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We consider regression in which one predicts a response $Y$ with a set of predictors $X$ across different experiments or environments. This is a common setup in many data-driven scientific fields and we argue that statistical inference can…

Methodology · Statistics 2026-03-23 Niklas Pfister , Evan G. Williams , Jonas Peters , Ruedi Aebersold , Peter Bühlmann

Predictions are often probabilities; e.g., a prediction could be for precipitation tomorrow, but with only a 30% chance. Given such probabilistic predictions together with the actual outcomes, "reliability diagrams" help detect and diagnose…

Statistics Theory · Mathematics 2022-11-15 Imanol Arrieta-Ibarra , Paman Gujral , Jonathan Tannen , Mark Tygert , Cherie Xu

Machine learning models are typically deployed in a test setting that differs from the training setting, potentially leading to decreased model performance because of domain shift. If we could estimate the performance that a pre-trained…

Computer Vision and Pattern Recognition · Computer Science 2022-07-21 Zeju Li , Konstantinos Kamnitsas , Mobarakol Islam , Chen Chen , Ben Glocker

It is highly desirable to know how uncertain a model's predictions are, especially for models that are complex and hard to understand as in deep learning. Although there has been a growing interest in using deep learning methods in…

Machine Learning · Computer Science 2024-08-28 Davood Karimi , Simon K. Warfield , Ali Gholipour

Modern neural networks (NNs) often achieve high predictive accuracy but are poorly calibrated, producing overconfident predictions even when wrong. This miscalibration poses serious challenges in applications where reliable uncertainty…

Machine Learning · Computer Science 2025-09-12 Pedro Mendes , Paolo Romano , David Garlan

Uncertainty quantification is essential for the reliable deployment of machine learning models to high-stakes application domains. Uncertainty quantification is all the more challenging when training distribution and test distribution are…

Machine Learning · Computer Science 2022-06-07 Yaodong Yu , Stephen Bates , Yi Ma , Michael I. Jordan

In this work we demonstrate the efficacy of neural networks in the characterization of dispersive media. We also develop a neural network to make predictions for input probe pulses which propagate through a nonlinear dispersive medium,…

Optics · Physics 2019-12-02 Sanjaya Lohani , Erin M. Knutson , Wenlei Zhang , Ryan T. Glasser

A prediction interval covers a future observation from a random process in repeated sampling, and is typically constructed by identifying a pivotal quantity that is also an ancillary statistic. Analogously, a tolerance interval covers a…

Methodology · Statistics 2022-01-19 Geoffrey S Johnson

Making predictions that are fair with regard to protected group membership (race, gender, age, etc.) has become an important requirement for classification algorithms. Existing techniques derive a fair model from sampled labeled data…

Machine Learning · Computer Science 2021-02-09 Ashkan Rezaei , Anqi Liu , Omid Memarrast , Brian Ziebart

Intuitively, unfamiliarity should lead to lack of confidence. In reality, current algorithms often make highly confident yet wrong predictions when faced with relevant but unfamiliar examples. A classifier we trained to recognize gender is…

Computer Vision and Pattern Recognition · Computer Science 2020-09-09 Zhizhong Li , Derek Hoiem

Recently there has been a surge of interest to deploy confidence set predictions rather than point predictions in machine learning. Unfortunately, the effectiveness of such prediction sets is frequently impaired by distribution shifts in…

Machine Learning · Computer Science 2025-08-14 Kevin Kasa , Zhiyu Zhang , Heng Yang , Graham W. Taylor

We propose two bounded comparison metrics that may be implemented to arbitrary dimensions in regression tasks. One quantifies the structure of uncertainty and the other quantifies the distribution of uncertainty. The structure metric…

Machine Learning · Computer Science 2022-03-10 Ethan Pickering , Themistoklis P. Sapsis

Transformers have had a profound impact on the field of artificial intelligence, especially on large language models and their variants. However, as was the case with neural networks, their black-box nature limits trust and deployment in…

Machine Learning · Computer Science 2026-04-13 Abhiram Vellore , Niraj K. Jha

Estimating and disentangling epistemic uncertainty, uncertainty that is reducible with more training data, and aleatoric uncertainty, uncertainty that is inherent to the task at hand, is critically important when applying machine learning…

Machine Learning · Computer Science 2024-11-08 Matthew A. Chan , Maria J. Molina , Christopher A. Metzler

Bounded confidence opinion dynamics model the propagation of information in social networks. However in the existing literature, opinions are only viewed as abstract quantities without semantics rather than as part of a decision-making…

Social and Information Networks · Computer Science 2015-06-17 Kush R. Varshney

Diffusion models achieve state-of-the-art performance in various generation tasks. However, their theoretical foundations fall far behind. This paper studies score approximation, estimation, and distribution recovery of diffusion models,…

Machine Learning · Computer Science 2023-02-15 Minshuo Chen , Kaixuan Huang , Tuo Zhao , Mengdi Wang

Diffusion models have found great success in generating high quality, natural samples of speech, but their potential for density estimation for speech has so far remained largely unexplored. In this work, we leverage an unconditional…

Audio and Speech Processing · Electrical Eng. & Systems 2025-06-16 Danilo de Oliveira , Julius Richter , Jean-Marie Lemercier , Simon Welker , Timo Gerkmann

Monitoring machine learning models once they are deployed is challenging. It is even more challenging to decide when to retrain models in real-case scenarios when labeled data is beyond reach, and monitoring performance metrics becomes…

Machine Learning · Computer Science 2022-11-23 Carlos Mougan , Dan Saattrup Nielsen

Unlike classification, whose goal is to estimate the class of each data point in a dataset, prevalence estimation or quantification is a task that aims to estimate the distribution of classes in a dataset. The two main tasks in prevalence…

Machine Learning · Statistics 2025-07-09 Aime Bienfait Igiraneza , Christophe Fraser , Robert Hinch

Reliably estimating the uncertainty of a prediction throughout the model lifecycle is crucial in many safety-critical applications. The most common way to measure this uncertainty is via the predicted confidence. While this tends to work…

Machine Learning · Computer Science 2023-04-24 Sebastian G. Gruber , Florian Buettner
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