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The topic of deep learning has seen a surge of interest in recent years both within and outside of the field of Statistics. Deep models leverage both nonlinearity and interaction effects to provide superior predictions in many cases when…

Methodology · Statistics 2020-09-18 Paul A. Parker , Scott H. Holan

Bayesian inference can quantify uncertainty in the predictions of neural networks using posterior distributions for model parameters and network output. By looking at these posterior distributions, one can separate the origin of uncertainty…

Machine Learning · Computer Science 2023-11-23 H. Linander , O. Balabanov , H. Yang , B. Mehlig

Modern machine learning methods including deep learning have achieved great success in predictive accuracy for supervised learning tasks, but may still fall short in giving useful estimates of their predictive {\em uncertainty}. Quantifying…

Neural Linear Models (NLM) are deep Bayesian models that produce predictive uncertainty by learning features from the data and then performing Bayesian linear regression over these features. Despite their popularity, few works have focused…

Machine Learning · Statistics 2021-06-25 Cooper Lorsung

Neural networks are powerful tools in various applications, and quantifying their uncertainty is crucial for reliable decision-making. In the deep learning field, the uncertainties are usually categorized into aleatoric (data) and epistemic…

Machine Learning · Computer Science 2023-12-21 Wang Zhang , Ziwen Ma , Subhro Das , Tsui-Wei Weng , Alexandre Megretski , Luca Daniel , Lam M. Nguyen

Traditional deep neural nets (NNs) have shown the state-of-the-art performance in the task of classification in various applications. However, NNs have not considered any types of uncertainty associated with the class probabilities to…

Machine Learning · Computer Science 2019-10-16 Xujiang Zhao , Yuzhe Ou , Lance Kaplan , Feng Chen , Jin-Hee Cho

Uncertainty estimation is pivotal in machine learning, especially for classification tasks, as it improves the robustness and reliability of models. We introduce a novel `Epistemic Wrapping' methodology aimed at improving uncertainty…

Evidential Deep Learning (EDL) is a popular framework for uncertainty-aware classification that models predictive uncertainty via Dirichlet distributions parameterized by neural networks. Despite its popularity, its theoretical foundations…

Machine Learning · Statistics 2026-02-03 Pietro Carlotti , Nevena Gligić , Arya Farahi

A Bayesian treatment of deep learning allows for the computation of uncertainties associated with the predictions of deep neural networks. We show how the concept of Errors-in-Variables can be used in Bayesian deep regression to also…

Machine Learning · Computer Science 2023-05-15 Jörg Martin , Clemens Elster

A popular strategy for active learning is to specifically target a reduction in epistemic uncertainty, since aleatoric uncertainty is often considered as being intrinsic to the system of interest and therefore not reducible. Yet,…

Methodology · Statistics 2024-12-12 Jake Thomas , Jeremie Houssineau

In this work, we present a novel application of an uncertainty-quantification framework called Deep Evidential Learning in the domain of radiotherapy dose prediction. Using medical images of the Open Knowledge-Based Planning Challenge…

Machine Learning · Computer Science 2024-09-24 Hai Siong Tan , Kuancheng Wang , Rafe Mcbeth

Neural networks are ubiquitous in many tasks, but trusting their predictions is an open issue. Uncertainty quantification is required for many applications, and disentangled aleatoric and epistemic uncertainties are best. In this paper, we…

Machine Learning · Computer Science 2022-04-21 Matias Valdenegro-Toro , Daniel Saromo

Large Language Models (LLMs) have become increasingly pervasive, finding applications across many industries and disciplines. Ensuring the trustworthiness of LLM outputs is paramount, where Uncertainty Estimation (UE) plays a key role. In…

Computation and Language · Computer Science 2025-11-06 Kevin Wang , Subre Abdoul Moktar , Jia Li , Kangshuo Li , Feng Chen

Deep learning has achieved impressive performance on many tasks in recent years. However, it has been found that it is still not enough for deep neural networks to provide only point estimates. For high-risk tasks, we need to assess the…

Machine Learning · Computer Science 2021-04-28 Yuandu Lai , Yucheng Shi , Yahong Han , Yunfeng Shao , Meiyu Qi , Bingshuai Li

Intelligibility and accurate uncertainty estimation are crucial for reliable decision-making. In this paper, we propose EviNAM, an extension of evidential learning that integrates the interpretability of Neural Additive Models (NAMs) with…

Machine Learning · Computer Science 2026-01-14 Sören Schleibaum , Anton Frederik Thielmann , Julian Teusch , Benjamin Säfken , Jörg P. Müller

Rigorous statistical methods, including parameter estimation with accompanying uncertainties, underpin the validity of scientific discovery, especially in the natural sciences. With increasingly complex data models such as deep learning…

Machine Learning · Computer Science 2026-02-18 Aurora Grefsrud , Nello Blaser , Trygve Buanes

Epistemic uncertainty in neural networks is commonly modeled using two second-order paradigms: distribution-based representations, which rely on posterior parameter distributions, and set-based representations based on credal sets (convex…

Machine Learning · Computer Science 2026-02-27 Kaizheng Wang , Yunjia Wang , Fabio Cuzzolin , David Moens , Hans Hallez , Siu Lun Chau

We study aleatoric and epistemic uncertainty estimation in a learned regressive system dynamics model. Disentangling aleatoric uncertainty (the inherent randomness of the system) from epistemic uncertainty (the lack of data) is crucial for…

Machine Learning · Computer Science 2025-03-21 Zhiyu An , Zhibo Hou , Wan Du

The quantification of aleatoric and epistemic uncertainty in terms of conditional entropy and mutual information, respectively, has recently become quite common in machine learning. While the properties of these measures, which are rooted…

Machine Learning · Computer Science 2023-06-27 Lisa Wimmer , Yusuf Sale , Paul Hofman , Bern Bischl , Eyke Hüllermeier

To achieve high performance of a machine learning (ML) task, a deep learning-based model must implicitly capture the entire distribution from data. Thus, it requires a huge amount of training samples, and data are expected to fully present…

Machine Learning · Computer Science 2021-11-17 Hung Nguyen , Morris Chang