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We benchmark the robustness of maximum likelihood based uncertainty estimation methods to outliers in training data for regression tasks. Outliers or noisy labels in training data results in degraded performances as well as incorrect…

Machine Learning · Computer Science 2022-02-09 Deebul S. Nair , Nico Hochgeschwender , Miguel A. Olivares-Mendez

Particle Flow Filters perform the measurement update by moving particles to a different location rather than modifying the particles' weight based on the likelihood. Their movement (flow) is dictated by a drift term, which continuously…

Computational Engineering, Finance, and Science · Computer Science 2025-07-04 Simone Servadio

In statistical modeling with Gaussian Process regression, it has been shown that combining (few) high-fidelity data with (many) low-fidelity data can enhance prediction accuracy, compared to prediction based on the few high-fidelity data…

Machine Learning · Statistics 2019-04-23 Seungjoon Lee , Felix Dietrich , George E. Karniadakis , Ioannis G. Kevrekidis

This paper introduces a novel Bayesian approach to detect changes in the variance of a Gaussian sequence model, focusing on quantifying the uncertainty in the change point locations and providing a scalable algorithm for inference. Such a…

Methodology · Statistics 2025-03-04 Lorenzo Cappello , Oscar Hernan Madrid Padilla

Accurate estimation of aleatoric and epistemic uncertainty is crucial to build safe and reliable systems. Traditional approaches, such as dropout and ensemble methods, estimate uncertainty by sampling probability predictions from different…

Machine Learning · Computer Science 2020-10-23 Bertrand Charpentier , Daniel Zügner , Stephan Günnemann

This paper considers computational methods that split a vector field into three components in the case when both the vector field and the split components might be unbounded. We first employ classical Taylor expansion which, after some…

Numerical Analysis · Mathematics 2024-03-25 Arieh Iserles , Karolina Kropielnicka

We present a nonparametric method for estimating the value and several derivatives of an unknown, sufficiently smooth real-valued function of real-valued arguments from a finite sample of points, where both the function arguments and the…

Data Analysis, Statistics and Probability · Physics 2012-04-16 Jobst Heitzig

Belief propagation is a widely used message passing method for the solution of probabilistic models on networks such as epidemic models, spin models, and Bayesian graphical models, but it suffers from the serious shortcoming that it works…

Statistical Mechanics · Physics 2021-04-27 Alec Kirkley , George T. Cantwell , M. E. J. Newman

We present PULCinella and its use in comparing uncertainty theories. PULCinella is a general tool for Propagating Uncertainty based on the Local Computation technique of Shafer and Shenoy. It may be specialized to different uncertainty…

Artificial Intelligence · Computer Science 2013-03-26 Alessandro Saffiotti , Elisabeth Umkehrer

Many methods for machine learning rely on approximate inference from intractable probability distributions. Variational inference approximates such distributions by tractable models that can be subsequently used for approximate inference.…

Machine Learning · Computer Science 2020-10-08 Oleg Arenz , Mingjun Zhong , Gerhard Neumann

In this paper we derive the equations for Loop Corrected Belief Propagation on a continuous variable Gaussian model. Using the exactness of the averages for belief propagation for Gaussian models, a different way of obtaining the…

Artificial Intelligence · Computer Science 2007-06-01 Bastian Wemmenhove , Bert Kappen

Predictions made by deep learning models are prone to data perturbations, adversarial attacks, and out-of-distribution inputs. To build a trusted AI system, it is therefore critical to accurately quantify the prediction uncertainties. While…

Machine Learning · Computer Science 2023-04-12 Hanjing Wang , Dhiraj Joshi , Shiqiang Wang , Qiang Ji

How to estimate the uncertainty of a given model is a crucial problem. Current calibration techniques treat different classes equally and thus implicitly assume that the distribution of training data is balanced, but ignore the fact that…

Computer Vision and Pattern Recognition · Computer Science 2023-04-14 Jiahao Chen , Bing Su

The canonical problem of solving a system of linear equations arises in numerous contexts in information theory, communication theory, and related fields. In this contribution, we develop a solution based upon Gaussian belief propagation…

Information Theory · Computer Science 2009-07-12 Danny Bickson

Diffusion models have impressive image generation capability, but low-quality generations still exist, and their identification remains challenging due to the lack of a proper sample-wise metric. To address this, we propose BayesDiff, a…

Computer Vision and Pattern Recognition · Computer Science 2024-03-05 Siqi Kou , Lei Gan , Dequan Wang , Chongxuan Li , Zhijie Deng

One of the main challenges in surrogate modeling is the limited availability of data due to resource constraints associated with computationally expensive simulations. Multi-fidelity methods provide a solution by chaining models in a…

Graph Neural Networks have achieved impressive results across diverse network modeling tasks, but accurately estimating uncertainty on graphs remains difficult, especially under distributional shifts. Unlike traditional uncertainty…

Machine Learning · Computer Science 2025-10-15 Fred Xu , Thomas Markovich

In recent years the belief network has been used increasingly to model systems in Al that must perform uncertain inference. The development of efficient algorithms for probabilistic inference in belief networks has been a focus of much…

Artificial Intelligence · Computer Science 2013-03-08 Peter Che , Richard E. Neapolitan , James Kenevan , Martha Evens

We provide a primer to numerical methods based on Taylor series expansions such as generalized finite difference methods and collocation methods. We provide a detailed benchmarking strategy for these methods as well as all data files…

In this paper, we introduce a new multivariate discrete distribution which called multivariate unification of generalized Apostol type distribution (UGAT). Several prop- erties are studied as, moments, probability generating function and…

Statistics Theory · Mathematics 2015-06-09 Beih S. El-Desouky , Rabab Gomaa