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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

Precise probabilistic forecasts are fundamental for energy risk management, and there is a wide range of both statistical and machine learning models for this purpose. Inherent to these probabilistic models is some form of uncertainty…

Machine Learning · Computer Science 2025-10-10 Andreas Lebedev , Abhinav Das , Sven Pappert , Stephan Schlüter

Reliable uncertainty quantification is essential for the use of machine learning in physics, where scientific discoveries depend on validated probabilistic statements. We provide a structured overview of uncertainty quantification in ML for…

Machine Learning · Statistics 2026-05-12 Manuel Haußmann , Ramon Winterhalder , Maria Ubiali

Uncertainty quantification of complex technical systems is often based on a computer model of the system. As all models such a computer model is always wrong in the sense that it does not describe the reality perfectly. The purpose of this…

Systems and Control · Electrical Eng. & Systems 2020-12-18 Sebastian Kersting , Michael Kohler

As neural networks become more popular, the need for accompanying uncertainty estimates increases. There are currently two main approaches to test the quality of these estimates. Most methods output a density. They can be compared by…

Machine Learning · Statistics 2024-06-05 Laurens Sluijterman , Eric Cator , Tom Heskes

Uncertainty quantification is an important part of many performance critical applications. This paper provides a simple alternative to existing approaches such as ensemble learning and bayesian neural networks. By directly modeling the loss…

Machine Learning · Computer Science 2024-08-28 Yi Hung Lim

Due to their increasing spread, confidence in neural network predictions became more and more important. However, basic neural networks do not deliver certainty estimates or suffer from over or under confidence. Many researchers have been…

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

Neural networks predictions are unreliable when the input sample is out of the training distribution or corrupted by noise. Being able to detect such failures automatically is fundamental to integrate deep learning algorithms into robotics.…

Computer Vision and Pattern Recognition · Computer Science 2020-02-18 Antonio Loquercio , Mattia Segù , Davide Scaramuzza

We propose a framework for the assessment of uncertainty quantification in deep regression. The framework is based on regression problems where the regression function is a linear combination of nonlinear functions. Basically, any level of…

Machine Learning · Computer Science 2021-09-21 Franko Schmähling , Jörg Martin , Clemens Elster

This paper proposes a paradigm of uncertainty injection for training deep learning model to solve robust optimization problems. The majority of existing studies on deep learning focus on the model learning capability, while assuming the…

Machine Learning · Computer Science 2023-02-28 Wei Cui , Wei Yu

Bayesian methods provide a natural means for uncertainty quantification, that is, credible sets can be easily obtained from the posterior distribution. But is this uncertainty quantification valid in the sense that the posterior credible…

Statistics Theory · Mathematics 2020-10-02 Ryan Martin , Bo Ning

Uncertainty Quantification aims to determine when the prediction from a Machine Learning model is likely to be wrong. Computer Vision research has explored methods for determining epistemic uncertainty (also known as model uncertainty),…

Machine Learning · Computer Science 2024-03-15 Prithviraj Manivannan , Ivo Pascal de Jong , Matias Valdenegro-Toro , Andreea Ioana Sburlea

Operator learning has been increasingly adopted in scientific and engineering applications, many of which require calibrated uncertainty quantification. Since the output of operator learning is a continuous function, quantifying uncertainty…

Machine Learning · Computer Science 2024-02-07 Ziqi Ma , Kamyar Azizzadenesheli , Anima Anandkumar

Despite the increasing demand for safer machine learning practices, the use of Uncertainty Quantification (UQ) methods in production remains limited. This limitation is exacerbated by the challenge of validating UQ methods in absence of UQ…

Machine Learning · Computer Science 2025-03-03 Arthur Pignet , Chiara Regniez , John Klein

Uncertainty quantification (UQ) in scientific machine learning is increasingly critical as neural networks are widely adopted to tackle complex problems across diverse scientific disciplines. For physics-informed neural networks (PINNs), a…

Machine Learning · Statistics 2025-10-20 Frank Shih , Zhenghao Jiang , Faming Liang

Unlike classification, whose goal is to estimate the class of each data point in a dataset, prevalence estimation or quantification is a task that aims to estimate the distribution of classes in a dataset. The two main tasks in prevalence…

Machine Learning · Statistics 2025-07-09 Aime Bienfait Igiraneza , Christophe Fraser , Robert Hinch

While the accuracy of modern deep learning models has significantly improved in recent years, the ability of these models to generate uncertainty estimates has not progressed to the same degree. Uncertainty methods are designed to provide…

Machine Learning · Statistics 2020-06-17 Adam M. Oberman , Chris Finlay , Alexander Iannantuono , Tiago Salvador

Recurrent neural networks (RNNs) are instrumental in modelling sequential and time-series data. Yet, when using RNNs to inform decision-making, predictions by themselves are not sufficient; we also need estimates of predictive uncertainty.…

Machine Learning · Computer Science 2020-06-30 Ahmed M. Alaa , Mihaela van der Schaar

Uncertainty quantification (UQ) is an important component of molecular property prediction, particularly for drug discovery applications where model predictions direct experimental design and where unanticipated imprecision wastes valuable…

Machine Learning · Computer Science 2020-05-21 Lior Hirschfeld , Kyle Swanson , Kevin Yang , Regina Barzilay , Connor W. Coley