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In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…

Applications · Statistics 2020-05-19 Omid Sedehi , Costas Papadimitriou , Lambros S. Katafygiotis

We propose a simple approach that provides accurate uncertainty quantification for Bayesian inference in misspecified or approximate models, and for generalized (Gibbs) posteriors. While existing solutions in this context are based on…

Methodology · Statistics 2026-03-11 David T. Frazier , Christopher Drovandi , Robert Kohn

Bayesian Neural Networks provide a principled framework for uncertainty quantification by modeling the posterior distribution of network parameters. However, exact posterior inference is computationally intractable, and widely used…

Machine Learning · Computer Science 2025-12-02 Alfredo Reichlin , Miguel Vasco , Danica Kragic

Uncertainty quantification in image retrieval is crucial for downstream decisions, yet it remains a challenging and largely unexplored problem. Current methods for estimating uncertainties are poorly calibrated, computationally expensive,…

Computer Vision and Pattern Recognition · Computer Science 2021-09-20 Frederik Warburg , Martin Jørgensen , Javier Civera , Søren Hauberg

We explore probability modelling of discretization uncertainty for system states defined implicitly by ordinary or partial differential equations. Accounting for this uncertainty can avoid posterior under-coverage when likelihoods are…

Methodology · Statistics 2016-10-25 Oksana A. Chkrebtii , David A. Campbell , Ben Calderhead , Mark A. Girolami

Bayesian analysis plays a crucial role in estimating distribution of unknown parameters for given data and model. Due to the curse of dimensionality, it becomes difficult for high-dimensional problems, especially when multiple modes exist.…

Methodology · Statistics 2025-07-18 Zihan Liao , Binbin Li , Hua-Ping Wan

Bayesian inference provides a principled probabilistic framework for quantifying uncertainty by updating beliefs based on prior knowledge and observed data through Bayes' theorem. In Bayesian deep learning, neural network weights are…

Machine Learning · Computer Science 2024-10-22 Yijie Zhang

Modern applications routinely collect high-dimensional data, leading to statistical models having more parameters than there are samples available. A common solution is to impose sparsity in parameter estimation, often using penalized…

Methodology · Statistics 2025-07-08 Paolo Onorati , David B. Dunson , Antonio Canale

Data-driven forecasts of air quality have recently achieved more accurate short-term predictions. Despite their success, most of the current data-driven solutions lack proper quantifications of model uncertainty that communicate how much to…

Machine Learning · Computer Science 2021-12-07 Abdulmajid Murad , Frank Alexander Kraemer , Kerstin Bach , Gavin Taylor

Bayesian inference is often implemented using approximations, which can yield interval estimates that are too narrow, not fully capturing the uncertainty in the posterior distribution. We address the question of how to adjust these…

Methodology · Statistics 2026-03-23 Tiffany Cai , Philip Greengard , Ben Goodrich , Andrew Gelman

Technological and computational advances continuously drive forward the broad field of deep learning. In recent years, the derivation of quantities describing theuncertainty in the prediction - which naturally accompanies the modeling…

Machine Learning · Computer Science 2022-05-31 Christoph Koller , Göran Kauermann , Xiao Xiang Zhu

Existing popular unsupervised embedding learning methods focus on enhancing the instance-level local discrimination of the given unlabeled images by exploring various negative data. However, the existed sample outliers which exhibit large…

Computer Vision and Pattern Recognition · Computer Science 2021-07-20 Jiahuan Zhou , Yansong Tang , Bing Su , Ying Wu

Methods for reasoning under uncertainty are a key building block of accurate and reliable machine learning systems. Bayesian methods provide a general framework to quantify uncertainty. However, because of model misspecification and the use…

Machine Learning · Computer Science 2018-07-03 Volodymyr Kuleshov , Nathan Fenner , Stefano Ermon

Automating chest radiograph interpretation using Deep Learning (DL) models has the potential to significantly improve clinical workflows, decision-making, and large-scale health screening. However, in medical settings, merely optimising…

Computation and Language · Computer Science 2025-05-08 Gianluca Manzo , Julia Ive

Neural networks have proven successful at learning from complex data distributions by acting as universal function approximators. However, they are often overconfident in their predictions, which leads to inaccurate and miscalibrated…

Machine Learning · Computer Science 2021-02-23 Jeffrey Willette , Juho Lee , Sung Ju Hwang

Approximate Bayesian inference typically revolves around computing the posterior parameter distribution. In practice, however, the main object of interest is often a model's predictions rather than its parameters. In this work, we propose…

Machine Learning · Statistics 2026-05-29 Julian Rodemann , Alexander Marquard , Thomas Augustin , Michele Caprio

In learning with noisy labels, the sample selection approach is very popular, which regards small-loss data as correctly labeled during training. However, losses are generated on-the-fly based on the model being trained with noisy labels,…

Machine Learning · Computer Science 2021-06-02 Xiaobo Xia , Tongliang Liu , Bo Han , Mingming Gong , Jun Yu , Gang Niu , Masashi Sugiyama

In this paper, we approach the problem of uncertainty quantification in deep learning through a predictive framework, which captures uncertainty in model parameters by specifying our assumptions about the predictive distribution of unseen…

Machine Learning · Statistics 2024-03-20 Luhuan Wu , Sinead Williamson

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

The topic of deep learning has seen a surge of interest in recent years both within and outside of the field of Statistics. Deep models leverage both nonlinearity and interaction effects to provide superior predictions in many cases when…

Methodology · Statistics 2020-09-18 Paul A. Parker , Scott H. Holan