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With the widespread success of deep neural networks in science and technology, it is becoming increasingly important to quantify the uncertainty of the predictions produced by deep learning. In this paper, we introduce a new method that…

Machine Learning · Computer Science 2019-08-15 Qingyang Wu , He Li , Lexin Li , Zhou Yu

Existing methods for quantifying predictive uncertainty in neural networks are either computationally intractable for large language models or require access to training data that is typically unavailable. We derive a lightweight…

Machine Learning · Computer Science 2026-04-01 Nils Grünefeld , Jes Frellsen , Christian Hardmeier

Precise estimation of predictive uncertainty in deep neural networks is a critical requirement for reliable decision-making in machine learning and statistical modeling, particularly in the context of medical AI. Conformal Prediction (CP)…

Machine Learning · Computer Science 2024-01-05 Hamed Karimi , Reza Samavi

We present a method to quantify uncertainty in the predictions made by simulations of mathematical models that can be applied to a broad class of stochastic, discrete, and differential equation models. Quantifying uncertainty is crucial for…

Machine Learning · Statistics 2015-03-05 Kyle S. Hickmann , James M. Hyman , Sara Y. Del Valle

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

Despite the huge success of deep neural networks (NNs), finding good mechanisms for quantifying their prediction uncertainty is still an open problem. Bayesian neural networks are one of the most popular approaches to uncertainty…

Machine Learning · Statistics 2020-01-01 Agustinus Kristiadi , Sina Däubener , Asja Fischer

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

Neural Networks have high accuracy in solving problems where it is difficult to detect patterns or create a logical model. However, these algorithms sometimes return wrong solutions, which become problematic in high-risk domains like…

Machine Learning · Computer Science 2025-06-26 Miguel N. Font , José L. Jorro-Aragoneses , Carlos M. Alaíz

We evaluate two different methods for the integration of prediction uncertainty into diagnostic image classifiers to increase patient safety in deep learning. In the first method, Monte Carlo sampling is applied with dropout at test time to…

Image and Video Processing · Electrical Eng. & Systems 2019-08-05 Max-Heinrich Laves , Sontje Ihler , Tobias Ortmaier

Uncertainty quantification is a key pillar of trustworthy machine learning. It enables safe reactions under unsafe inputs, like predicting only when the machine learning model detects sufficient evidence, discarding anomalous data, or…

Machine Learning · Computer Science 2024-08-27 Michael Kirchhof

Given a graph with a subset of labeled nodes, we are interested in the quality of the averaging estimator which for an unlabeled node predicts the average of the observations of its labeled neighbors. We rigorously study concentration…

Machine Learning · Statistics 2023-04-05 M. Gjorgjevski

Virtual Diagnostic (VD) is a deep learning tool that can be used to predict a diagnostic output. VDs are especially useful in systems where measuring the output is invasive, limited, costly or runs the risk of damaging the output. Given a…

Accelerator Physics · Physics 2021-08-02 Owen Convery , Lewis Smith , Yarin Gal , Adi Hanuka

We introduce a novel uncertainty estimation for classification tasks for Bayesian convolutional neural networks with variational inference. By normalizing the output of a Softplus function in the final layer, we estimate aleatoric and…

Machine Learning · Computer Science 2019-05-15 Kumar Shridhar , Felix Laumann , Marcus Liwicki

Estimating the uncertainty in deep neural network predictions is crucial for many real-world applications. A common approach to model uncertainty is to choose a parametric distribution and fit the data to it using maximum likelihood…

Machine Learning · Computer Science 2022-11-28 Ali Harakeh , Jordan Hu , Naiqing Guan , Steven L. Waslander , Liam Paull

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 make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

Machine learning models will often fail when deployed in an environment with a data distribution that is different than the training distribution. When multiple environments are available during training, many methods exist that learn…

Machine Learning · Computer Science 2023-09-26 Alan Q. Wang , Minh Nguyen , Mert R. Sabuncu

Evaluation of per-sample uncertainty quantification from neural networks is essential for decision-making involving high-risk applications. A common approach is to use the predictive distribution from Bayesian or approximation models and…

Machine Learning · Computer Science 2025-09-12 H. Martin Gillis , Isaac Xu , Thomas Trappenberg

Uncertainty quantification is a critical aspect of machine learning models, providing important insights into the reliability of predictions and aiding the decision-making process in real-world applications. This paper proposes a novel way…

Machine Learning · Computer Science 2024-01-02 Yusuf Sale , Paul Hofman , Lisa Wimmer , Eyke Hüllermeier , Thomas Nagler

Misclassification detection is an important problem in machine learning, as it allows for the identification of instances where the model's predictions are unreliable. However, conventional uncertainty measures such as Shannon entropy do…

Machine Learning · Statistics 2024-02-09 Eduardo Dadalto , Marco Romanelli , Georg Pichler , Pablo Piantanida