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Uncertainty quantification in time series prediction is challenging due to the temporal dependence and distribution shift on sequential data. Conformal inference provides a pivotal and flexible instrument for assessing the uncertainty of…

Machine Learning · Statistics 2025-09-09 Junxi Wu , Dongjian Hu , Yajie Bao , Shu-Tao Xia , Changliang Zou

Uncertainty estimation in Neural Networks (NNs) is vital in improving reliability and confidence in predictions, particularly in safety-critical applications. Bayesian Neural Networks (BayNNs) with Dropout as an approximation offer a…

Machine Learning · Computer Science 2024-01-12 Soyed Tuhin Ahmed , Kamal Danouchi , Michael Hefenbrock , Guillaume Prenat , Lorena Anghel , Mehdi B. Tahoori

Uncertainty estimates must be calibrated (i.e., accurate) and sharp (i.e., informative) in order to be useful. This has motivated a variety of methods for recalibration, which use held-out data to turn an uncalibrated model into a…

Machine Learning · Computer Science 2022-07-06 Charles Marx , Shengjia Zhao , Willie Neiswanger , Stefano Ermon

The role of uncertainty quantification (UQ) in deep learning has become crucial with growing use of predictive models in high-risk applications. Though a large class of methods exists for measuring deep uncertainties, in practice, the…

Machine Learning · Statistics 2019-11-01 Bindya Venkatesh , Jayaraman J. Thiagarajan

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.…

To facilitate robust and trustworthy deployment of large language models (LLMs), it is essential to quantify the reliability of their generations through uncertainty estimation. While recent efforts have made significant advancements by…

Computation and Language · Computer Science 2025-07-22 Rui Li , Jing Long , Muge Qi , Heming Xia , Lei Sha , Peiyi Wang , Zhifang Sui

Calibration is commonly evaluated by comparing model confidence with its empirical correctness, implicitly treating reliability as a function of the confidence score alone. However, this view can hide substantial structure: models may be…

Machine Learning · Computer Science 2026-05-14 Katarzyna Kobalczyk , Mihaela van der Schaar

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

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

Computer vision leveraging deep learning has achieved significant success in the last decade. Despite the promising performance of the existing deep models in the recent literature, the extent of models' reliability remains unknown.…

Computer Vision and Pattern Recognition · Computer Science 2020-04-13 Seyed Omid Sajedi , Xiao Liang

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

In many safety-critical applications such as autonomous driving and surgical robots, it is desirable to obtain prediction uncertainties from object detection modules to help support safe decision-making. Specifically, such modules need to…

Machine Learning · Computer Science 2018-11-29 Buu Phan , Rick Salay , Krzysztof Czarnecki , Vahdat Abdelzad , Taylor Denouden , Sachin Vernekar

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

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

In the context of computer models, calibration is the process of estimating unknown simulator parameters from observational data. Calibration is variously referred to as model fitting, parameter estimation/inference, an inverse problem, and…

Methodology · Statistics 2023-10-16 Richard D. Wilkinson , Christopher W. Lanyon

Obtaining accurate estimates of machine learning model uncertainties on newly predicted data is essential for understanding the accuracy of the model and whether its predictions can be trusted. A common approach to such uncertainty…

To obtain uncertainty estimates with real-world Bayesian deep learning models, practical inference approximations are needed. Dropout variational inference (VI) for example has been used for machine vision and medical applications, but VI…

Machine Learning · Computer Science 2017-03-09 Yingzhen Li , Yarin Gal

Recent works have shown that deep neural networks can achieve super-human performance in a wide range of image classification tasks in the medical imaging domain. However, these works have primarily focused on classification accuracy,…

Computer Vision and Pattern Recognition · Computer Science 2020-09-10 Gongbo Liang , Yu Zhang , Xiaoqin Wang , Nathan Jacobs

Quantifying uncertainty of predictions has been identified as one way to develop more trustworthy artificial intelligence (AI) models beyond conventional reporting of performance metrics. When considering their role in a clinical decision…

Monte Carlo dropout may effectively capture model uncertainty in deep learning, where a measure of uncertainty is obtained by using multiple instances of dropout at test time. However, Monte Carlo dropout is applied across the whole network…

Signal Processing · Electrical Eng. & Systems 2020-02-03 Liangping Ma , John Kaewell