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The calibration of predictive distributions has been widely studied in deep learning, but the same cannot be said about the more specific epistemic uncertainty as produced by Deep Ensembles, Bayesian Deep Networks, or Evidential Deep…

Machine Learning · Computer Science 2024-07-18 Mohammed Fellaji , Frédéric Pennerath , Brieuc Conan-Guez , Miguel Couceiro

Calibrated estimates of uncertainty are critical for many real-world computer vision applications of deep learning. While there are several widely-used uncertainty estimation methods, dropout inference stands out for its simplicity and…

Computer Vision and Pattern Recognition · Computer Science 2020-11-09 Yichen Shen , Zhilu Zhang , Mert R. Sabuncu , Lin Sun

In prediction problems, it is common to model the data-generating process and then use a model-based procedure, such as a Bayesian predictive distribution, to quantify uncertainty about the next observation. However, if the posited model is…

Methodology · Statistics 2021-07-06 Pei-Shien Wu , Ryan Martin

Reliable uncertainty quantification (UQ) in machine learning (ML) regression tasks is becoming the focus of many studies in materials and chemical science. It is now well understood that average calibration is insufficient, and most studies…

Machine Learning · Statistics 2024-01-25 Pascal Pernot

Numerous studies have focused on learning and understanding the dynamics of physical systems from video data, such as spatial intelligence. Artificial intelligence requires quantitative assessments of the uncertainty of the model to ensure…

Machine Learning · Computer Science 2024-12-18 Aoming Liang , Qi Liu , Lei Xu , Fahad Sohrab , Weicheng Cui , Changhui Song , Moncef Gabbouj

Calibrating model parameters to measured data by minimizing loss functions is an important step in obtaining realistic predictions from model-based approaches, e.g., for process optimization. This is applicable to both knowledge-driven and…

A statistical learning approach for parametric PDEs related to Uncertainty Quantification is derived. The method is based on the minimization of an empirical risk on a selected model class and it is shown to be applicable to a broad range…

Numerical Analysis · Mathematics 2020-01-07 Martin Eigel , Reinhold Schneider , Philipp Trunschke , Sebastian Wolf

Atmospheric motion vectors (AMVs) extracted from satellite imagery are the only wind observations with good global coverage. They are important features for feeding numerical weather prediction (NWP) models. Several Bayesian models have…

Methodology · Statistics 2023-10-26 Patrick Héas , Frédéric Cérou , Mathias Rousset

Model misspecification is a long-standing enigma of the Bayesian inference framework as posteriors tend to get overly concentrated on ill-informed parameter values towards the large sample limit. Tempering of the likelihood has been…

Methodology · Statistics 2019-12-13 Owen Thomas , Jukka Corander

Due to the importance of uncertainty quantification (UQ), Bayesian approach to inverse problems has recently gained popularity in applied mathematics, physics, and engineering. However, traditional Bayesian inference methods based on Markov…

Computation · Statistics 2022-04-26 Shiwei Lan , Shuyi Li , Babak Shahbaba

We present a novel Bayesian framework for quantifying uncertainty in portfolio temperature alignment models, leveraging the X-Degree Compatibility (XDC) approach with the scientifically validated Finite Amplitude Impulse Response (FaIR)…

Portfolio Management · Quantitative Finance 2024-12-20 Hendrik Weichel , Aleksandr Zinovev , Heikki Haario , Martin Simon

Modern data-driven applications that make real-time decisions increasingly depend on advanced sensors which use pre-stored calibration data. In such applications, accurate characterization of sensor output uncertainty is important for…

Signal Processing · Electrical Eng. & Systems 2026-03-09 Orestis Kaparounakis , Phillip Stanley-Marbell

Accurate camera calibration is a precondition for many computer vision applications. Calibration errors, such as wrong model assumptions or imprecise parameter estimation, can deteriorate a system's overall performance, making the reliable…

Computer Vision and Pattern Recognition · Computer Science 2021-07-29 Annika Hagemann , Moritz Knorr , Holger Janssen , Christoph Stiller

Recently, deep learning has emerged as a promising tool for statistical downscaling, the set of methods for generating high-resolution climate fields from coarse low-resolution variables. Nevertheless, their ability to generalize to climate…

Machine Learning · Computer Science 2023-05-03 Jose González-Abad , Jorge Baño-Medina

Modern neural networks have found to be miscalibrated in terms of confidence calibration, i.e., their predicted confidence scores do not reflect the observed accuracy or precision. Recent work has introduced methods for post-hoc confidence…

Computer Vision and Pattern Recognition · Computer Science 2021-09-22 Fabian Küppers , Jan Kronenberger , Jonas Schneider , Anselm Haselhoff

Deploying deep learning (DL) models in medical applications relies on predictive performance and other critical factors, such as conveying trustworthy predictive uncertainty. Uncertainty estimation (UE) methods provide potential solutions…

Image and Video Processing · Electrical Eng. & Systems 2024-03-26 Kudaibergen Abutalip , Numan Saeed , Ikboljon Sobirov , Vincent Andrearczyk , Adrien Depeursinge , Mohammad Yaqub

Long-range ensemble forecasts are typically verified as anomalies with respect to a lead-time dependent climatological mean to remove the influence of systematic biases. However, common methods for calculating anomalies result in…

Atmospheric and Oceanic Physics · Physics 2025-06-11 Christopher D. Roberts , Martin Leutbecher

Estimating uncertainty of machine learning models is essential to assess the quality of the predictions that these models provide. However, there are several factors that influence the quality of uncertainty estimates, one of which is the…

Machine Learning · Computer Science 2022-11-03 Yuko Kato , David M. J. Tax , Marco Loog

Probabilistic classifiers output confidence scores along with their predictions, and these confidence scores should be calibrated, i.e., they should reflect the reliability of the prediction. Confidence scores that minimize standard metrics…

Accurate uncertainty estimation is crucial for deploying neural networks in risk-sensitive applications such as medical diagnosis. Monte Carlo Dropout is a widely used technique for approximating predictive uncertainty by performing…

Machine Learning · Computer Science 2025-06-05 Tal Zeevi , Ravid Shwartz-Ziv , Yann LeCun , Lawrence H. Staib , John A. Onofrey