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Related papers: Qualitative Analysis of Monte Carlo Dropout

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Uncertainty quantification in a neural network is one of the most discussed topics for safety-critical applications. Though Neural Networks (NNs) have achieved state-of-the-art performance for many applications, they still provide…

Machine Learning · Computer Science 2022-05-09 Mehedi Hasan , Abbas Khosravi , Ibrahim Hossain , Ashikur Rahman , Saeid Nahavandi

Among the various options to estimate uncertainty in deep neural networks, Monte-Carlo dropout is widely popular for its simplicity and effectiveness. However the quality of the uncertainty estimated through this method varies and choices…

Machine Learning · Computer Science 2021-07-14 Francesco Verdoja , Ville Kyrki

Traditional neural networks provide deterministic predictions without inherent uncertainty estimates. While Bayesian Neural Networks (BNNs) offer a principled approach to uncertainty quantification, their computational complexity limits…

Machine Learning · Statistics 2026-05-25 Rouaa Hoblos , Noura Dridi , Noureddine Zerhouni , Zeina Al Masry

Monte Carlo (MC) dropout is one of the state-of-the-art approaches for uncertainty estimation in neural networks (NNs). It has been interpreted as approximately performing Bayesian inference. Based on previous work on the approximation of…

Machine Learning · Computer Science 2020-07-13 Joachim Sicking , Maram Akila , Tim Wirtz , Sebastian Houben , Asja Fischer

Reliable uncertainty estimation is crucial for machine learning models, especially in safety-critical domains. While exact Bayesian inference offers a principled approach, it is often computationally infeasible for deep neural networks.…

Machine Learning · Computer Science 2025-12-18 Aslak Djupskås , Alexander Johannes Stasik , Signe Riemer-Sørensen

We develop a multilevel Monte Carlo (MLMC) framework for uncertainty quantification with Monte Carlo dropout. Treating dropout masks as a source of epistemic randomness, we define a fidelity hierarchy by the number of stochastic forward…

Machine Learning · Computer Science 2026-01-21 Aaron Pim , Tristan Pryer

The examination of uncertainty in the predictions of machine learning (ML) models is receiving increasing attention. One uncertainty modeling technique used for this purpose is Monte-Carlo (MC)-Dropout, where repeated predictions are…

Computer Vision and Pattern Recognition · Computer Science 2023-05-25 Florian Heidecker , Ahmad El-Khateeb , Bernhard Sick

Recently, there has been a significant amount of interest in satellite telemetry anomaly detection (AD) using neural networks (NN). For AD purposes, the current approaches focus on either forecasting or reconstruction of the time series,…

Machine Learning · Computer Science 2022-11-29 Mohammad Amin Maleki Sadr , Yeying Zhu , Peng Hu

Knowing the uncertainty associated with the output of a deep neural network is of paramount importance in making trustworthy decisions, particularly in high-stakes fields like medical diagnosis and autonomous systems. Monte Carlo Dropout…

Computer Vision and Pattern Recognition · Computer Science 2025-05-22 Hamzeh Asgharnezhad , Afshar Shamsi , Roohallah Alizadehsani , Arash Mohammadi , Hamid Alinejad-Rokny

Deep neural networks (NNs) are known for their high-prediction performances. However, NNs are prone to yield unreliable predictions when encountering completely new situations without indicating their uncertainty. Bayesian variants of NNs…

Machine Learning · Computer Science 2023-08-25 Kai Brach , Beate Sick , Oliver Dürr

Among Bayesian methods, Monte-Carlo dropout provides principled tools for evaluating the epistemic uncertainty of neural networks. Its popularity recently led to seminal works that proposed activating the dropout layers only during…

Machine Learning · Computer Science 2023-02-07 Emanuele Ledda , Giorgio Fumera , Fabio Roli

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

Monte-Carlo (MC) Dropout provides a practical solution for estimating predictive distributions in deterministic neural networks. Traditional dropout, applied within the signal space, may fail to account for frequency-related noise common in…

Computer Vision and Pattern Recognition · Computer Science 2025-01-22 Tal Zeevi , Lawrence H. Staib , John A. Onofrey

Accurate electricity price forecasting is critical for strategic decision-making in deregulated electricity markets, where volatility stems from complex supply-demand dynamics and external factors. Traditional point forecasts often fail to…

Machine Learning · Computer Science 2025-12-17 Abhinav Das , Stephan Schlüter

Monte Carlo (MC) dropout is a simple and efficient ensembling method that can improve the accuracy and confidence calibration of high-capacity deep neural network models. However, MC dropout is not as effective as more compute-intensive…

Machine Learning · Computer Science 2021-06-10 Zhilu Zhang , Vianne R. Gao , Mert R. Sabuncu

Estimating predictive uncertainty is crucial for many computer vision tasks, from image classification to autonomous driving systems. Hamiltonian Monte Carlo (HMC) is an sampling method for performing Bayesian inference. On the other hand,…

Machine Learning · Computer Science 2019-07-03 Diego Vergara , Sergio Hernández , Matias Valdenegro-Toro , Felipe Jorquera

The Monte Carlo dropout method has proved to be a scalable and easy-to-use approach for estimating the uncertainty of deep neural network predictions. This approach was recently applied to Fault Detection and Di-agnosis (FDD) applications…

Machine Learning · Computer Science 2019-09-11 Baihong Jin , Yingshui Tan , Yuxin Chen , Alberto Sangiovanni-Vincentelli

Deep learning tools have gained tremendous attention in applied machine learning. However such tools for regression and classification do not capture model uncertainty. In comparison, Bayesian models offer a mathematically grounded…

Machine Learning · Statistics 2016-10-05 Yarin Gal , Zoubin Ghahramani

Uncertainty quantification of machine learning and deep learning methods plays an important role in enhancing trust to the obtained result. In recent years, a numerous number of uncertainty quantification methods have been introduced. Monte…

Machine Learning · Computer Science 2023-02-07 Afshar Shamsi , Hamzeh Asgharnezhad , AmirReza Tajally , Saeid Nahavandi , Henry Leung

In this work, we propose the use of dropout as a Bayesian estimator for increasing the generalizability of a deep neural network (DNN) for speech enhancement. By using Monte Carlo (MC) dropout, we show that the DNN performs better…

Audio and Speech Processing · Electrical Eng. & Systems 2018-08-29 Nazreen P. M. , A. G. Ramakrishnan
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