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Inverse problems play a key role in modern image/signal processing methods. However, since they are generally ill-conditioned or ill-posed due to lack of observations, their solutions may have significant intrinsic uncertainty. Analysing…

Signal Processing · Electrical Eng. & Systems 2019-09-09 Xiaohao Cai , Marcelo Pereyra , Jason D. McEwen

The noisy matrix completion problem, which aims to recover a low-rank matrix $\mathbf{X}$ from a partial, noisy observation of its entries, arises in many statistical, machine learning, and engineering applications. In this paper, we…

Methodology · Statistics 2021-07-15 Simon Mak , Henry Shaowu Yushi , Yao Xie

Bayesian neural networks (BNNs) are making significant progress in many research areas where decision-making needs to be accompanied by uncertainty estimation. Being able to quantify uncertainty while making decisions is essential for…

Machine Learning · Computer Science 2021-06-07 Martin Ferianc , Partha Maji , Matthew Mattina , Miguel Rodrigues

Matrix Completion is the problem of recovering an unknown real-valued low-rank matrix from a subsample of its entries. Important recent results show that the problem can be solved efficiently under the assumption that the unknown matrix is…

Computational Complexity · Computer Science 2014-04-11 Moritz Hardt , Raghu Meka , Prasad Raghavendra , Benjamin Weitz

The matrix completion problem aims to reconstruct a low-rank matrix based on a revealed set of possibly noisy entries. Prior works consider completing the entire matrix with generalization error guarantees. However, the completion accuracy…

Machine Learning · Computer Science 2023-12-19 Elad Hazan , Adam Tauman Kalai , Varun Kanade , Clara Mohri , Y. Jennifer Sun

Model inadequacy and measurement uncertainty are two of the most confounding aspects of inference and prediction in quantitative sciences. The process of scientific inference (the inverse problem) and prediction (the forward problem)…

Data Analysis, Statistics and Probability · Physics 2017-11-30 Amir Shahmoradi

Learning unbiased models on imbalanced datasets is a significant challenge. Rare classes tend to get a concentrated representation in the classification space which hampers the generalization of learned boundaries to new test examples. In…

Computer Vision and Pattern Recognition · Computer Science 2019-04-11 Salman Khan , Munawar Hayat , Waqas Zamir , Jianbing Shen , Ling Shao

This work describes a Bayesian framework for reconstructing the boundaries that represent targeted features in an image, as well as the regularity (i.e., roughness vs. smoothness) of these boundaries.This regularity often carries crucial…

Numerical Analysis · Mathematics 2024-01-26 Babak Maboudi Afkham , Nicolai André Brogaard Riis , Yiqiu Dong , Per Christian Hansen

While neural networks have demonstrated impressive performance across various tasks, accurately quantifying uncertainty in their predictions is essential to ensure their trustworthiness and enable widespread adoption in critical systems.…

Machine Learning · Statistics 2025-11-11 Joseph Wilson , Chris van der Heide , Liam Hodgkinson , Fred Roosta

Until recently mass-mapping techniques for weak gravitational lensing convergence reconstruction have lacked a principled statistical framework upon which to quantify reconstruction uncertainties, without making strong assumptions of…

Cosmology and Nongalactic Astrophysics · Physics 2021-02-08 Matthew A. Price , Xiaohao Cai , Jason D. McEwen , Marcelo Pereyra , Thomas D. Kitching

Uncertainty quantification is a central challenge in reliable and trustworthy machine learning. Naive measures such as last-layer scores are well-known to yield overconfident estimates in the context of overparametrized neural networks.…

Machine Learning · Computer Science 2023-05-24 Lucas Clarté , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

Bayesian clustering methods have the widely touted advantage of providing a probabilistic characterization of uncertainty in clustering through the posterior distribution. An amazing variety of priors and likelihoods have been proposed for…

Methodology · Statistics 2025-11-21 Garritt L. Page , Andrés F. Barrientos , David B. Dahl , David B. Dunson

Bayesian methods for low-rank matrix completion with noise have been shown to be very efficient computationally. While the behaviour of penalized minimization methods is well understood both from the theoretical and computational points of…

Statistics Theory · Mathematics 2015-04-08 The Tien Mai , Pierre Alquier

This paper introduces a novel uncertainty quantification framework for regression models where the response takes values in a separable metric space, and the predictors are in a Euclidean space. The proposed algorithms can efficiently…

Statistics Theory · Mathematics 2024-05-09 Gábor Lugosi , Marcos Matabuena

We consider the problem of uncertainty estimation in the context of (non-Bayesian) deep neural classification. In this context, all known methods are based on extracting uncertainty signals from a trained network optimized to solve the…

Machine Learning · Computer Science 2019-04-25 Yonatan Geifman , Guy Uziel , Ran El-Yaniv

In nuclear reactor system design and safety analysis, the Best Estimate plus Uncertainty (BEPU) methodology requires that computer model output uncertainties must be quantified in order to prove that the investigated design stays within…

Computation · Statistics 2018-06-22 Xu Wu , Tomasz Kozlowski , Hadi Meidani , Koroush Shirvan

The ability to replicate predictions by machine learning (ML) or artificial intelligence (AI) models and results in scientific workflows that incorporate such ML/AI predictions is driven by numerous factors. An uncertainty-aware metric that…

Machine Learning · Computer Science 2023-08-28 Line Pouchard , Kristofer G. Reyes , Francis J. Alexander , Byung-Jun Yoon

Uncertainty Quantification (UQ) is essential in probabilistic machine learning models, particularly for assessing the reliability of predictions. In this paper, we present a systematic framework for estimating both epistemic and aleatoric…

Machine Learning · Statistics 2025-09-11 Marzieh Ajirak , Anand Ravishankar , Petar M. Djuric

Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…

Machine Learning · Computer Science 2023-12-13 Samuel Stanton , Wesley Maddox , Andrew Gordon Wilson

In this work, we present a new class of models, called uncertain-input models, that allows us to treat system-identification problems in which a linear system is subject to a partially unknown input signal. To encode prior information about…

Systems and Control · Computer Science 2017-09-12 Riccardo Sven Risuleo , Giulio Bottegal , Håkan Hjalmarsson
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