Related papers: Scalable Bayesian Uncertainty Quantification for N…
Quantifying uncertainties for machine learning (ML) models is a foundational challenge in modern data analysis. This challenge is compounded by at least two key aspects of the field: (a) inconsistent terminology surrounding uncertainty and…
Motivation: Recent work has demonstrated the feasibility of using non-numerical, qualitative data to parameterize mathematical models. However, uncertainty quantification (UQ) of such parameterized models has remained challenging because of…
We propose a novel framework for uncertainty quantification via information bottleneck (IB-UQ) for scientific machine learning tasks, including deep neural network (DNN) regression and neural operator learning (DeepONet). Specifically, we…
This book aims to provide a graduate-level introduction to advanced topics in Markov chain Monte Carlo (MCMC) algorithms, as applied broadly in the Bayesian computational context. Most, if not all of these topics (stochastic gradient MCMC,…
Turbulent flows play an important role in many scientific and technological design problems. Both Sub-Grid Scale (SGS) models in Large Eddy Simulations (LES) and Reynolds Averaged Navier Stokes (RANS) based modeling will require turbulence…
We present a novel Bayesian inference tool that uses a neural network to parameterise efficient Markov Chain Monte-Carlo (MCMC) proposals. The target distribution is first transformed into a diagonal, unit variance Gaussian by a series of…
Deep Neural Networks (DNNs) have demonstrated remarkable performance across various domains, including computer vision and natural language processing. However, they often struggle to accurately quantify the uncertainty of their…
Uncertainty quantification (UQ) in deep learning regression is of wide interest, as it supports critical applications including sequential decision making and risk-sensitive tasks. In heteroskedastic regression, where the uncertainty of the…
Bayesian uncertainty quantification (UQ) is of interest to industry and academia as it provides a framework for quantifying and reducing the uncertainty in computational models by incorporating available data. For systems with very high…
This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…
OOD detection has become more pertinent with advances in network design and increased task complexity. Identifying which parts of the data a given network is misclassifying has become as valuable as the network's overall performance. We can…
Datasets are growing not just in size but in complexity, creating a demand for rich models and quantification of uncertainty. Bayesian methods are an excellent fit for this demand, but scaling Bayesian inference is a challenge. In response…
Physics-Informed Neural Networks (PINNs) are gaining popularity as a method for solving differential equations. While being more feasible in some contexts than the classical numerical techniques, PINNs still lack credibility. A remedy for…
Uncertainty Quantification (UQ) is pivotal in enhancing the robustness, reliability, and interpretability of Machine Learning (ML) systems for healthcare, optimizing resources and improving patient care. Despite the emergence of ML-based…
Spiking neural networks (SNNs) have gained attention as models of sparse and event-driven communication of biological neurons, and as such have shown increasing promise for energy-efficient applications in neuromorphic hardware. As with…
Ensembles of neural networks (NNs) have long been used to estimate predictive uncertainty; a small number of NNs are trained from different initialisations and sometimes on differing versions of the dataset. The variance of the ensemble's…
Deep learning-based numerical schemes for solving high-dimensional backward stochastic differential equations (BSDEs) have recently raised plenty of scientific interest. While they enable numerical methods to approximate very…
Recently, Neural Ordinary Differential Equations has emerged as a powerful framework for modeling physical simulations without explicitly defining the ODEs governing the system, but instead learning them via machine learning. However, the…
Uncertainty estimation in Neural Networks (NNs) is vital in improving reliability and confidence in predictions, particularly in safety-critical applications. Bayesian Neural Networks (BayNNs) with Dropout as an approximation offer a…
Countless research works of deep neural networks (DNNs) in the task of credit card fraud detection have focused on improving the accuracy of point predictions and mitigating unwanted biases by building different network architectures or…