English
Related papers

Related papers: Quantile-constrained Wasserstein projections for r…

200 papers

The robustness of risk measures to changes in underlying loss distributions (distributional uncertainty) is of crucial importance in making well-informed decisions. In this paper, we quantify, for the class of distortion risk measures with…

Risk Management · Quantitative Finance 2023-03-14 Carole Bernard , Silvana M. Pesenti , Steven Vanduffel

The concept of trustworthy AI has gained widespread attention lately. One of the aspects relevant to trustworthy AI is robustness of ML models. In this study, we show how to probabilistically quantify robustness against naturally occurring…

Machine Learning · Computer Science 2022-11-30 Christoph Schweimer , Sebastian Scher

With increasing computational demand, Neural-Network (NN) based models are being developed as pre-trained surrogates for different thermohydraulics phenomena. An area where this approach has shown promise is in developing higher-fidelity…

Fluid Dynamics · Physics 2024-12-13 Cody Grogan , Som Dutta , Mauricio Tano , Somayajulu L. N. Dhulipala , Izabela Gutowska

Trustworthy deployment of ML models requires a proper measure of uncertainty, especially in safety-critical applications. We focus on uncertainty quantification (UQ) for classification problems via two avenues -- prediction sets using…

Machine Learning · Statistics 2021-07-08 Aleksandr Podkopaev , Aaditya Ramdas

Access to quantum computing is steadily increasing each year as the speed advantage of quantum computers solidifies with the growing number of usable qubits. However, the inherent noise encountered when running these systems can lead to…

Quantum Physics · Physics 2024-09-24 Jon Gardeazabal-Gutierrez , Erik B. Terres-Escudero , Pablo García Bringas

In this paper the accuracy and robustness of quality measures for the assessment of machine learning models are investigated. The prediction quality of a machine learning model is evaluated model-independent based on a cross-validation…

Machine Learning · Statistics 2024-10-07 Thomas Most , Lars Gräning , Sebastian Wolff

It is becoming increasingly apparent that probabilistic approaches can overcome conservatism and computational complexity of the classical worst-case deterministic framework and may lead to designs that are actually safer. In this paper we…

Applications · Statistics 2008-11-01 Xinjia Chen , Kemin Zhou , Jorge L. Aravena

Graphs are playing a crucial role in different fields since they are powerful tools to unveil intrinsic relationships among signals. In many scenarios, an accurate graph structure representing signals is not available at all and that…

Machine Learning · Computer Science 2021-05-14 Xiang Zhang , Yinfei Xu , Qinghe Liu , Zhicheng Liu , Jian Lu , Qiao Wang

Epistemic uncertainty quantification (UQ) identifies where models lack knowledge. Traditional UQ methods, often based on Bayesian neural networks, are not suitable for pre-trained non-Bayesian models. Our study addresses quantifying…

Machine Learning · Computer Science 2024-04-17 Hanjing Wang , Qiang Ji

In this article we present a general framework for non-concave robust stochastic control problems under model uncertainty in a discrete time finite horizon setting. Our framework allows to consider a variety of different path-dependent…

Optimization and Control · Mathematics 2025-05-06 Ariel Neufeld , Julian Sester

Most uncertainty quantification (UQ) approaches provide a single scalar value as a measure of model reliability. However, different uncertainty measures could provide complementary information on the prediction confidence. Even measures…

This paper studies a quantum risk-sensitive estimation problem and investigates robustness properties of the filter. This is a direct extension to the quantum case of analogous classical results. All investigations are based on a discrete…

Quantum Physics · Physics 2009-01-22 Naoki Yamamoto , Luc Bouten

With increasing deployment of machine learning systems in various real-world tasks, there is a greater need for accurate quantification of predictive uncertainty. While the common goal in uncertainty quantification (UQ) in machine learning…

Machine Learning · Computer Science 2021-09-22 Youngseog Chung , Ian Char , Han Guo , Jeff Schneider , Willie Neiswanger

Deploying deep learning models in safety-critical applications remains a very challenging task, mandating the provision of assurances for the dependable operation of these models. Uncertainty quantification (UQ) methods estimate the model's…

Machine Learning · Computer Science 2024-01-23 Daniel Bethell , Simos Gerasimou , Radu Calinescu

We evaluate uncertainty quantification (UQ) methods for deep learning applied to liquid argon time projection chamber (LArTPC) physics analysis tasks. As deep learning applications enter widespread usage among physics data analysis, neural…

High Energy Physics - Experiment · Physics 2023-11-02 Dae Heun Koh , Aashwin Mishra , Kazuhiro Terao

Through an uncertainty quantification (UQ) perspective, we show that score-based generative models (SGMs) are provably robust to the multiple sources of error in practical implementation. Our primary tool is the Wasserstein uncertainty…

Machine Learning · Statistics 2024-05-27 Nikiforos Mimikos-Stamatopoulos , Benjamin J. Zhang , Markos A. Katsoulakis

We propose a scalable robust learning algorithm combining kernel smoothing and robust optimization. Our method is motivated by the convex analysis perspective of distributionally robust optimization based on probability metrics, such as the…

Machine Learning · Computer Science 2022-02-22 Jia-Jie Zhu , Christina Kouridi , Yassine Nemmour , Bernhard Schölkopf

In safety-critical deep learning applications, robustness measures the ability of neural models that handle imperceptible perturbations in input data, which may lead to potential safety hazards. Existing pre-deployment robustness assessment…

Machine Learning · Computer Science 2025-08-27 Wenchuan Mu , Kwan Hui Lim

The adaptation and use of Machine Learning (ML) in our daily lives has led to concerns in lack of transparency, privacy, reliability, among others. As a result, we are seeing research in niche areas such as interpretability, causality, bias…

Machine Learning · Computer Science 2024-06-04 Fahimeh Fakour , Ali Mosleh , Ramin Ramezani

Research in uncertainty quantification (UQ) for large language models (LLMs) is increasingly important towards guaranteeing the reliability of this groundbreaking technology. We explore the integration of LLM UQ methods in argumentative…

Computation and Language · Computer Science 2026-05-08 Kevin Zhou , Adam Dejl , Gabriel Freedman , Lihu Chen , Antonio Rago , Francesca Toni