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While the accuracy of modern deep learning models has significantly improved in recent years, the ability of these models to generate uncertainty estimates has not progressed to the same degree. Uncertainty methods are designed to provide…

Machine Learning · Statistics 2020-06-17 Adam M. Oberman , Chris Finlay , Alexander Iannantuono , Tiago Salvador

Deep learning models struggle with uncertainty estimation. Many approaches are either computationally infeasible or underestimate uncertainty. We investigate \textit{BatchEnsemble} as a general and scalable method for uncertainty estimation…

Machine Learning · Computer Science 2026-01-30 Morten Blørstad , Herman Jangsett Mostein , Nello Blaser , Pekka Parviainen

Measuring uncertainty is a promising technique for detecting adversarial examples, crafted inputs on which the model predicts an incorrect class with high confidence. But many measures of uncertainty exist, including predictive en- tropy…

Machine Learning · Statistics 2018-03-26 Lewis Smith , Yarin Gal

Video-based human movement analysis holds potential for movement assessment in clinical practice and research. However, the clinical implementation and trust of multi-view markerless motion capture (MMMC) require that, in addition to being…

Computer Vision and Pattern Recognition · Computer Science 2026-02-02 Seth Donahue , Irina Djuraskovic , Kunal Shah , Fabian Sinz , Ross Chafetz , R. James Cotton

Deep Learning sets the state-of-the-art in many challenging tasks showing outstanding performance in a broad range of applications. Despite its success, it still lacks robustness hindering its adoption in medical applications. Modeling…

Computer Vision and Pattern Recognition · Computer Science 2019-09-19 Agnieszka Tomczack , Nassir Navab , Shadi Albarqouni

Accurately knowing uncertainties in appearance-based gaze tracking is critical for ensuring reliable downstream applications. Due to the lack of individual uncertainty labels, current uncertainty-aware approaches adopt probabilistic models…

Computer Vision and Pattern Recognition · Computer Science 2026-03-13 Qiaojie Zheng , Jiucai Zhang , Xiaoli Zhang

Forecast probabilities often serve as critical inputs for binary decision making. In such settings, calibration$\unicode{x2014}$ensuring forecasted probabilities match empirical frequencies$\unicode{x2014}$is essential. Although the common…

Methodology · Statistics 2025-08-06 Raphael Rossellini , Jake A. Soloff , Rina Foygel Barber , Zhimei Ren , Rebecca Willett

We address the problem of uncertainty quantification and propose measures of total, aleatoric, and epistemic uncertainty based on a known decomposition of (strictly) proper scoring rules, a specific type of loss function, into a divergence…

Machine Learning · Computer Science 2025-05-29 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

In this report, we present qualitative analysis of Monte Carlo (MC) dropout method for measuring model uncertainty in neural network (NN) models. We first consider the sources of uncertainty in NNs, and briefly review Bayesian Neural…

Machine Learning · Statistics 2020-07-06 Ronald Seoh

Uncertainties from model parameters and model discrepancy from small-scale models impact the accuracy and reliability of predictions of large-scale systems. Inadequate representation of these uncertainties may result in inaccurate and…

Methodology · Statistics 2014-12-18 K. Sham Bhat , David S. Mebane , Curtis B. Storlie , Priyadarshi Mahapatra

Deterministic mathematical models, such as those specified via differential equations, are a powerful tool to communicate scientific insight. However, such models are necessarily simplified descriptions of the real world. Generalised…

Methodology · Statistics 2025-03-24 Zheyang Shen , Jeremias Knoblauch , Sam Power , Chris. J. Oates

Estimating epistemic uncertainty of models used in low-latency applications and Out-Of-Distribution samples detection is a challenge due to the computationally demanding nature of uncertainty estimation techniques. Estimating model…

Machine Learning · Computer Science 2020-10-28 Akshatha Kamath , Dwaraknath Gnaneshwar , Matias Valdenegro-Toro

Recent work has observed that one can outperform exact inference in Bayesian neural networks by tuning the "temperature" of the posterior on a validation set (the "cold posterior" effect). To help interpret this phenomenon, we argue that…

Machine Learning · Statistics 2020-08-04 Ben Adlam , Jasper Snoek , Samuel L. Smith

While in-context learning with large language models (LLMs) has shown impressive performance, we have discovered a unique miscalibration behavior where both correct and incorrect predictions are assigned the same level of confidence. We…

Computation and Language · Computer Science 2024-10-04 Wei Cheng , Tianlu Wang , Yanmin Ji , Fan Yang , Keren Tan , Yiyu Zheng

A key factor in ensuring the accuracy of computer simulations that model physical systems is the proper calibration of their parameters based on real-world observations or experimental data. Inevitably, uncertainties arise, and Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2026-02-25 Daniel Andrés Arcones , Martin Weiser , Phaedon-Stelios Koutsourelakis , Jörg F. Unger

Traditional neural networks provide deterministic predictions without inherent uncertainty estimates. While Bayesian Neural Networks (BNNs) offer a principled approach to uncertainty quantification, their computational complexity limits…

Machine Learning · Statistics 2026-05-25 Rouaa Hoblos , Noura Dridi , Noureddine Zerhouni , Zeina Al Masry

Modern machine learning methods including deep learning have achieved great success in predictive accuracy for supervised learning tasks, but may still fall short in giving useful estimates of their predictive {\em uncertainty}. Quantifying…

As deep learning-based computer vision algorithms continue to advance the state of the art, their robustness to real-world data continues to be an issue, making it difficult to bring an algorithm from the lab to the real world.…

Computer Vision and Pattern Recognition · Computer Science 2024-09-10 Michael Smith , Frank Ferrie

Rigorous statistical methods, including parameter estimation with accompanying uncertainties, underpin the validity of scientific discovery, especially in the natural sciences. With increasingly complex data models such as deep learning…

Machine Learning · Computer Science 2026-02-18 Aurora Grefsrud , Nello Blaser , Trygve Buanes

We make two contributions to the problem of estimating the $L_1$ calibration error of a binary classifier from a finite dataset. First, we provide an upper bound for any classifier where the calibration function has bounded variation.…

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