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We propose a method for training a deterministic deep model that can find and reject out of distribution data points at test time with a single forward pass. Our approach, deterministic uncertainty quantification (DUQ), builds upon ideas of…

Machine Learning · Computer Science 2020-06-30 Joost van Amersfoort , Lewis Smith , Yee Whye Teh , Yarin Gal

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

The changesets (or patches) that fix open source software vulnerabilities form critical datasets for various machine learning security-enhancing applications, such as automated vulnerability patching and silent fix detection. These patch…

Software Engineering · Computer Science 2025-09-23 Hui Chen , Yunhua Zhao , Kostadin Damevski

Diagnostic testing provides a unique setting for studying and developing tools in classification theory. In such contexts, the concept of prevalence, i.e. the number of individuals with a given condition, is fundamental, both as an inherent…

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

Identifying and handling label errors can significantly enhance the accuracy of supervised machine learning models. Recent approaches for identifying label errors demonstrate that a low self-confidence of models with respect to a certain…

Machine Learning · Computer Science 2024-05-17 Johannes Jakubik , Michael Vössing , Manil Maskey , Christopher Wölfle , Gerhard Satzger

In inverse problems, uncertainty quantification (UQ) deals with a probabilistic description of the solution nonuniqueness and data noise sensitivity. Setting seismic imaging into a Bayesian framework allows for a principled way of studying…

Geophysics · Physics 2020-04-16 Ali Siahkoohi , Gabrio Rizzuti , Felix J. Herrmann

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

Uncertainty quantification (UQ) in natural language generation (NLG) tasks remains an open challenge, exacerbated by the closed-source nature of the latest large language models (LLMs). This study investigates applying conformal prediction…

Computation and Language · Computer Science 2024-11-19 Zhiyuan Wang , Jinhao Duan , Lu Cheng , Yue Zhang , Qingni Wang , Xiaoshuang Shi , Kaidi Xu , Hengtao Shen , Xiaofeng Zhu

An accurate description of information is relevant for a range of problems in atomistic machine learning (ML), such as crafting training sets, performing uncertainty quantification (UQ), or extracting physical insights from large datasets.…

Materials Science · Physics 2025-05-02 Daniel Schwalbe-Koda , Sebastien Hamel , Babak Sadigh , Fei Zhou , Vincenzo Lordi

Uncertainty Quantification (UQ) is crucial for ensuring the reliability of machine learning models deployed in real-world autonomous systems. However, existing approaches typically quantify task-level output prediction uncertainty without…

Computer Vision and Pattern Recognition · Computer Science 2025-03-27 Luke Chen , Junyao Wang , Trier Mortlock , Pramod Khargonekar , Mohammad Abdullah Al Faruque

Quantifying uncertainty is important for actionable predictions in real-world applications. A crucial part of predictive uncertainty quantification is the estimation of epistemic uncertainty, which is defined as an integral of the product…

Machine Learning · Computer Science 2023-10-25 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Günter Klambauer , Sepp Hochreiter

Inverse Uncertainty Quantification (UQ), or Bayesian calibration, is the process to quantify the uncertainties of random input parameters based on experimental data. The introduction of model discrepancy term is significant because…

Applications · Statistics 2019-07-24 Xu Wu , Koroush Shirvan , Tomasz Kozlowski

We consider the problem of providing optimal uncertainty quantification (UQ) --- and hence rigorous certification --- for partially-observed functions. We present a UQ framework within which the observations may be small or large in number,…

Probability · Mathematics 2016-05-20 T. J. Sullivan , M. McKerns , D. Meyer , F. Theil , H. Owhadi , M. Ortiz

Uncertainty Quantification (UQ) is crucial for ensuring the reliability of automated image segmentations in safety-critical domains like biomedical image analysis or autonomous driving. In segmentation, UQ generates pixel-wise uncertainty…

Epistemic uncertainty quantification is a crucial part of drawing credible conclusions from predictive models, whether concerned about the prediction at a given point or any downstream evaluation that uses the model as input. When the…

Machine Learning · Statistics 2022-11-15 Nathan Kallus , James McInerney

The goals of this chapter are twofold. First, we wish to introduce molecular dynamics (MD) and uncertainty quantification (UQ) in a common setting in order to demonstrate how the latter can increase confidence in the former. In some cases,…

Computational Physics · Physics 2018-01-09 Paul N. Patrone , Andrew Dienstfrey

In this paper, we present an adaptive algorithm to construct response surface approximations of high-fidelity models using a hierarchy of lower fidelity models. Our algorithm is based on multi-index stochastic collocation and automatically…

Numerical Analysis · Mathematics 2021-05-04 John D. Jakeman , Michael Eldred , Gianluca Geraci , Alex Gorodetsky

It is critical that machine learning (ML) model predictions be trustworthy for high-throughput catalyst discovery approaches. Uncertainty quantification (UQ) methods allow estimation of the trustworthiness of an ML model, but these methods…

Machine Learning · Computer Science 2023-02-07 Cameron Gruich , Varun Madhavan , Yixin Wang , Bryan Goldsmith

Time-series with volatility clustering pose a unique challenge to uncertainty quantification (UQ) for returns forecasts. Methods for UQ such as Deep Evidential regression offer a simple way of quantifying return forecast uncertainty without…

Statistical Finance · Quantitative Finance 2024-09-20 Steven Y. K. Wong , Jennifer S. K. Chan , Lamiae Azizi