Related papers: Uncertainty quantification in neural network class…
This paper concerns the study of optimal (supremum and infimum) uncertainty bounds for systems where the input (or prior) probability measure is only partially/imperfectly known (e.g., with only statistical moments and/or on a coarse…
We present an information-based uncertainty quantification method for general Markov Random Fields. Markov Random Fields (MRF) are structured, probabilistic graphical models over undirected graphs, and provide a fundamental unifying…
Fast and accurate predictions of uncertainties in the computed dose are crucial for the determination of robust treatment plans in radiation therapy. This requires the solution of particle transport problems with uncertain parameters or…
Deep neural networks (NNs) are powerful black box predictors that have recently achieved impressive performance on a wide spectrum of tasks. Quantifying predictive uncertainty in NNs is a challenging and yet unsolved problem. Bayesian NNs,…
Based on existing ideas in the field of imprecise probabilities, we present a new approach for assessing the reliability of the individual predictions of a generative probabilistic classifier. We call this approach robustness…
Modelling uncertainty in Machine Learning models is essential for achieving safe and reliable predictions. Most research on uncertainty focuses on output uncertainty (predictions), but minimal attention is paid to uncertainty at inputs. We…
Data-driven forecasts of air quality have recently achieved more accurate short-term predictions. Despite their success, most of the current data-driven solutions lack proper quantifications of model uncertainty that communicate how much to…
Scenario-based optimization and control has proven to be an efficient approach to account for system uncertainty. In particular, the performance of scenario-based model predictive control (MPC) schemes depends on the accuracy of uncertainty…
Performative prediction is a framework for learning models that influence the data they intend to predict. We focus on finding classifiers that are performatively stable, i.e. optimal for the data distribution they induce. Standard…
We propose a multi-fidelity neural network surrogate sampling method for the uncertainty quantification of physical/biological systems described by ordinary or partial differential equations. We first generate a set of low/high-fidelity…
A statistical learning approach for parametric PDEs related to Uncertainty Quantification is derived. The method is based on the minimization of an empirical risk on a selected model class and it is shown to be applicable to a broad range…
Uncertainty quantification (UQ) includes the characterization, integration, and propagation of uncertainties that result from stochastic variations and a lack of knowledge or data in the natural world. Monte Carlo (MC) method is a…
In spatial statistics, fast and accurate parameter estimation, coupled with a reliable means of uncertainty quantification, can be challenging when fitting a spatial process to real-world data because the likelihood function might be slow…
Photoplethysmography (PPG) signals encode information about relative changes in blood volume that can be used to assess various aspects of cardiac health non-invasively, e.g.\ to detect atrial fibrillation (AF) or predict blood pressure…
Continual learning (CL) is crucial for the adaptation of neural network models to new environments. Although outperforming weight-space regularisation approaches, the functional regularisation-based CL methods suffer from high computational…
While deep neural networks are highly performant and successful in a wide range of real-world problems, estimating their predictive uncertainty remains a challenging task. To address this challenge, we propose and implement a loss function…
Graph Neural Networks (GNN) provide a powerful framework that elegantly integrates Graph theory with Machine learning for modeling and analysis of networked data. We consider the problem of quantifying the uncertainty in predictions of GNN…
We investigate the problem of determining the predictive confidence (or, conversely, uncertainty) of a neural classifier through the lens of low-resource languages. By training models on sub-sampled datasets in three different languages, we…
In this work we consider a class of uncertainty quantification problems where the system performance or reliability is characterized by a scalar parameter $y$. The performance parameter $y$ is random due to the presence of various sources…
In many real-world engineering systems, the performance or reliability of the system is characterised by a scalar parameter. The distribution of this performance parameter is important in many uncertainty quantification problems, ranging…