 2020-05-29 Pranav Poduval , Hrushikesh Loya , Amit Sethi

Multi-fidelity models are becoming more prevalent in engineering, particularly in aerospace, as they combine both the computational efficiency of low-fidelity models with the high accuracy of higher-fidelity simulations. Various…

Computational Engineering, Finance, and Science · Computer Science 2024-07-09 Andrea Vaiuso , Gabriele Immordino , Marcello Righi , Andrea Da Ronch

We show that training a deep network using batch normalization is equivalent to approximate inference in Bayesian models. We further demonstrate that this finding allows us to make meaningful estimates of the model uncertainty using…

Machine Learning · Statistics 2018-07-17 Mattias Teye , Hossein Azizpour , Kevin Smith

A Bayesian network is a graphical model that encodes probabilistic relationships among variables of interest. When used in conjunction with statistical techniques, the graphical model has several advantages for data analysis. One, because…

Machine Learning · Computer Science 2022-01-11 David Heckerman

Achieving robust uncertainty quantification for deep neural networks represents an important requirement in many real-world applications of deep learning such as medical imaging where it is necessary to assess the reliability of a neural…

Machine Learning · Computer Science 2024-03-15 Tim Rensmeyer , Oliver Niggemann

Although large language models (LLMs) are highly interactive and extendable, current approaches to ensure reliability in deployments remain mostly limited to rejecting outputs with high uncertainty in order to avoid misinformation. This…

Machine Learning · Computer Science 2025-06-10 T. Duy Nguyen-Hien , Desi R. Ivanova , Yee Whye Teh , Wee Sun Lee

In this work, we propose a novel prior learning method for advancing generalization and uncertainty estimation in deep neural networks. The key idea is to exploit scalable and structured posteriors of neural networks as informative priors…

Machine Learning · Computer Science 2026-03-31 Dominik Schnaus , Jongseok Lee , Daniel Cremers , Rudolph Triebel

We evaluate the uncertainty quality in neural networks using anomaly detection. We extract uncertainty measures (e.g. entropy) from the predictions of candidate models, use those measures as features for an anomaly detector, and gauge how…

Machine Learning · Statistics 2016-12-26 Ramon Oliveira , Pedro Tabacof , Eduardo Valle

We present Bayesian Mixture of Experts (Bayesian-MoE), a post-hoc uncertainty estimation framework for fine-tuned large language models (LLMs) based on Mixture-of-Experts architectures. Our method applies a structured Laplace approximation…

Machine Learning · Computer Science 2025-11-13 Maryam Dialameh , Hossein Rajabzadeh , Weiwei Zhang , Walid Ahmed , Hyock Ju Kwon

We show how to treat systematic uncertainties using Bayesian deep networks for regression. First, we analyze how these networks separately trace statistical and systematic uncertainties on the momenta of boosted top quarks forming fat jets.…

High Energy Physics - Phenomenology · Physics 2020-12-23 Gregor Kasieczka , Michel Luchmann , Florian Otterpohl , Tilman Plehn

The topic of deep learning has seen a surge of interest in recent years both within and outside of the field of Statistics. Deep models leverage both nonlinearity and interaction effects to provide superior predictions in many cases when…

Methodology · Statistics 2020-09-18 Paul A. Parker , Scott H. Holan

Hierarchical Bayesian networks and neural networks with stochastic hidden units are commonly perceived as two separate types of models. We show that either of these types of models can often be transformed into an instance of the other, by…

Machine Learning · Computer Science 2015-01-23 Diederik P. Kingma , Max Welling

Due to their intuitive appeal, Bayesian methods of modeling and uncertainty quantification have become popular in modern machine and deep learning. When providing a prior distribution over the parameter space, it is straightforward to…

Machine Learning · Statistics 2025-06-05 Ivan Melev , Goeran Kauermann

When we use simulation to assess the performance of stochastic systems, the input models used to drive simulation experiments are often estimated from finite real-world data. There exist both input model and simulation estimation…

Methodology · Statistics 2021-08-10 Wei Xie , Cheng Li , Yuefeng Wu , Pu Zhang

We are interested in the development of surrogate models for uncertainty quantification and propagation in problems governed by stochastic PDEs using a deep convolutional encoder-decoder network in a similar fashion to approaches considered…

Computational Physics · Physics 2018-05-09 Yinhao Zhu , Nicholas Zabaras

This chapter provides a self-contained introduction to the use of Bayesian inference to extract large-scale modular structures from network data, based on the stochastic blockmodel (SBM), as well as its degree-corrected and overlapping…

Machine Learning · Statistics 2023-03-23 Tiago P. Peixoto

Statistical models typically capture uncertainties in our knowledge of the corresponding real-world processes, however, it is less common for this uncertainty specification to capture uncertainty surrounding the values of the inputs to the…

Methodology · Statistics 2023-05-10 Samuel E. Jackson , David C. Woods

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