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Inverse Uncertainty Quantification (UQ), or Bayesian calibration, is the process to quantify the uncertainties of random input parameters based on experimental data. The introduction of model discrepancy term is significant because…

Applications · Statistics 2019-07-24 Xu Wu , Koroush Shirvan , Tomasz Kozlowski

Quantile regression is a method to estimate the quantiles of the conditional distribution of a response variable, and as such it permits a much more accurate portrayal of the relationship between the response variable and observed…

Data Structures and Algorithms · Computer Science 2014-01-08 Jiyan Yang , Xiangrui Meng , Michael W. Mahoney

Symbolic Regression (SR) is a well-established framework for generating interpretable or white-box predictive models. Although SR has been successfully applied to create interpretable estimates of the average of the outcome, it is currently…

Machine Learning · Computer Science 2026-05-19 Cas Oude Hoekstra , Floris den Hengst

Quantile regression is a powerful tool for inferring how covariates affect specific percentiles of the response distribution. Existing methods either estimate conditional quantiles separately for each quantile of interest or estimate the…

Methodology · Statistics 2024-11-19 Joseph Feldman , Daniel Kowal

Accurate quantification of model uncertainty has long been recognized as a fundamental requirement for trusted AI. In regression tasks, uncertainty is typically quantified using prediction intervals calibrated to a specific operating point,…

Machine Learning · Computer Science 2021-06-03 Jiri Navratil , Benjamin Elder , Matthew Arnold , Soumya Ghosh , Prasanna Sattigeri

Reliable uncertainty estimates are an important tool for helping autonomous agents or human decision makers understand and leverage predictive models. However, existing approaches to estimating uncertainty largely ignore the possibility of…

Machine Learning · Computer Science 2020-05-22 Sangdon Park , Osbert Bastani , James Weimer , Insup Lee

We develop a collection of methods for adjusting the predictions of quantile regression to ensure coverage. Our methods are model agnostic and can be used to correct for high-dimensional overfitting bias with only minimal assumptions.…

Methodology · Statistics 2025-11-10 Isaac Gibbs , John J. Cherian , Emmanuel J. Candès

With rapid adoption of deep learning in critical applications, the question of when and how much to trust these models often arises, which drives the need to quantify the inherent uncertainties. While identifying all sources that account…

Machine Learning · Statistics 2019-11-22 Jayaraman J. Thiagarajan , Bindya Venkatesh , Prasanna Sattigeri , Peer-Timo Bremer

Functional quantile regression (FQR) is a useful alternative to mean regression for functional data as it provides a comprehensive understanding of how scalar predictors influence the conditional distribution of functional responses. In…

Methodology · Statistics 2023-11-08 Yusha Liu , Meng Li , Jeffrey S. Morris

In this paper, we propose a unified approach to harness quantum conformal methods for multi-output distributions, with a particular emphasis on two experimental paradigms: (i) a standard 2-qubit circuit scenario producing a four-dimensional…

Quantum Physics · Physics 2025-01-22 Emre Tasar

Conformal prediction is a popular method to construct prediction intervals with marginal coverage guarantees from black-box machine learning models. In applications with potentially high-impact events, such as flooding or financial crises,…

Methodology · Statistics 2026-04-02 Olivier C. Pasche , Henry Lam , Sebastian Engelke

Uncertainty quantification (UQ) has increasing importance in building robust high-performance and generalizable materials property prediction models. It can also be used in active learning to train better models by focusing on getting new…

Materials Science · Physics 2022-11-14 Daniel Varivoda , Rongzhi Dong , Sadman Sadeed Omee , Jianjun Hu

Uncertainty quantification (UQ) is a crucial but challenging task in many high-dimensional regression or learning problems to increase the confidence of a given predictor. We develop a new data-driven approach for UQ in regression that…

Machine Learning · Computer Science 2024-07-19 Frederik Hoppe , Claudio Mayrink Verdun , Hannah Laus , Felix Krahmer , Holger Rauhut

Conformal prediction provides a powerful framework for constructing distribution-free prediction regions with finite-sample coverage guarantees. While extensively studied in univariate settings, its extension to multi-output problems…

Machine Learning · Statistics 2025-02-04 Victor Dheur , Matteo Fontana , Yorick Estievenart , Naomi Desobry , Souhaib Ben Taieb

Fractional cumulative residual inaccuracy (FCRI) measure allows to determine regions of discrepancy between systems, depending on their respective fractional and chaotic map parameters. Most of the theoretical results and applications…

Applications · Statistics 2025-11-25 Iona Ann Sebastian , S. M. Sunoj

The standard asymmetric Laplace framework for Bayesian quantile regression (BQR) suffers from a fundamental decision-theoretic misalignment, yielding biased finite-sample estimates, and precludes gradient-based computation due to…

Methodology · Statistics 2026-01-14 Bingqi Liu , Kangqiang Li , Tianxiao Pang

For the temperature field reconstruction (TFR), a complex image-to-image regression problem, the convolutional neural network (CNN) is a powerful surrogate model due to the convolutional layer's good image feature extraction ability.…

Machine Learning · Computer Science 2022-02-15 Xiaohu Zheng , Wen Yao , Zhiqiang Gong , Yunyang Zhang , Xiaoyu Zhao , Tingsong Jiang

Uncertainty quantification has been a core of the statistical machine learning, but its computational bottleneck has been a serious challenge for both Bayesians and frequentists. We propose a model-based framework in quantifying…

Machine Learning · Computer Science 2019-06-04 Minsuk Shin , Young Lee , Jun S. Liu

Regression tasks, notably in safety-critical domains, require proper uncertainty quantification, yet the literature remains largely classification-focused. In this light, we introduce a family of measures for total, aleatoric, and epistemic…

Machine Learning · Computer Science 2025-10-30 Christopher Bülte , Yusuf Sale , Gitta Kutyniok , Eyke Hüllermeier

Modern black-box predictive models are often accompanied by weak performance guarantees that only hold asymptotically in the size of the dataset or require strong parametric assumptions. In response to this, split conformal prediction…

Machine Learning · Statistics 2022-10-27 Roel Hulsman