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We propose a simple method that combines neural networks and Gaussian processes. The proposed method can estimate the uncertainty of outputs and flexibly adjust target functions where training data exist, which are advantages of Gaussian…

Machine Learning · Statistics 2017-07-20 Tomoharu Iwata , Zoubin Ghahramani

In this article we look at stochastic processes with uncertain parameters, and consider different ways in which information is obtained when carrying out observations. For example we focus on the case of a the random evolution of a traded…

Mathematical Finance · Quantitative Finance 2024-07-08 Will Hicks

We propose a simple algorithm to train stochastic neural networks to draw samples from given target distributions for probabilistic inference. Our method is based on iteratively adjusting the neural network parameters so that the output…

Machine Learning · Statistics 2017-11-01 Yihao Feng , Dilin Wang , Qiang Liu

Graph contrastive learning has shown great promise when labeled data is scarce, but large unlabeled datasets are available. However, it often does not take uncertainty estimation into account. We show that a variational Bayesian neural…

Machine Learning · Computer Science 2023-12-04 Alexander Möllers , Alexander Immer , Elvin Isufi , Vincent Fortuin

Many traffic prediction applications rely on uncertainty estimates instead of the mean prediction. Statistical traffic prediction literature has a complete subfield devoted to uncertainty modelling, but recent deep learning traffic…

Machine Learning · Computer Science 2020-12-10 Tijs Maas , Peter Bloem

Uncertainty quantification in inverse medical imaging tasks with deep learning has received little attention. However, deep models trained on large data sets tend to hallucinate and create artifacts in the reconstructed output that are not…

Image and Video Processing · Electrical Eng. & Systems 2020-08-21 Max-Heinrich Laves , Malte Tölle , Tobias Ortmaier

Graph Convolutional Network (GCN) has exhibited strong empirical performance in many real-world applications. The vast majority of existing works on GCN primarily focus on the accuracy while ignoring how confident or uncertain a GCN is with…

Machine Learning · Computer Science 2022-10-13 Jian Kang , Qinghai Zhou , Hanghang Tong

Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using…

Machine Learning · Statistics 2019-05-28 Aliaksandr Hubin , Geir Storvik

As Deep Learning continues to yield successful applications in Computer Vision, the ability to quantify all forms of uncertainty is a paramount requirement for its safe and reliable deployment in the real-world. In this work, we leverage…

Computer Vision and Pattern Recognition · Computer Science 2020-03-26 Eduardo D C Carvalho , Ronald Clark , Andrea Nicastro , Paul H J Kelly

Uncertainty quantification in a neural network is one of the most discussed topics for safety-critical applications. Though Neural Networks (NNs) have achieved state-of-the-art performance for many applications, they still provide…

Machine Learning · Computer Science 2022-05-09 Mehedi Hasan , Abbas Khosravi , Ibrahim Hossain , Ashikur Rahman , Saeid Nahavandi

The vast majority of uncertainty quantification methods for deep object detectors such as variational inference are based on the network output. Here, we study gradient-based epistemic uncertainty metrics for deep object detectors to obtain…

Computer Vision and Pattern Recognition · Computer Science 2022-03-21 Tobias Riedlinger , Matthias Rottmann , Marius Schubert , Hanno Gottschalk

Accurate modelling and quantification of predictive uncertainty is crucial in deep learning since it allows a model to make safer decisions when the data is ambiguous and facilitates the users' understanding of the model's confidence in its…

Machine Learning · Statistics 2025-08-26 Soumyasundar Pal , Liheng Ma , Amine Natik , Yingxue Zhang , Mark Coates

Humans possess a finely tuned sense of uncertainty that helps anticipate potential errors, vital for adaptive behavior and survival. However, the underlying neural mechanisms remain unclear. This study applies moment neural networks (MNNs)…

Biological Physics · Physics 2024-11-22 Hengyuan Ma , Wenlian Lu , Jianfeng Feng

Photoplethysmography (PPG) signals encode information about relative changes in blood volume that can be used to assess various aspects of cardiac health non-invasively, e.g.\ to detect atrial fibrillation (AF) or predict blood pressure…

Machine Learning · Computer Science 2025-05-19 Ciaran Bench , Vivek Desai , Mohammad Moulaeifard , Nils Strodthoff , Philip Aston , Andrew Thompson

Inverse problems and, in particular, inferring unknown or latent parameters from data are ubiquitous in engineering simulations. A predominant viewpoint in identifying unknown parameters is Bayesian inference where both prior information…

Computation · Statistics 2022-08-31 Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

Graph convolutional neural networks (GCNNs) have emerged as powerful tools for analyzing graph-structured data, achieving remarkable success across diverse applications. However, the theoretical understanding of the stability of these…

Machine Learning · Computer Science 2025-10-28 Ning Zhang , Henry Kenlay , Li Zhang , Mihai Cucuringu , Xiaowen Dong

Scientific machine learning has become an increasingly important tool in materials science and engineering. It is particularly well suited to tackle material problems involving many variables or to allow rapid construction of surrogates of…

Numerical Analysis · Mathematics 2023-05-25 Ting Wang , Jaroslaw Knap

There is a rising need for computational models that can complementarily leverage data of different modalities while investigating associations between subjects for population-based disease analysis. Despite the success of convolutional…

Image and Video Processing · Electrical Eng. & Systems 2020-09-08 Yongxiang Huang , Albert C. S. Chung

To improve the uncertainty quantification of variance networks, we propose a novel tree-structured local neural network model that partitions the feature space into multiple regions based on uncertainty heterogeneity. A tree is built upon…

Machine Learning · Computer Science 2023-07-21 Wenxuan Ma , Xing Yan , Kun Zhang

In the framework of uncertainty quantification, we consider a quantity of interest which depends non-smoothly on the high-dimensional parameter representing the uncertainty. We show that, in this situation, the multilevel Monte Carlo…

Numerical Analysis · Mathematics 2017-06-27 Laura Scarabosio
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