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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

Deep-learning-based data-driven forecasting methods have produced impressive results for traffic forecasting. A major limitation of these methods, however, is that they provide forecasts without estimates of uncertainty, which are critical…

Machine Learning · Computer Science 2022-04-07 Tanwi Mallick , Prasanna Balaprakash , Jane Macfarlane

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

Uncertainty quantification is crucial for building reliable and trustable machine learning systems. We propose to estimate uncertainty in recurrent neural networks (RNNs) via stochastic discrete state transitions over recurrent timesteps.…

Machine Learning · Computer Science 2020-11-25 Cheng Wang , Carolin Lawrence , Mathias Niepert

We propose a numerical method for discovering unknown parameterized dynamical systems by using observational data of the state variables. Our method is built upon and extends the recent work of discovering unknown dynamical systems, in…

Numerical Analysis · Mathematics 2020-03-11 Tong Qin , Zhen Chen , John Jakeman , Dongbin Xiu

Stochastic differential equations (SDEs) are one of the most important representations of dynamical systems. They are notable for the ability to include a deterministic component of the system and a stochastic one to represent random…

Machine Learning · Computer Science 2021-05-19 Noura Dridi , Lucas Drumetz , Ronan Fablet

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

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

We are interested in the development of surrogate models for uncertainty quantification and propagation in problems governed by stochastic PDEs using a deep convolutional encoder-decoder network in a similar fashion to approaches considered…

Computational Physics · Physics 2018-05-09 Yinhao Zhu , Nicholas Zabaras

The accessibility of spatially distributed data, enabled by affordable sensors, field, and numerical experiments, has facilitated the development of data-driven solutions for scientific problems, including climate change, weather…

Machine Learning · Computer Science 2023-11-09 Vardhan Dongre , Gurpreet Singh Hora

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

In ultrasound shear wave elasticity (SWE) imaging, a number of algorithms exist for estimating the shear wave speed (SWS) from spatiotemporal displacement data. However, no method provides a well-calibrated and practical uncertainty metric,…

Image and Video Processing · Electrical Eng. & Systems 2022-03-22 Felix Q. Jin , Lindsey C. Carlson , Helen Feltovich , Timothy J. Hall , Mark L. Palmeri

We present a novel approach for training deep neural networks in a Bayesian way. Classical, i.e. non-Bayesian, deep learning has two major drawbacks both originating from the fact that network parameters are considered to be deterministic.…

Machine Learning · Statistics 2019-03-11 Konstantin Posch , Jan Steinbrener , Jürgen Pilz

Deep learning has revolutionized modern data science. However, how to accurately quantify the uncertainty of predictions from large-scale deep neural networks (DNNs) remains an unresolved issue. To address this issue, we introduce a novel…

Machine Learning · Statistics 2025-08-05 Yan Sun , Faming Liang

Deep unrolling is an emerging deep learning-based image reconstruction methodology that bridges the gap between model-based and purely deep learning-based image reconstruction methods. Although deep unrolling methods achieve…

Image and Video Processing · Electrical Eng. & Systems 2022-12-21 Canberk Ekmekci , Mujdat Cetin

We present a novel framework combining Deep Operator Networks (DeepONets) with Physics-Informed Neural Networks (PINNs) to solve partial differential equations (PDEs) and estimate their unknown parameters. By integrating data-driven…

Machine Learning · Computer Science 2025-08-05 Amogh Raj , Carol Eunice Gudumotou , Sakol Bun , Keerthana Srinivasa , Arash Sarshar

Despite the huge success of deep neural networks (NNs), finding good mechanisms for quantifying their prediction uncertainty is still an open problem. Bayesian neural networks are one of the most popular approaches to uncertainty…

Machine Learning · Statistics 2020-01-01 Agustinus Kristiadi , Sina Däubener , Asja Fischer

Learning unknown stochastic differential equations (SDEs) from observed data is a significant and challenging task with applications in various fields. Current approaches often use neural networks to represent drift and diffusion functions,…

Machine Learning · Computer Science 2024-06-21 Aiqing Zhu , Qianxiao Li

Physics-informed neural networks (PINNs) have recently emerged as an alternative way of solving partial differential equations (PDEs) without the need of building elaborate grids, instead, using a straightforward implementation. In…

Analysis of PDEs · Mathematics 2019-09-04 Dongkun Zhang , Lu Lu , Ling Guo , George Em Karniadakis

We present a novel model Graph Neural Stochastic Differential Equations (Graph Neural SDEs). This technique enhances the Graph Neural Ordinary Differential Equations (Graph Neural ODEs) by embedding randomness into data representation using…

Machine Learning · Computer Science 2023-08-25 Richard Bergna , Felix Opolka , Pietro Liò , Jose Miguel Hernandez-Lobato