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We review the methods of constructing confidence intervals that account for a priori information about one-sided constraints on the parameter being estimated. We show that the so-called method of sensitivity limit yields a correct solution…

Data Analysis, Statistics and Probability · Physics 2015-05-20 A. V. Lokhov , F. V. Tkachov

To evaluate a classification algorithm, it is common practice to plot the ROC curve using test data. However, the inherent randomness in the test data can undermine our confidence in the conclusions drawn from the ROC curve, necessitating…

Methodology · Statistics 2024-05-22 Zheshi Zheng , Bo Yang , Peter Song

Probability calibration for deep models is highly desirable in safety-critical applications such as medical imaging. It makes output probabilities of deep networks interpretable, by aligning prediction probability with the actual accuracy…

Computer Vision and Pattern Recognition · Computer Science 2022-09-16 Cheng Ouyang , Shuo Wang , Chen Chen , Zeju Li , Wenjia Bai , Bernhard Kainz , Daniel Rueckert

Uncertainty quantification is crucial for the deployment of image restoration models in safety-critical domains, like autonomous driving and biological imaging. To date, methods for uncertainty visualization have mainly focused on per-pixel…

Computer Vision and Pattern Recognition · Computer Science 2023-11-07 Elias Nehme , Omer Yair , Tomer Michaeli

Many application domains, spanning from computational photography to medical imaging, require recovery of high-fidelity images from noisy, incomplete or partial/compressed measurements. State of the art methods for solving these inverse…

Image and Video Processing · Electrical Eng. & Systems 2022-07-13 Xinyi Wei , Hans van Gorp , Lizeth Gonzalez Carabarin , Daniel Freedman , Yonina C. Eldar , Ruud J. G. van Sloun

Optimization methods play a central role in signal processing, serving as the mathematical foundation for inference, estimation, and control. While classical iterative optimization algorithms provide interpretability and theoretical…

Machine Learning · Computer Science 2026-04-01 Nir Shlezinger , Santiago Segarra , Yi Zhang , Dvir Avrahami , Zohar Davidov , Tirza Routtenberg , Yonina C. Eldar

Bayesian Optimization (BO) is a sample-efficient optimization algorithm widely employed across various applications. In some challenging BO tasks, input uncertainty arises due to the inevitable randomness in the optimization process, such…

Machine Learning · Computer Science 2023-11-07 Lin Yang , Junlong Lyu , Wenlong Lyu , Zhitang Chen

Despite extensive research on neural network calibration, existing methods typically apply global transformations that treat all predictions uniformly, overlooking the heterogeneous reliability of individual predictions. Furthermore, the…

Machine Learning · Computer Science 2025-10-22 Hassan Gharoun , Mohammad Sadegh Khorshidi , Kasra Ranjbarigderi , Fang Chen , Amir H. Gandomi

Existing methods for estimating uncertainty in deep learning tend to require multiple forward passes, making them unsuitable for applications where computational resources are limited. To solve this, we perform probabilistic reasoning over…

Machine Learning · Statistics 2020-12-08 Javier Antorán , James Urquhart Allingham , José Miguel Hernández-Lobato

The strength or weakness of an algorithm is ultimately governed by the confidence of its result. When the domain of the problem is large (e.g. traversal of a high-dimensional space), a perfect solution cannot be obtained, so approximations…

Biomolecules · Quantitative Biology 2019-06-26 Nathan Clement

We propose a Bayesian uncertainty quantification method for large-scale imaging inverse problems. Our method applies to all Bayesian models that are log-concave, where maximum-a-posteriori (MAP) estimation is a convex optimization problem.…

Methodology · Statistics 2018-11-07 Audrey Repetti , Marcelo Pereyra , Yves Wiaux

In this work, a method for obtaining pixel-wise error bounds in Bayesian regularization of inverse imaging problems is introduced. The proposed method employs estimates of the posterior variance together with techniques from conformal…

Computer Vision and Pattern Recognition · Computer Science 2024-08-01 Dominik Narnhofer , Andreas Habring , Martin Holler , Thomas Pock

Depth measures are powerful tools for defining level sets in emerging, non--standard, and complex random objects such as high-dimensional multivariate data, functional data, and random graphs. Despite their favorable theoretical properties,…

Classification of high dimensional data finds wide-ranging applications. In many of these applications equipping the resulting classification with a measure of uncertainty may be as important as the classification itself. In this paper we…

Machine Learning · Computer Science 2018-02-12 Andrea L. Bertozzi , Xiyang Luo , Andrew M. Stuart , Konstantinos C. Zygalakis

Image restoration problems are often ill-posed, leading to significant uncertainty in reconstructed images. Accurately quantifying this uncertainty is essential for the reliable interpretation of reconstructed images. However, image…

Computer Vision and Pattern Recognition · Computer Science 2025-02-27 Bernardin Tamo Amougou , Marcelo Pereyra , Barbara Pascal

The problem of super-resolution is concerned with the reconstruction of temporally/spatially localized events (or spikes) from samples of their convolution with a low-pass filter. Distinct from prior works which exploit sparsity in…

Signal Processing · Electrical Eng. & Systems 2023-03-06 Pulak Sarangi , Ryoma Hattori , Takaki Komiyama , Piya Pal

Robust optimization is a method for optimization under uncertainties in engineering systems and designs for applications ranging from aeronautics to nuclear. In a robust design process, parameter variability (or uncertainty) is incorporated…

Computation · Statistics 2022-10-17 Richa Verma , Dinesh Kumar , Kazuma Kobayashi , Syed Alam

Ultra-wideband (UWB) is gaining popularity with devices like AirTags for precise home item localization but faces significant challenges when scaled to large environments like seaports. The main challenges are calibration and localization…

Two non-intrusive uncertainty propagation approaches are proposed for the performance analysis of engineering systems described by expensive-to-evaluate deterministic computer models with parameters defined as interval variables. These…

Signal Processing · Electrical Eng. & Systems 2022-02-15 Alice Cicirello , Filippo Giunta

Uncertainty quantification is an important and challenging problem in deep learning. Previous methods rely on dropout layers which are not present in modern deep architectures or batch normalization which is sensitive to batch sizes. In…

Computer Vision and Pattern Recognition · Computer Science 2020-07-10 Lukasz Wandzik , Raul Vicente Garcia , Jörg Krüger