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Consider the problem of imputing missing values in a dataset. One the one hand, conventional approaches using iterative imputation benefit from the simplicity and customizability of learning conditional distributions directly, but suffer…

Machine Learning · Statistics 2022-06-17 Daniel Jarrett , Bogdan Cebere , Tennison Liu , Alicia Curth , Mihaela van der Schaar

Environmental, Social, and Governance (ESG) datasets are frequently plagued by significant data gaps, leading to inconsistencies in ESG ratings due to varying imputation methods. This paper explores the application of established machine…

Machine Learning · Computer Science 2024-07-30 Sergio Caprioli , Jacopo Foschi , Riccardo Crupi , Alessandro Sabatino

Uncertainty quantification by ensemble learning is explored in terms of an application from computational optical form measurements. The application requires to solve a large-scale, nonlinear inverse problem. Ensemble learning is used to…

Machine Learning · Computer Science 2021-03-03 Lara Hoffmann , Ines Fortmeier , Clemens Elster

Quantile regression is an effective technique to quantify uncertainty, fit challenging underlying distributions, and often provide full probabilistic predictions through joint learnings over multiple quantile levels. A common drawback of…

Machine Learning · Computer Science 2022-02-24 Youngsuk Park , Danielle Maddix , François-Xavier Aubet , Kelvin Kan , Jan Gasthaus , Yuyang Wang

In many machine learning applications, we are faced with incomplete datasets. In the literature, missing data imputation techniques have been mostly concerned with filling missing values. However, the existence of missing values is…

Machine Learning · Computer Science 2020-09-07 Mohammad Kachuee , Kimmo Karkkainen , Orpaz Goldstein , Sajad Darabi , Majid Sarrafzadeh

It is desirable to have accurate uncertainty estimation from a single deterministic forward-pass model, as traditional methods for uncertainty quantification are computationally expensive. However, this is difficult because single…

Machine Learning · Computer Science 2023-08-22 Frederik Boe Hüttel , Filipe Rodrigues , Francisco Câmara Pereira

Robust quantification of predictive uncertainty is critical for understanding factors that drive weather and climate outcomes. Ensembles provide predictive uncertainty estimates and can be decomposed physically, but both physics and machine…

Deep ensembles have emerged as a powerful technique for improving predictive performance and enhancing model robustness across various applications by leveraging model diversity. However, traditional deep ensemble methods are often…

Deep Ensembles are a simple, reliable, and effective method of improving both the predictive performance and uncertainty estimates of deep learning approaches. However, they are widely criticised as being computationally expensive, due to…

Machine Learning · Computer Science 2023-10-10 Guoxuan Xia , Christos-Savvas Bouganis

Diffusion models have recently driven significant breakthroughs in generative modeling. While state-of-the-art models produce high-quality samples on average, individual samples can still be low quality. Detecting such samples without human…

Machine Learning · Computer Science 2025-06-13 Metod Jazbec , Eliot Wong-Toi , Guoxuan Xia , Dan Zhang , Eric Nalisnick , Stephan Mandt

Modern weather forecast models perform uncertainty quantification using ensemble prediction systems, which collect nonparametric statistics based on multiple perturbed simulations. To provide accurate estimation, dozens of such…

Machine Learning · Computer Science 2019-12-06 Peter Grönquist , Tal Ben-Nun , Nikoli Dryden , Peter Dueben , Luca Lavarini , Shigang Li , Torsten Hoefler

Operator learning enables fast surrogate modeling of high-dimensional dynamical systems, but existing approaches face two fundamental limitations: quadratic inference complexity and unreliable uncertainty quantification in safety-critical…

Machine Learning · Computer Science 2026-05-04 Purav Matlia , Christian Moya , Guang Lin

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

Seismic inversion is essential for geophysical exploration and geological assessment, but it is inherently subject to significant uncertainty. This uncertainty stems primarily from the limited information provided by observed seismic data,…

Geophysics · Physics 2024-09-12 Luping Qu , Mauricio Araya-Polo , Laurent Demanet

The imputation of missing values in multivariate time series (MTS) data is critical in ensuring data quality and producing reliable data-driven predictive models. Apart from many statistical approaches, a few recent studies have proposed…

Machine Learning · Computer Science 2023-05-17 Maksims Kazijevs , Manar D. Samad

This work introduces a novel probabilistic deep learning technique called deep Gaussian mixture ensembles (DGMEs), which enables accurate quantification of both epistemic and aleatoric uncertainty. By assuming the data generating process…

Machine Learning · Statistics 2023-06-13 Yousef El-Laham , Niccolò Dalmasso , Elizabeth Fons , Svitlana Vyetrenko

There is significant need for principled uncertainty reasoning in machine learning systems as they are increasingly deployed in safety-critical domains. A new approach with uncertainty-aware neural networks (NNs), based on learning…

Machine Learning · Computer Science 2022-02-25 Nis Meinert , Alexander Lavin

Handling missing data is a central challenge in data-driven analysis. Modern imputation methods not only aim for accurate reconstruction but also differ in how they represent and quantify uncertainty. Yet, the reliability and calibration of…

Databases · Computer Science 2025-11-27 Zarin Tahia Hossain , Mostafa Milani

Assessing the quality of aleatoric uncertainty estimates from uncertainty quantification (UQ) deep learning methods is important in scientific contexts, where uncertainty is physically meaningful and important to characterize and interpret…

Machine Learning · Computer Science 2024-11-14 Rebecca Nevin , Aleksandra Ćiprijanović , Brian D. Nord

A powerful way to improve performance in machine learning is to construct an ensemble that combines the predictions of multiple models. Ensemble methods are often much more accurate and lower variance than the individual classifiers that…

Machine Learning · Computer Science 2024-12-03 Antonio Macaluso , Luca Clissa , Stefano Lodi , Claudio Sartori
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