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Uncertainty Quantification (UQ) research has primarily focused on closed-book factual question answering (QA), while contextual QA remains unexplored, despite its importance in real-world applications. In this work, we focus on UQ for the…

In causal inference, an important problem is to quantify the effects of interventions or treatments. Many studies focus on estimating the mean causal effects; however, these estimands may offer limited insight since two distributions can…

Methodology · Statistics 2024-11-05 Archer Gong Zhang , Nancy Reid , Qiang Sun

Uncertainty relations and quantum entanglement are pivotal concepts in quantum theory. Beyond their fundamental significance in shaping our understanding of the quantum world, they also underpin crucial applications in quantum information…

Quantum Physics · Physics 2023-12-18 Yundu Zhao , Shan Huang , Shengjun Wu

In this paper, an optimization problem with uncertain constraint coefficients is considered. Possibility theory is used to model the uncertainty. Namely, a joint possibility distribution in constraint coefficient realizations, called…

Optimization and Control · Mathematics 2023-09-07 Romain Guillaume , Adam Kasperski , Pawel Zielinski

Quantum metrology aims to exploit quantum phenomena to overcome classical limitations in the estimation of relevant parameters. We consider a probe undergoing a phase shift $\varphi$ whose generator is randomly sampled according to a…

Quantum Physics · Physics 2017-06-07 Rozhin Yousefjani , Rosanna Nichols , Shahriar Salimi , Gerardo Adesso

In safety-critical applications data-driven models must not only be accurate but also provide reliable uncertainty estimates. This property, commonly referred to as calibration, is essential for risk-aware decision-making. In regression a…

Machine Learning · Computer Science 2026-04-23 Jelke Wibbeke , Nico Schönfisch , Sebastian Rohjans , Andreas Rauh

Conformalized Quantile Regression (CQR) is a recently proposed method for constructing prediction intervals for a response $Y$ given covariates $X$, without making distributional assumptions. However, existing constructions of CQR can be…

Methodology · Statistics 2024-05-16 Raphael Rossellini , Rina Foygel Barber , Rebecca Willett

Learning physical properties of a quantum system is essential for the developments of quantum technologies. However, Heisenberg's uncertainty principle constrains the potential knowledge one can simultaneously have about a system in quantum…

Quantum Physics · Physics 2022-05-25 Yunlong Xiao , Naihuan Jing , Bing Yu , Shao-Ming Fei , Xianqing Li-Jost

Quantiles, expectiles and extremiles can be seen as concepts defined via an optimization problem, where this optimization problem is driven by two important ingredients: the loss function as well as a distributional weight function. This…

Methodology · Statistics 2024-05-21 Dieter Debrauwer , Irène Gijbels , Klaus Herrmann

The use of Deep Neural Network (DNN) models in risk-based decision-making has attracted extensive attention with broad applications in medical, finance, manufacturing, and quality control. To mitigate prediction-related risks in decision…

Machine Learning · Statistics 2023-10-11 Maryam Kheirandish , Shengfan Zhang , Donald G. Catanzaro , Valeriu Crudu

This paper introduces a rule for policy selection in the presence of estimation uncertainty, explicitly accounting for estimation risk. The rule belongs to the class of risk-aware rules on the efficient decision frontier, characterized as…

Econometrics · Economics 2026-01-21 Victor Chernozhukov , Sokbae Lee , Adam M. Rosen , Liyang Sun

In behavioral finance, aversion affects investors' judgment of future uncertainty when profit and loss occur. Considering investors' aversion to loss and risk, and the ambiguous uncertainty characterizing asset returns, we construct a…

Optimization and Control · Mathematics 2022-05-06 Xin Zhang

Entropy is a famous and well established concept in physics and engineering that can be used for explanation of basic fundamentals as well it finds applications in several areas, from quantum physics to astronomy, from network communication…

Quantum Physics · Physics 2020-01-03 R. V. Ramos

This paper tackles the challenge of detecting unreliable behavior in regression algorithms, which may arise from intrinsic variability (e.g., aleatoric uncertainty) or modeling errors (e.g., model uncertainty). First, we formally introduce…

Machine Learning · Computer Science 2024-06-12 Andres Altieri , Marco Romanelli , Georg Pichler , Florence Alberge , Pablo Piantanida

Nuclear density functional theory (DFT) is one of the main theoretical tools used to study the properties of heavy and superheavy elements, or to describe the structure of nuclei far from stability. While on-going efforts seek to better…

Nuclear Theory · Physics 2015-12-23 N. Schunck , J. D. McDonnell , D. Higdon , J. Sarich , S. M. Wild

The diversification quotient (DQ) is recently introduced for quantifying the degree of diversification of a stochastic portfolio model. It has an axiomatic foundation and can be defined through a parametric class of risk measures. Since the…

Risk Management · Quantitative Finance 2023-05-12 Xia Han , Liyuan Lin , Ruodu Wang

We address the problem of uncertainty quantification and propose measures of total, aleatoric, and epistemic uncertainty based on a known decomposition of (strictly) proper scoring rules, a specific type of loss function, into a divergence…

Machine Learning · Computer Science 2025-05-29 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

Uncertainty relations based on quantum coherence is an important problem in quantum information science. We discuss uncertainty relations for averaged unified ($\alpha$,$\beta$)-relative entropy of coherence under mutually unbiased…

Quantum Physics · Physics 2026-04-08 Baolong Cheng , Zhaoqi Wu

Despite achieving excellent performance on benchmarks, deep neural networks often underperform in real-world deployment due to sensitivity to minor, often imperceptible shifts in input data, known as distributional shifts. These shifts are…

Machine Learning · Computer Science 2025-09-25 Birk Torpmann-Hagen , Pål Halvorsen , Michael A. Riegler , Dag Johansen

Uncertainty is a pervasive challenge in decision and risk management and it is usually studied by quantification and modeling. Interestingly, engineers and other decision makers usually manage uncertainty with strategies such as…

Artificial Intelligence · Computer Science 2024-07-24 Alexander Gutfraind