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Multilevel Monte Carlo can efficiently compute statistical estimates of discretized random variables, for a given error tolerance. Traditionally, only a certain statistic is computed from a particular implementation of multilevel Monte…

Methodology · Statistics 2017-08-02 Alastair Gregory , Colin Cotter

Robust inference for stochastic dynamical systems is often hampered by sparse sampling and the absence of closed-form likelihoods. We introduce a Monte Carlo path-inference framework that leverages full-path statistics and bridge processes…

Statistical Mechanics · Physics 2025-10-07 Javier Aguilar , Miguel A. Muñoz , Sandro Azaele

Recent work has focused on data-driven learning of the evolution of unknown systems via deep neural networks (DNNs), with the goal of conducting long time prediction of the evolution of the unknown system. Training a DNN with low…

Machine Learning · Computer Science 2022-12-28 Victor Churchill , Steve Manns , Zhen Chen , Dongbin Xiu

Trusting the predictions of deep learning models in safety critical settings such as the medical domain is still not a viable option. Distentangled uncertainty quantification in the field of medical imaging has received little attention. In…

Image and Video Processing · Electrical Eng. & Systems 2022-11-14 Kumud Lakara , Matias Valdenegro-Toro

Dropout has been demonstrated as a simple and effective module to not only regularize the training process of deep neural networks, but also provide the uncertainty estimation for prediction. However, the quality of uncertainty estimation…

Machine Learning · Computer Science 2021-03-09 Xinjie Fan , Shujian Zhang , Korawat Tanwisuth , Xiaoning Qian , Mingyuan Zhou

The uncertainty measurement of classifiers' predictions is especially important in applications such as medical diagnoses that need to ensure limited human resources can focus on the most uncertain predictions returned by machine learning…

Machine Learning · Computer Science 2019-07-18 Xuchao Zhang , Fanglan Chen , Chang-Tien Lu , Naren Ramakrishnan

Supervised masking approaches in the time-frequency domain aim to employ deep neural networks to estimate a multiplicative mask to extract clean speech. This leads to a single estimate for each input without any guarantees or measures of…

Audio and Speech Processing · Electrical Eng. & Systems 2023-05-16 Huajian Fang , Dennis Becker , Stefan Wermter , Timo Gerkmann

Machine learning-based Deepfake detection models have achieved impressive results on benchmark datasets, yet their performance often deteriorates significantly when evaluated on out-of-distribution data. In this work, we investigate an…

Computer Vision and Pattern Recognition · Computer Science 2025-07-09 Haroon Wahab , Hassan Ugail , Lujain Jaleel

Accurate uncertainty estimation is crucial for deploying neural networks in risk-sensitive applications such as medical diagnosis. Monte Carlo Dropout is a widely used technique for approximating predictive uncertainty by performing…

Machine Learning · Computer Science 2025-06-05 Tal Zeevi , Ravid Shwartz-Ziv , Yann LeCun , Lawrence H. Staib , John A. Onofrey

Deep learning-based support systems have demonstrated encouraging results in numerous clinical applications involving the processing of time series data. While such systems often are very accurate, they have no inherent mechanism for…

Machine Learning · Computer Science 2020-12-16 Kristoffer Wickstrøm , Karl Øyvind Mikalsen , Michael Kampffmeyer , Arthur Revhaug , Robert Jenssen

Modern autonomous systems often rely on LiDAR scanners, in particular for autonomous driving scenarios. In this context, reliable scene understanding is indispensable. Current learning-based methods typically try to achieve maximum…

Computer Vision and Pattern Recognition · Computer Science 2022-10-14 Kshitij Sirohi , Sajad Marvi , Daniel Büscher , Wolfram Burgard

Deep learning has emerged as a technique of choice for rapid feature extraction across imaging disciplines, allowing rapid conversion of the data streams to spatial or spatiotemporal arrays of features of interest. However, applications of…

Data Analysis, Statistics and Probability · Physics 2021-01-25 Ayana Ghosh , Bobby G. Sumpter , Ondrej Dyck , Sergei V. Kalinin , Maxim Ziatdinov

Deep learning methods for ophthalmic diagnosis have shown considerable success in tasks like segmentation and classification. However, their widespread application is limited due to the models being opaque and vulnerable to making a wrong…

Image and Video Processing · Electrical Eng. & Systems 2021-01-29 Amitojdeep Singh , Sourya Sengupta , Mohammed Abdul Rasheed , Varadharajan Jayakumar , Vasudevan Lakshminarayanan

Bayesian Neural Networks (BNNs) offer a principled and natural framework for proper uncertainty quantification in the context of deep learning. They address the typical challenges associated with conventional deep learning methods, such as…

Computation · Statistics 2024-11-13 Zahra Moslemi , Yang Meng , Shiwei Lan , Babak Shahbaba

It is impossible today to pretend that the practice of machine learning is always compatible with the idea that training and testing data follow the same distribution. Several authors have recently used ensemble techniques to show how…

Machine Learning · Computer Science 2025-03-03 Jianyu Zhang , Léon Bottou

Convolutional neural network (CNN) has achieved unprecedented success in image super-resolution tasks in recent years. However, the network's performance depends on the distribution of the training sets and degrades on out-of-distribution…

Computer Vision and Pattern Recognition · Computer Science 2021-05-20 Aupendu Kar , Prabir Kumar Biswas

In this paper, we solve a semi-supervised regression problem. Due to the lack of knowledge about the data structure and the presence of random noise, the considered data model is uncertain. We propose a method which combines graph Laplacian…

Machine Learning · Statistics 2020-12-02 Vladimir Berikov , Alexander Litvinenko

Deploying deep learning models in safety-critical applications remains a very challenging task, mandating the provision of assurances for the dependable operation of these models. Uncertainty quantification (UQ) methods estimate the model's…

Machine Learning · Computer Science 2024-01-23 Daniel Bethell , Simos Gerasimou , Radu Calinescu

Partial differential equation is a powerful tool to characterize various physics systems. In practice, measurement errors are often present and probability models are employed to account for such uncertainties. In this paper, we present a…

Probability · Mathematics 2016-05-23 Xiaoou Li , Jingchen Liu

Deep learning tools have gained tremendous attention in applied machine learning. However such tools for regression and classification do not capture model uncertainty. In comparison, Bayesian models offer a mathematically grounded…

Machine Learning · Statistics 2016-10-05 Yarin Gal , Zoubin Ghahramani