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Bayesian inference promises to ground and improve the performance of deep neural networks. It promises to be robust to overfitting, to simplify the training procedure and the space of hyperparameters, and to provide a calibrated measure of…

Machine Learning · Computer Science 2019-08-12 Jonathan Heek , Nal Kalchbrenner

This work addresses uncertainty quantification of electromagnetic devices determined by the eddy current problem. The multilevel Monte Carlo (MLMC) method is used for the treatment of uncertain parameters while the devices are discretized…

Computational Engineering, Finance, and Science · Computer Science 2020-03-24 Armin Galetzka , Zeger Bontinck , Ulrich Römer , Sebastian Schöps

Uncertainty-aware semantic segmentation of the point clouds includes the predictive uncertainty estimation and the uncertainty-guided model optimization. One key challenge in the task is the efficiency of point-wise predictive distribution…

Computer Vision and Pattern Recognition · Computer Science 2022-01-20 Chao Qi , Jianqin Yin

A framework is developed based on different uncertainty quantification (UQ) techniques in order to assess validation and verification (V&V) metrics in computational physics problems, in general, and computational fluid dynamics (CFD), in…

Computational Physics · Physics 2020-07-15 Saleh Rezaeiravesh , Ricardo Vinuesa , Philipp Schlatter

Markov Chain Monte Carlo (MCMC) techniques are now widely used for cosmological parameter estimation. Chains are generated to sample the posterior probability distribution obtained following the Bayesian approach. An important issue is how…

Bayesian inference in deep neural networks is challenging due to the high-dimensional, strongly multi-modal parameter posterior density landscape. Markov chain Monte Carlo approaches asymptotically recover the true posterior but are…

Recent performance breakthroughs in Artificial intelligence (AI) and Machine learning (ML), especially advances in Deep learning (DL), the availability of powerful, easy-to-use ML libraries (e.g., scikit-learn, TensorFlow, PyTorch.), and…

Machine Learning · Computer Science 2023-03-24 Mahmoud Yaseen , Xu Wu

Quantifying uncertainty in a model's predictions is important as it enables the safety of an AI system to be increased by acting on the model's output in an informed manner. This is crucial for applications where the cost of an error is…

Computer Vision and Pattern Recognition · Computer Science 2021-05-31 Aria Khoshsirat

This paper presents a deep learning based model predictive control (MPC) algorithm for systems with unmatched and bounded state-action dependent uncertainties of unknown structure. We utilize a deep neural network (DNN) as an oracle in the…

Machine Learning · Computer Science 2023-04-25 Mateus V. Gasparino , Prabhat K. Mishra , Girish Chowdhary

Brain-computer interfaces (BCIs) turn brain signals into functionally useful output, but they are not always accurate. A good Machine Learning classifier should be able to indicate how confident it is about a given classification, by giving…

Machine Learning · Computer Science 2025-07-17 Joris Suurmeijer , Ivo Pascal de Jong , Matias Valdenegro-Toro , Andreea Ioana Sburlea

Uncertainty quantification is essential for robotic perception, as overconfident or point estimators can lead to collisions and damages to the environment and the robot. In this paper, we evaluate scalable approaches to uncertainty…

Computer Vision and Pattern Recognition · Computer Science 2021-12-16 Javier Rodríguez-Puigvert , Rubén Martínez-Cantín , Javier Civera

On top of machine learning models, uncertainty quantification (UQ) functions as an essential layer of safety assurance that could lead to more principled decision making by enabling sound risk assessment and management. The safety and…

Machine Learning · Computer Science 2024-03-28 Venkat Nemani , Luca Biggio , Xun Huan , Zhen Hu , Olga Fink , Anh Tran , Yan Wang , Xiaoge Zhang , Chao Hu

The Intensive Care Unit (ICU) is a hospital department where machine learning has the potential to provide valuable assistance in clinical decision making. Classical machine learning models usually only provide point-estimates and no…

Machine Learning · Computer Science 2024-07-26 David Ruhe , Giovanni Cinà , Michele Tonutti , Daan de Bruin , Paul Elbers

This paper investigates two prominent probabilistic neural modeling paradigms: Bayesian Neural Networks (BNNs) and Mixture Density Networks (MDNs) for uncertainty-aware nonlinear regression. While BNNs incorporate epistemic uncertainty by…

Computation · Statistics 2025-10-30 Riddhi Pratim Ghosh , Ian Barnett

Deep neural networks(NNs) have achieved impressive performance, often exceed human performance on many computer vision tasks. However, one of the most challenging issues that still remains is that NNs are overconfident in their predictions,…

Machine Learning · Computer Science 2019-12-30 Chanwoo Park , Jae Myung Kim , Seok Hyeon Ha , Jungwoo Lee

This paper considers uncertainty quantification for an elliptic nonlocal equation. In particular, it is assumed that the parameters which define the kernel in the nonlocal operator are uncertain and a priori distributed according to a…

Computation · Statistics 2016-03-22 Ajay Jasra , Kody Law , Yan Zhou

We present the Incremental Generative Monte Carlo (IGMC) method, designed to measure uncertainty in deep neural networks using deep generative approaches. IGMC iteratively trains generative models, adding their output to the dataset, to…

Machine Learning · Computer Science 2023-10-17 Yunsheng Zhang

Non-linear state space models are a widely-used class of models for biological, economic, and physical processes. Fitting these models to observed data is a difficult inference problem that has no straightforward solution. We take a…

Computation · Statistics 2013-05-03 Alexander Y. Shestopaloff , Radford M. Neal

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

The past decades have seen enormous improvements in computational inference based on statistical models, with continual enhancement in a wide range of computational tools, in competition. In Bayesian inference, first and foremost, MCMC…

Computation · Statistics 2015-05-12 Peter J. Green , Krzysztof Łatuszyński , Marcelo Pereyra , Christian P. Robert