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Estimating uncertainty of machine learning models is essential to assess the quality of the predictions that these models provide. However, there are several factors that influence the quality of uncertainty estimates, one of which is the…

Machine Learning · Computer Science 2022-11-03 Yuko Kato , David M. J. Tax , Marco Loog

Many important computer vision applications are naturally formulated as regression problems. Within medical imaging, accurate regression models have the potential to automate various tasks, helping to lower costs and improve patient…

Machine Learning · Computer Science 2023-11-08 Fredrik K. Gustafsson , Martin Danelljan , Thomas B. Schön

This article considers a semi-supervised classification setting on a Gaussian mixture model, where the data is not labeled strictly as usual, but instead with uncertain labels. Our main aim is to compute the Bayes risk for this model. We…

Machine Learning · Statistics 2024-03-28 Victor Leger , Romain Couillet

Due to their intuitive appeal, Bayesian methods of modeling and uncertainty quantification have become popular in modern machine and deep learning. When providing a prior distribution over the parameter space, it is straightforward to…

Machine Learning · Statistics 2025-06-05 Ivan Melev , Goeran Kauermann

We address the common problem of calculating intervals in the presence of systematic uncertainties. We aim to investigate several approaches, but here describe just a Bayesian technique for setting upper limits. The particular example we…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Joel Heinrich , Craig Blocker , John Conway , Luc Demortier , Louis Lyons , Giovanni Punzi , Pekka K. Sinervo

Accurate comparisons between theoretical models and experimental data are critical for scientific progress. However, inferred physical model parameters can vary significantly with the chosen physics model, highlighting the importance of…

High Energy Physics - Phenomenology · Physics 2025-10-27 Sunil Jaiswal , Chun Shen , Richard J. Furnstahl , Ulrich Heinz , Matthew T. Pratola

We consider the Bayesian approach to linear inverse problems when the underlying operator depends on an unknown parameter. Allowing for finite dimensional as well as infinite dimensional parameters, the theory covers several models with…

Statistics Theory · Mathematics 2018-09-05 Mathias Trabs

Deep learning tools have gained tremendous attention in applied machine learning. However such tools for regression and classification do not capture model uncertainty. In comparison, Bayesian models offer a mathematically grounded…

Machine Learning · Statistics 2016-10-05 Yarin Gal , Zoubin Ghahramani

The human brain copes with sensory uncertainty in accordance with Bayes' rule. However, it is unknown how the brain makes predictions in the presence of parameter uncertainty. Here, we tested whether and how humans take parameter…

Neurons and Cognition · Quantitative Biology 2020-07-01 Jannes Jegminat , Maya Jastrzebowska , Matt Pachai , Michael Herzog , Jean-Pascal Pfister

The widespread adoption of machine learning surrogate models has significantly improved the scale and complexity of systems and processes that can be explored accurately and efficiently using atomistic modeling. However, the inherently…

Chemical Physics · Physics 2025-03-13 Federico Grasselli , Sanggyu Chong , Venkat Kapil , Silvia Bonfanti , Kevin Rossi

We introduce dataset multiplicity, a way to study how inaccuracies, uncertainty, and social bias in training datasets impact test-time predictions. The dataset multiplicity framework asks a counterfactual question of what the set of…

Machine Learning · Computer Science 2023-04-24 Anna P. Meyer , Aws Albarghouthi , Loris D'Antoni

Quantifying the uncertainty of supervised learning models plays an important role in making more reliable predictions. Epistemic uncertainty, which usually is due to insufficient knowledge about the model, can be reduced by collecting more…

Machine Learning · Computer Science 2022-01-27 Xinlei Zhou , Han Liu , Farhad Pourpanah , Tieyong Zeng , Xizhao Wang

We explore the notion of uncertainty in the context of modern abstractive summarization models, using the tools of Bayesian Deep Learning. Our approach approximates Bayesian inference by first extending state-of-the-art summarization models…

Computation and Language · Computer Science 2022-05-04 Alexios Gidiotis , Grigorios Tsoumakas

When the cost of misclassifying a sample is high, it is useful to have an accurate estimate of uncertainty in the prediction for that sample. There are also multiple types of uncertainty which are best estimated in different ways, for…

Machine Learning · Computer Science 2019-03-18 Richard Harang , Ethan M. Rudd

Model averaging is a useful and robust method for dealing with model uncertainty in statistical analysis. Often, it is useful to consider data subset selection at the same time, in which model selection criteria are used to compare models…

Methodology · Statistics 2023-10-26 Ethan T. Neil , Jacob W. Sitison

We consider the problem of estimating a variable number of parameters with a dynamic nature. A familiar example is finding the position of moving targets using sensor array observations. The problem is challenging in cases where either the…

Computation · Statistics 2015-04-03 Ashkan Panahi , Mats Viberg

The ranking problem is to order a collection of units by some unobserved parameter, based on observations from the associated distribution. This problem arises naturally in a number of contexts, such as business, where we may want to rank…

Statistics Theory · Mathematics 2019-09-04 Toby Kenney

In this paper we examine the claims reserving problem using Tweedie's compound Poisson model. We develop the maximum likelihood and Bayesian Markov chain Monte Carlo simulation approaches to fit the model and then compare the estimated…

Risk Management · Quantitative Finance 2009-04-10 Gareth W. Peters , Pavel V. Shevchenko , Mario V. Wüthrich

Diffusion models have recently driven significant breakthroughs in generative modeling. While state-of-the-art models produce high-quality samples on average, individual samples can still be low quality. Detecting such samples without human…

Machine Learning · Computer Science 2025-06-13 Metod Jazbec , Eliot Wong-Toi , Guoxuan Xia , Dan Zhang , Eric Nalisnick , Stephan Mandt

Modeling uncertainty in deep neural networks, despite recent important advances, is still an open problem. Bayesian neural networks are a powerful solution, where the prior over network weights is a design choice, often a normal…

Machine Learning · Statistics 2019-10-29 Raanan Y. Rohekar , Yaniv Gurwicz , Shami Nisimov , Gal Novik