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Due to the dynamic nature of financial markets, maintaining models that produce precise predictions over time is difficult. Often the goal isn't just point prediction but determining uncertainty. Quantifying uncertainty, especially the…

Machine Learning · Statistics 2024-08-06 Mingshu Li , Bhaskarjit Sarmah , Dhruv Desai , Joshua Rosaler , Snigdha Bhagat , Philip Sommer , Dhagash Mehta

Markov random fields on two-dimensional lattices are behind many image analysis methodologies. mrf2d provides tools for statistical inference on a class of discrete stationary Markov random field models with pairwise interaction, which…

Computation · Statistics 2022-04-13 Victor Freguglia , Nancy Lopes Garcia

Uncertainty quantification is essential for scientific analysis, as it allows for the evaluation and interpretation of variability and reliability in complex systems and datasets. In their original form, multivariate statistical regression…

Interpretability and uncertainty quantification in machine learning can provide justification for decisions, promote scientific discovery and lead to a better understanding of model behavior. Symbolic regression provides inherently…

Neural and Evolutionary Computing · Computer Science 2022-11-23 G. F. Bomarito , P. E. Leser , N. C. M Strauss , K. M. Garbrecht , J. D. Hochhalter

Uncertainty quantification is a critical missing component in radio interferometric imaging that will only become increasingly important as the big-data era of radio interferometry emerges. Since radio interferometric imaging requires…

Instrumentation and Methods for Astrophysics · Physics 2018-09-12 Xiaohao Cai , Marcelo Pereyra , Jason D. McEwen

Uncertainty relations in quantum mechanics express bounds on our ability to simultaneously obtain knowledge about expectation values of non-commuting observables of a quantum system. They quantify trade-offs in accuracy between…

Quantum Physics · Physics 2020-03-16 Ilya Kull , Philippe Allard Guérin , Frank Verstraete

In this work, we present methodologies for the quantification of confidence in bottom-up coarse-grained models for molecular and macromolecular systems. Coarse-graining methods have been extensively used in the past decades in order to…

Neural networks are a commonly used approach to replace physical models with computationally cheap surrogates. Parametric uncertainty quantification can be included in training, assuming that an accurate prior distribution of the model…

Machine Learning · Computer Science 2026-03-12 Heikki Haario , Zhi-Song Liu , Martin Simon , Hendrik Weichel

Consider $n$ random variables forming a Markov random field (MRF). The true model of the MRF is unknown, and it is assumed to belong to a binary set. The objective is to sequentially sample the random variables (one-at-a-time) such that the…

Methodology · Statistics 2020-08-04 Javad Heydari , Ali Tajer , H. Vincent Poor

This paper presents a novel end-to-end framework for closed-form computation and visualization of critical point uncertainty in 2D uncertain scalar fields. Critical points are fundamental topological descriptors used in the visualization…

In this paper, we present a simple non-parametric method for learning the structure of undirected graphs from data that drawn from an underlying unknown distribution. We propose to use Brownian distance covariance to estimate the…

Machine Learning · Statistics 2012-06-28 Ehsan Khoshgnauz

Markov chain Monte Carlo (MCMC) algorithms are simple and extremely powerful techniques to sample from almost arbitrary distributions. The flaw in practice is that it can take a large and/or unknown amount of time to converge to the…

Machine Learning · Computer Science 2014-11-13 Xianghang Liu , Justin Domke

Many problems in real-world applications involve predicting several random variables which are statistically related. Markov random fields (MRFs) are a great mathematical tool to encode such relationships. The goal of this paper is to…

Machine Learning · Computer Science 2015-04-29 Liang-Chieh Chen , Alexander G. Schwing , Alan L. Yuille , Raquel Urtasun

Neural networks (NNs) are currently changing the computational paradigm on how to combine data with mathematical laws in physics and engineering in a profound way, tackling challenging inverse and ill-posed problems not solvable with…

Machine Learning · Computer Science 2023-02-08 Apostolos F Psaros , Xuhui Meng , Zongren Zou , Ling Guo , George Em Karniadakis

This paper presents Neural Visibility Field (NVF), a novel uncertainty quantification method for Neural Radiance Fields (NeRF) applied to active mapping. Our key insight is that regions not visible in the training views lead to inherently…

Computer Vision and Pattern Recognition · Computer Science 2024-06-18 Shangjie Xue , Jesse Dill , Pranay Mathur , Frank Dellaert , Panagiotis Tsiotras , Danfei Xu

Uncertainty quantification is a critical missing component in radio interferometric imaging that will only become increasingly important as the big-data era of radio interferometry emerges. Statistical sampling approaches to perform…

Instrumentation and Methods for Astrophysics · Physics 2018-09-12 Xiaohao Cai , Marcelo Pereyra , Jason D. McEwen

Discrete Markov random fields form a natural class of models to represent images and spatial data sets. The use of such models is, however, hampered by a computationally intractable normalising constant. This makes parameter estimation and…

Computation · Statistics 2015-05-25 Haakon Michael Austad , Håkon Tjelmeland

A fundamental challenge in developing high-impact machine learning technologies is balancing the need to model rich, structured domains with the ability to scale to big data. Many important problem areas are both richly structured and large…

Machine Learning · Computer Science 2017-11-20 Stephen H. Bach , Matthias Broecheler , Bert Huang , Lise Getoor

Accurate quantification of model uncertainty has long been recognized as a fundamental requirement for trusted AI. In regression tasks, uncertainty is typically quantified using prediction intervals calibrated to a specific operating point,…

Machine Learning · Computer Science 2021-06-03 Jiri Navratil , Benjamin Elder , Matthew Arnold , Soumya Ghosh , Prasanna Sattigeri

We develop a systematic information-theoretic framework for quantification and mitigation of error in probabilistic Lagrangian (i.e., path-based) predictions which are obtained from dynamical systems generated by uncertain (Eulerian) vector…

Probability · Mathematics 2022-01-03 Michal Branicki , Kenneth Uda