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Related papers: Multivariate Uncertainty in Deep Learning

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Uncertainty quantification for deep learning is a challenging open problem. Bayesian statistics offer a mathematically grounded framework to reason about uncertainties; however, approximate posteriors for modern neural networks still…

Machine Learning · Statistics 2020-01-23 Nicolas Brosse , Carlos Riquelme , Alice Martin , Sylvain Gelly , Éric Moulines

One of the key obstacles in traditional deep learning is the reduction in model transparency caused by increasingly intricate model functions, which can lead to problems such as overfitting and excessive confidence in predictions. With the…

Machine Learning · Computer Science 2025-07-22 Maximilian Wendlinger , Kilian Tscharke , Pascal Debus

In many learning based control methodologies, learning the unknown dynamic model precedes the control phase, while the aim is to control the system such that it remains in some safe region of the state space. In this work, our aim is to…

Machine Learning · Computer Science 2021-05-14 Farhad Farokhi , Alex Leong , Iman Shames , Mohammad Zamani

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

Learning in a non-stationary environment is an inevitable problem when applying machine learning algorithm to real world environment. Learning new tasks without forgetting the previous knowledge is a challenge issue in machine learning. We…

Machine Learning · Computer Science 2018-11-07 Honglin Li , Frieder Ganz , Shirin Enshaeifar , Payam Barnaghi

As autonomous systems increasingly rely on Deep Neural Networks (DNN) to implement the navigation pipeline functions, uncertainty estimation methods have become paramount for estimating confidence in DNN predictions. Bayesian Deep Learning…

Robotics · Computer Science 2022-06-07 Fabio Arnez , Ansgar Radermacher , Huascar Espinoza

Bringing deep neural networks (DNNs) into safety critical applications such as automated driving, medical imaging and finance, requires a thorough treatment of the model's uncertainties. Training deep neural networks is already resource…

Computer Vision and Pattern Recognition · Computer Science 2022-05-31 Julian Burghoff , Robin Chan , Hanno Gottschalk , Annika Muetze , Tobias Riedlinger , Matthias Rottmann , Marius Schubert

Deep neural networks (DNNs) have received tremendous attention and achieved great success in various applications, such as image and video analysis, natural language processing, recommendation systems, and drug discovery. However, inherent…

Machine Learning · Computer Science 2023-04-21 Xujiang Zhao

Reliable uncertainty quantification in deep neural networks is very crucial in safety-critical applications such as automated driving for trustworthy and informed decision-making. Assessing the quality of uncertainty estimates is…

Computer Vision and Pattern Recognition · Computer Science 2022-12-12 Neslihan Kose , Ranganath Krishnan , Akash Dhamasia , Omesh Tickoo , Michael Paulitsch

Most machine learning techniques are based upon statistical learning theory, often simplified for the sake of computing speed. This paper is focused on the uncertainty aspect of mathematical modeling in machine learning. Regression analysis…

Machine Learning · Computer Science 2022-06-07 Valentin Arkov

Deep neural networks (DNNs) have made a revolution in numerous fields during the last decade. However, in tasks with high safety requirements, such as medical or autonomous driving applications, providing an assessment of the models…

Machine Learning · Computer Science 2020-11-20 Omer Achrack , Raizy Kellerman , Ouriel Barzilay

Motivated by the maneuvering target tracking with sensors such as radar and sonar, this paper considers the joint and recursive estimation of the dynamic state and the time-varying process noise covariance in nonlinear state space models.…

Systems and Control · Electrical Eng. & Systems 2023-05-09 Hua Lan , Jinjie Hu , Zengfu Wang , Qiang Cheng

The use of Deep Neural Network (DNN) models in risk-based decision-making has attracted extensive attention with broad applications in medical, finance, manufacturing, and quality control. To mitigate prediction-related risks in decision…

Machine Learning · Statistics 2023-10-11 Maryam Kheirandish , Shengfan Zhang , Donald G. Catanzaro , Valeriu Crudu

While deep neural networks are highly performant and successful in a wide range of real-world problems, estimating their predictive uncertainty remains a challenging task. To address this challenge, we propose and implement a loss function…

Machine Learning · Computer Science 2022-10-14 Tony Tohme , Kevin Vanslette , Kamal Youcef-Toumi

ML models have errors when used for predictions. The errors are unknown but can be quantified by model uncertainty. When multiple ML models are trained using the same training points, their model uncertainties may be statistically…

Machine Learning · Statistics 2025-09-23 Xiaoping Du

This work presents a distributionally robust Kalman filter to address uncertainties in noise covariance matrices and predicted covariance estimates. We adopt a distributionally robust formulation using bicausal optimal transport to…

Optimization and Control · Mathematics 2025-06-18 Bingyan Han

This paper proposes a novel localization framework based on collaborative training or federated learning paradigm, for highly accurate localization of autonomous vehicles. More specifically, we build on the standard approach of KalmanNet, a…

Robotics · Computer Science 2025-02-14 Nikos Piperigkos , Alexandros Gkillas , Christos Anagnostopoulos , Aris S. Lalos

Uncertain parameters of state-space models have always been a considerable problem. Consider Kalman filter (CKF) and desensitized Kalman filter (DKF) are two methods to solve this problem. Based on the sensitivity matrix respected to the…

Information Theory · Computer Science 2015-03-31 Taishan Lou

Uncertainty estimation bears the potential to make deep learning (DL) systems more reliable. Standard techniques for uncertainty estimation, however, come along with specific combinations of strengths and weaknesses, e.g., with respect to…

Machine Learning · Computer Science 2022-05-02 Joachim Sicking , Maram Akila , Jan David Schneider , Fabian Hüger , Peter Schlicht , Tim Wirtz , Stefan Wrobel

Deep Learning is a consolidated, state-of-the-art Machine Learning tool to fit a function when provided with large data sets of examples. However, in regression tasks, the straightforward application of Deep Learning models provides a point…

Machine Learning · Computer Science 2018-07-25 Axel Brando , Jose A. Rodríguez-Serrano , Mauricio Ciprian , Roberto Maestre , Jordi Vitrià