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This work presents novel extensions for combining two frameworks for quantifying both aleatoric (i.e., irreducible) and epistemic (i.e., reducible) sources of uncertainties in the modeling of engineered systems. The data-consistent (DC)…

Machine Learning · Statistics 2024-03-07 Taylor Roper , Harri Hakula , Troy Butler

The quantification of uncertainty is important for the adoption of machine learning, especially to reject out-of-distribution (OOD) data back to human experts for review. Yet progress has been slow, as a balance must be struck between…

Machine Learning · Computer Science 2022-09-12 Derek Everett , Andre T. Nguyen , Luke E. Richards , Edward Raff

Deep Neural Networks (DNNs) have demonstrated remarkable performance across various domains, including computer vision and natural language processing. However, they often struggle to accurately quantify the uncertainty of their…

Machine Learning · Computer Science 2025-11-14 Adrien Lafage , Olivier Laurent , Firas Gabetni , Gianni Franchi

Uncertainty estimation for machine learning models is of high importance in many scenarios such as constructing the confidence intervals for model predictions and detection of out-of-distribution or adversarially generated points. In this…

Machine Learning · Computer Science 2022-05-06 Kirill Fedyanin , Evgenii Tsymbalov , Maxim Panov

Clinical decision requires reasoning in the presence of imperfect data. DTs are a well-known decision support tool, owing to their interpretability, fundamental in safety-critical contexts such as medical diagnosis. However, learning DTs…

Neural networks are often overconfident about their predictions, which undermines their reliability and trustworthiness. In this work, we present a novel technique, named Error-Driven Uncertainty Aware Training (EUAT), which aims to enhance…

Machine Learning · Computer Science 2024-09-12 Pedro Mendes , Paolo Romano , David Garlan

Predicting the future frames of a video is a challenging task, in part due to the underlying stochastic real-world phenomena. Prior approaches to solve this task typically estimate a latent prior characterizing this stochasticity, however…

Computer Vision and Pattern Recognition · Computer Science 2021-10-08 Moitreya Chatterjee , Narendra Ahuja , Anoop Cherian

In complex physical process characterization, such as the measurement of the regression rate for solid hybrid rocket fuels, where both the observation data and the model used have uncertainties originating from multiple sources, combining…

Machine Learning · Computer Science 2023-03-21 Georgios Georgalis , Kolos Retfalvi , Paul E. DesJardin , Abani Patra

The reliability of neural networks is essential for their use in safety-critical applications. Existing approaches generally aim at improving the robustness of neural networks to either real-world distribution shifts (e.g., common…

Machine Learning · Computer Science 2022-05-20 Leo Schwinn , Leon Bungert , An Nguyen , René Raab , Falk Pulsmeyer , Doina Precup , Björn Eskofier , Dario Zanca

Precise probabilistic forecasts are fundamental for energy risk management, and there is a wide range of both statistical and machine learning models for this purpose. Inherent to these probabilistic models is some form of uncertainty…

Machine Learning · Computer Science 2025-10-10 Andreas Lebedev , Abhinav Das , Sven Pappert , Stephan Schlüter

Uncertainty estimation is a crucial aspect of deploying dependable deep learning models in safety-critical systems. In this study, we introduce a novel and efficient method for deterministic uncertainty estimation called Discriminant…

Machine Learning · Computer Science 2024-02-21 Jiaxin Zhang , Kamalika Das , Sricharan Kumar

Time-series with volatility clustering pose a unique challenge to uncertainty quantification (UQ) for returns forecasts. Methods for UQ such as Deep Evidential regression offer a simple way of quantifying return forecast uncertainty without…

Statistical Finance · Quantitative Finance 2024-09-20 Steven Y. K. Wong , Jennifer S. K. Chan , Lamiae Azizi

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

We present an approach to quantifying both aleatoric and epistemic uncertainty for deep neural networks in image classification, based on generative adversarial networks (GANs). While most works in the literature that use GANs to generate…

Computer Vision and Pattern Recognition · Computer Science 2023-01-10 Philipp Oberdiek , Gernot A. Fink , Matthias Rottmann

The opaque nature of transformer-based models, particularly in applications susceptible to unethical practices such as dark-patterns in user interfaces, requires models that integrate uncertainty quantification to enhance trust in…

Machine Learning · Computer Science 2024-12-09 Javier Muñoz , Álvaro Huertas-García , Carlos Martí-González , Enrique De Miguel Ambite

Deep learning models frequently make incorrect predictions with high confidence when presented with test examples that are not well represented in their training dataset. We propose a novel and straightforward approach to estimate…

Machine Learning · Computer Science 2019-10-04 Tiago Ramalho , Miguel Miranda

We introduce a physics-informed Bayesian Neural Network (BNN) with flow approximated posteriors using multiplicative normalizing flows (MNF) for detailed uncertainty quantification (UQ) at the physics event-level. Our method is capable of…

Machine Learning · Computer Science 2023-10-05 Cristiano Fanelli , James Giroux

Reliable quantification of epistemic and aleatoric uncertainty is of crucial importance in applications where models are trained in one environment but applied to multiple different environments, often seen in real-world applications for…

Machine Learning · Computer Science 2023-11-02 Simon Dirmeier , Ye Hong , Yanan Xin , Fernando Perez-Cruz

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

Deep neural networks are powerful predictors for a variety of tasks. However, they do not capture uncertainty directly. Using neural network ensembles to quantify uncertainty is competitive with approaches based on Bayesian neural networks…

Machine Learning · Computer Science 2022-07-05 Romain Egele , Romit Maulik , Krishnan Raghavan , Bethany Lusch , Isabelle Guyon , Prasanna Balaprakash
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