Related papers: Ensemble Multi-Quantiles: Adaptively Flexible Dist…
Problems of probabilistic inference and decision making under uncertainty commonly involve continuous random variables. Often these are discretized to a few points, to simplify assessments and computations. An alternative approximation is…
We propose a computationally efficient method to construct nonparametric, heteroscedastic prediction bands for uncertainty quantification, with or without any user-specified predictive model. Our approach provides an alternative to the…
It is increasingly common to encounter prediction tasks in the biomedical sciences for which multiple datasets are available for model training. Common approaches such as pooling datasets and applying standard statistical learning methods…
Uncertainty quantification plays an important role in achieving trustworthy and reliable learning-based computational imaging. Recent advances in generative modeling and Bayesian neural networks have enabled the development of…
Understanding and quantifying uncertainty in black box Neural Networks (NNs) is critical when deployed in real-world settings such as healthcare. Recent works using Bayesian and non-Bayesian methods have shown how a unified predictive…
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…
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…
We study the problem of modeling univariate distributions via their quantile functions. We introduce a flexible family of distributions whose quantile function is a linear combination of basis quantiles. Because the model is linear in its…
We present a "module-based hybrid" Uncertainty Quantification (UQ) framework for general nonlinear multi-physics simulation. The proposed methodology, introduced in [\hyperlink{ref1}{1}], supports the independent development of each…
As machine learning models grow increasingly competent, their predictions can supplement scarce or expensive data in various important domains. In support of this paradigm, algorithms have emerged to combine a small amount of high-fidelity…
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 deals with uncertainty quantification and out-of-distribution detection in deep learning using Bayesian and ensemble methods. It proposes a practical solution to the lack of prediction diversity observed recently for standard…
The rapid growth in wireless infrastructure has increased the need to accurately estimate and forecast electromagnetic field (EMF) levels to ensure ongoing compliance, assess potential health impacts, and support efficient network planning.…
Recently, combinations of generative and Bayesian machine learning have been introduced in particle physics for both fast detector simulation and inference tasks. These neural networks aim to quantify the uncertainty on the generated…
Ensemble methods in machine learning aim to improve prediction accuracy by combining multiple models. This is achieved by ensuring diversity among predictors to capture different data aspects. Homogeneous ensembles use identical models,…
A new efficient ensemble prediction strategy is developed for a general turbulent model framework with emphasis on the nonlinear interactions between large and small scale variables. The high computational cost in running large ensemble…
We study the empirical likelihood approach to construct confidence intervals for the optimal value and the optimality gap of a given solution, henceforth quantify the statistical uncertainty of sample average approximation, for optimization…
Data-driven modeling is useful for reconstructing nonlinear dynamical systems when the underlying process is unknown or too expensive to compute. Having reliable uncertainty assessment of the forecast enables tools to be deployed to predict…
We propose a novel framework for fitting additive quantile regression models, which provides well calibrated inference about the conditional quantiles and fast automatic estimation of the smoothing parameters, for model structures as…
Uncertainty quantification (UQ) is an important component of molecular property prediction, particularly for drug discovery applications where model predictions direct experimental design and where unanticipated imprecision wastes valuable…