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Uncertainty quantification is critical for deploying deep neural networks (DNNs) in real-world applications. An Auxiliary Uncertainty Estimator (AuxUE) is one of the most effective means to estimate the uncertainty of the main task…

Computer Vision and Pattern Recognition · Computer Science 2023-12-14 Xuanlong Yu , Gianni Franchi , Jindong Gu , Emanuel Aldea

Time-series with volatility clustering pose a unique challenge to uncertainty quantification (UQ) for returns forecasts. Methods for UQ such as Deep Evidential regression offer a simple way of quantifying return forecast uncertainty without…

Statistical Finance · Quantitative Finance 2024-09-20 Steven Y. K. Wong , Jennifer S. K. Chan , Lamiae Azizi

In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…

Applications · Statistics 2020-05-19 Omid Sedehi , Costas Papadimitriou , Lambros S. Katafygiotis

In this work we introduce a manifold learning-based method for uncertainty quantification (UQ) in systems describing complex spatiotemporal processes. Our first objective is to identify the embedding of a set of high-dimensional data…

Data Analysis, Statistics and Probability · Physics 2022-05-18 Katiana Kontolati , Dimitrios Loukrezis , Ketson R. M. dos Santos , Dimitrios G. Giovanis , Michael D. Shields

Deterministic mathematical models, such as those specified via differential equations, are a powerful tool to communicate scientific insight. However, such models are necessarily simplified descriptions of the real world. Generalised…

Methodology · Statistics 2025-03-24 Zheyang Shen , Jeremias Knoblauch , Sam Power , Chris. J. Oates

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

In this paper, we adopt conformal prediction, a distribution-free uncertainty quantification (UQ) framework, to obtain confidence prediction intervals with coverage guarantees for Deep Operator Network (DeepONet) regression. Initially, we…

Machine Learning · Computer Science 2024-02-26 Christian Moya , Amirhossein Mollaali , Zecheng Zhang , Lu Lu , Guang Lin

Hardware-friendly network quantization (e.g., binary/uniform quantization) can efficiently accelerate the inference and meanwhile reduce memory consumption of the deep neural networks, which is crucial for model deployment on…

Computer Vision and Pattern Recognition · Computer Science 2019-08-15 Ruihao Gong , Xianglong Liu , Shenghu Jiang , Tianxiang Li , Peng Hu , Jiazhen Lin , Fengwei Yu , Junjie Yan

Quantifying uncertainty is important for actionable predictions in real-world applications. A crucial part of predictive uncertainty quantification is the estimation of epistemic uncertainty, which is defined as an integral of the product…

Machine Learning · Computer Science 2023-10-25 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Günter Klambauer , Sepp Hochreiter

Large language models (LLMs) exhibit impressive fluency, but often produce critical errors known as "hallucinations". Uncertainty quantification (UQ) methods are a promising tool for coping with this fundamental shortcoming. Yet, existing…

With increasing computational demand, Neural-Network (NN) based models are being developed as pre-trained surrogates for different thermohydraulics phenomena. An area where this approach has shown promise is in developing higher-fidelity…

Fluid Dynamics · Physics 2024-12-13 Cody Grogan , Som Dutta , Mauricio Tano , Somayajulu L. N. Dhulipala , Izabela Gutowska

Uncertainty Quantification (UQ) is a key discipline for computational modeling of complex systems, enhancing reliability of engineering simulations. In crashworthiness, having an accurate assessment of the behavior of the model uncertainty…

Methodology · Statistics 2021-09-17 Marc Rocas , Alberto García-González , Sergio Zlotnik , Xabier Larráyoz , Pedro Díez

Accurate predictions and uncertainty quantification (UQ) are essential for decision-making in risk-sensitive fields such as system safety modeling. Deep ensembles (DEs) are efficient and scalable methods for UQ in Deep Neural Networks…

Machine Learning · Computer Science 2024-12-13 Zaid Abulawi , Rui Hu , Prasanna Balaprakash , Yang Liu

Uncertainty Quantification (UQ) is an essential step in computational model validation because assessment of the model accuracy requires a concrete, quantifiable measure of uncertainty in the model predictions. The concept of UQ in the…

Applications · Statistics 2023-03-24 Xu Wu , Ziyu Xie , Farah Alsafadi , Tomasz Kozlowski

Bayesian neural networks and deep ensemble methods have been proposed for uncertainty quantification; however, they are computationally intensive and require large storage. By utilizing a single deterministic model, we can solve the above…

Machine Learning · Computer Science 2025-08-04 Yaxin Ma , Benjamin Colburn , Jose C. Principe

Large Language Models (LLMs) excel in text generation, reasoning, and decision-making, enabling their adoption in high-stakes domains such as healthcare, law, and transportation. However, their reliability is a major concern, as they often…

Computation and Language · Computer Science 2025-06-05 Xiaoou Liu , Tiejin Chen , Longchao Da , Chacha Chen , Zhen Lin , Hua Wei

This paper introduces Uncertainty Propagation Network (UPN), a novel family of neural differential equations that naturally incorporate uncertainty quantification into continuous-time modeling. Unlike existing neural ODEs that predict only…

Machine Learning · Computer Science 2026-02-25 Hadi Jahanshahi , Zheng H. Zhu

We develop a novel deep learning method for uncertainty quantification in stochastic partial differential equations based on Bayesian neural network (BNN) and Hamiltonian Monte Carlo (HMC). A BNN efficiently learns the posterior…

Machine Learning · Statistics 2022-10-24 Jeahan Jung , Minseok Choi

Uncertainty quantification is an important and challenging problem in deep learning. Previous methods rely on dropout layers which are not present in modern deep architectures or batch normalization which is sensitive to batch sizes. In…

Computer Vision and Pattern Recognition · Computer Science 2020-07-10 Lukasz Wandzik , Raul Vicente Garcia , Jörg Krüger

Physics-Informed Neural Networks (PINNs) have emerged as a powerful framework for solving PDEs, yet existing uncertainty quantification (UQ) approaches for PINNs generally lack rigorous statistical guarantees. In this work, we bridge this…

Machine Learning · Computer Science 2025-09-18 Yifan Yu , Cheuk Hin Ho , Yangshuai Wang