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Measuring geometric similarity between high-dimensional network representations is a topic of longstanding interest to neuroscience and deep learning. Although many methods have been proposed, only a few works have rigorously analyzed their…

Machine Learning · Statistics 2023-12-12 Dean A. Pospisil , Brett W. Larsen , Sarah E. Harvey , Alex H. Williams

In recent years, the use of sparse recovery techniques in the approximation of high-dimensional functions has garnered increasing interest. In this work we present a survey of recent progress in this emerging topic. Our main focus is on the…

Numerical Analysis · Mathematics 2017-06-12 Ben Adcock , Simone Brugiapaglia , Clayton G. Webster

This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank…

Machine Learning · Statistics 2021-08-23 Patrick Héas , Cédric Herzet

Many statistical methodologies for high-dimensional data assume the population is normal. Although a few multivariate normality tests have been proposed, to the best of our knowledge, none of them can properly control the type I error when…

Methodology · Statistics 2021-05-04 Hao Chen , Yin Xia

We review recent results for high-dimensional sparse linear regression in the practical case of unknown variance. Different sparsity settings are covered, including coordinate-sparsity, group-sparsity and variation-sparsity. The emphasis is…

Statistics Theory · Mathematics 2012-02-22 Christophe Giraud , Sylvie Huet , Nicolas Verzelen

Quasi-Monte Carlo (QMC) integration over unbounded domains $\mathbb{R}^s$ remains challenging due to the high dimensionality of sampling space and the boundary growth of the integrand. In applications such as uncertainty quantification…

Numerical Analysis · Mathematics 2026-03-03 Zexin Pan , Du Ouyang , Zhijian He

Recently emerging large-scale biomedical data pose exciting opportunities for scientific discoveries. However, the ultrahigh dimensionality and non-negligible measurement errors in the data may create difficulties in estimation. There are…

Methodology · Statistics 2022-10-28 Xin Ma , Suprateek Kundu

For high dimensional data, some of the standard statistical techniques do not work well. So modification or further development of statistical methods are necessary. In this paper, we explore these modifications. We start with the important…

Statistical Finance · Quantitative Finance 2024-05-29 Arnab Chakrabarti , Rituparna Sen

Incorporating domain knowledge into the modeling process is an effective way to improve learning accuracy. However, as it is provided by humans, domain knowledge can only be specified with some degree of uncertainty. We propose to…

Machine Learning · Computer Science 2012-05-14 Yi Mao , Guy Lebanon

Advances in architectural design, data availability, and compute have driven remarkable progress in semantic segmentation. Yet, these models often rely on relaxed Bayesian assumptions, omitting critical uncertainty information needed for…

Computer Vision and Pattern Recognition · Computer Science 2026-02-19 M. M. A. Valiuddin , R. J. G. van Sloun , C. G. A. Viviers , P. H. N. de With , F. van der Sommen

Hyper-differential sensitivity analysis with respect to model discrepancy was recently developed to enable uncertainty quantification for optimization problems. The approach consists of two primary steps: (i) Bayesian calibration of the…

Numerical Analysis · Mathematics 2025-10-09 Joseph Hart , Bart van Bloemen Waanders , Jixian Li , Timbwaoga A. J. Ouermi , Chris R. Johnson

In finite element methods (FEMs), the accuracy of the solution cannot increase indefinitely because the round-off error increases when the number of degrees of freedom (DoFs) is large enough. This means that the accuracy that can be reached…

Numerical Analysis · Mathematics 2019-12-18 Jie Liu , Matthias Möller , Henk M. Schuttelaars

In truncated partial-wave analysis, one fits observables that are bilinear in the amplitudes rather than the amplitudes themselves. Truncation is therefore not merely a restriction of the amplitude basis, but of the bilinear interference…

Nuclear Theory · Physics 2026-04-14 A. Švarc

While generative models have become increasingly prevalent across various domains, fundamental concerns regarding their reliability persist. A crucial yet understudied aspect of these models is the uncertainty quantification surrounding…

Machine Learning · Computer Science 2025-11-17 Giorgio Morales , Frederic Jurie , Jalal Fadili

Uncertainty quantification for complex deep learning models is increasingly important as these techniques see growing use in high-stakes, real-world settings. Currently, the quality of a model's uncertainty is evaluated using…

Machine Learning · Computer Science 2021-12-15 Benjamin Kompa , Jasper Snoek , Andrew Beam

Large language models (LLMs) often generate fluent but factually incorrect outputs, known as hallucinations, which undermine their reliability in real-world applications. While uncertainty estimation has emerged as a promising strategy for…

Machine Learning · Computer Science 2025-05-13 Pei-Fu Guo , Yun-Da Tsai , Shou-De Lin

As large language models (LLMs) continue to evolve, understanding and quantifying the uncertainty in their predictions is critical for enhancing application credibility. However, the existing literature relevant to LLM uncertainty…

Computation and Language · Computer Science 2024-10-22 Hsiu-Yuan Huang , Yutong Yang , Zhaoxi Zhang , Sanwoo Lee , Yunfang Wu

Uncertainty quantification is a central challenge in reliable and trustworthy machine learning. Naive measures such as last-layer scores are well-known to yield overconfident estimates in the context of overparametrized neural networks.…

Machine Learning · Computer Science 2023-05-24 Lucas Clarté , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

We study linear function approximation in a finite basis under finite-precision arithmetic. In a highly non-orthogonal basis, certain directions are only weakly represented, so that rounding errors can significantly distort the effectively…

Numerical Analysis · Mathematics 2026-03-17 Astrid Herremans , Daan Huybrechs

Truncated conditional expectation functions are objects of interest in a wide range of economic applications, including income inequality measurement, financial risk management, and impact evaluation. They typically involve truncating the…

Econometrics · Economics 2021-09-14 Tomasz Olma