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Quantifying uncertainty and updating reliability are essential for ensuring the safety and performance of engineering systems. This study develops a hierarchical Bayesian modeling (HBM) framework to quantify uncertainty and update…

Methodology · Statistics 2024-12-31 Xinyu Jia , Weinan Hou , Costas Papadimitriou

The ideas of aleatoric and epistemic uncertainty are widely used to reason about the probabilistic predictions of machine-learning models. We identify incoherence in existing discussions of these ideas and suggest this stems from the…

Machine Learning · Computer Science 2025-08-19 Freddie Bickford Smith , Jannik Kossen , Eleanor Trollope , Mark van der Wilk , Adam Foster , Tom Rainforth

The quantification of aleatoric and epistemic uncertainty in terms of conditional entropy and mutual information, respectively, has recently become quite common in machine learning. While the properties of these measures, which are rooted…

Machine Learning · Computer Science 2023-06-27 Lisa Wimmer , Yusuf Sale , Paul Hofman , Bern Bischl , Eyke Hüllermeier

Modern autonomous systems with machine learning components often use uncertainty quantification to help produce assurances about system operation. However, there is a lack of consensus in the community on what uncertainty is and how to…

Systems and Control · Electrical Eng. & Systems 2026-01-27 Sampada Deglurkar , Haotian Shen , Anish Muthali , Marco Pavone , Dragos Margineantu , Peter Karkus , Boris Ivanovic , Claire J. Tomlin

Uncertainty quantification is at the core of the reliability and robustness of machine learning. In this paper, we provide a theoretical framework to dissect the uncertainty, especially the \textit{epistemic} component, in deep learning…

Machine Learning · Computer Science 2023-06-21 Ziyi Huang , Henry Lam , Haofeng Zhang

Uncertainty representation and quantification are paramount in machine learning and constitute an important prerequisite for safety-critical applications. In this paper, we propose novel measures for the quantification of aleatoric and…

Machine Learning · Computer Science 2024-04-22 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

This work proposes a novel theoretical framework of robust limit analysis i.e. the computation of limit loads of structures in presence of uncertainties using limit analysis and robust optimization theories. We first derive generic robust…

Optimization and Control · Mathematics 2022-03-23 Jeremy Bleyer , Vincent Leclère

Supporting model interpretability for complex phenomena where annotators can legitimately disagree, such as emotion recognition, is a challenging machine learning task. In this work, we show that explicitly quantifying the uncertainty in…

Machine Learning · Computer Science 2019-10-08 Asma Ghandeharioun , Brian Eoff , Brendan Jou , Rosalind W. Picard

Uncertainty quantification (UQ) techniques are frequently used to ascertain output variability in systems with parametric uncertainty. Traditional algorithms for UQ are either system-agnostic and slow (such as Monte Carlo) or fast with…

Computation · Statistics 2015-03-19 Tuhin Sahai , Jose Miguel Pasini

As large language models (LLMs) continue to evolve, understanding and quantifying the uncertainty in their predictions is critical for enhancing application credibility. However, the existing literature relevant to LLM uncertainty…

Computation and Language · Computer Science 2024-10-22 Hsiu-Yuan Huang , Yutong Yang , Zhaoxi Zhang , Sanwoo Lee , Yunfang Wu

Accurately estimating uncertainties in neural network predictions is of great importance in building trusted DNNs-based models, and there is an increasing interest in providing accurate uncertainty estimation on many tasks, such as security…

Machine Learning · Computer Science 2020-07-14 Yukun Ding , Jinglan Liu , Jinjun Xiong , Yiyu Shi

The assessment of the reliability of Monte Carlo simulations is discussed, with emphasis on uncertainty quantification and the related impact on experimental results. Methods and techniques to account for epistemic uncertainties, i.e. for…

Computational Physics · Physics 2017-08-23 M. G. Pia , M. Batic , G. Hoff , P. Saracco , M. Begalli , M. Han , C. H Kim , H. Seo , S. Hauf , M. Kuster , L. Quintieri , G. Weidenspointner , A. Zoglauer

Representing and quantifying uncertainty in physical parameterisations is a central challenge in weather and climate modelling, and approaches are often developed separately for different timescales. Here, we introduce a unified framework…

Atmospheric and Oceanic Physics · Physics 2025-12-01 Laura A. Mansfield , Hannah M. Christensen

Neural networks are ubiquitous in many tasks, but trusting their predictions is an open issue. Uncertainty quantification is required for many applications, and disentangled aleatoric and epistemic uncertainties are best. In this paper, we…

Machine Learning · Computer Science 2022-04-21 Matias Valdenegro-Toro , Daniel Saromo

We explore uncertainty quantification in large language models (LLMs), with the goal to identify when uncertainty in responses given a query is large. We simultaneously consider both epistemic and aleatoric uncertainties, where the former…

Machine Learning · Computer Science 2024-07-18 Yasin Abbasi Yadkori , Ilja Kuzborskij , András György , Csaba Szepesvári

Uncertainty quantification (UQ) is crucial in machine learning, yet most (axiomatic) studies of uncertainty measures focus on classification, leaving a gap in regression settings with limited formal justification and evaluations. In this…

Machine Learning · Computer Science 2025-05-19 Christopher Bülte , Yusuf Sale , Timo Löhr , Paul Hofman , Gitta Kutyniok , Eyke Hüllermeier

Bayesian inference is often utilized for uncertainty quantification tasks. A recent analysis by Xu and Raginsky 2022 rigorously decomposed the predictive uncertainty in Bayesian inference into two uncertainties, called aleatoric and…

Machine Learning · Statistics 2023-07-25 Futoshi Futami , Tomoharu Iwata

Analysis of a probabilistic system often requires to learn the joint probability distribution of its random variables. The computation of the exact distribution is usually an exhaustive precise analysis on all executions of the system. To…

Information Theory · Computer Science 2023-07-19 Fabrizio Biondi , Yusuke Kawamoto , Axel Legay , Louis-Marie Traonouez

In modern engineering, computer simulations are a popular tool to analyse, design, and optimize systems. Furthermore, concepts of uncertainty and the related reliability analysis and robust design are of increasing importance. Hence, an…

Computation · Statistics 2017-05-12 R. Schöbi , B. Sudret

We apply random matrix theory to study the impact of measurement uncertainty on dynamic mode decomposition. Specifically, when the measurements follow a normal probability density function, we show how the moments of that density propagate…

Methodology · Statistics 2025-09-04 P. Algikar , P. Sharma , M. Netto , L. Mili