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This paper presents a novel application of graph neural networks for modeling and estimating network heterogeneity. Network heterogeneity is characterized by variations in unit's decisions or outcomes that depend not only on its own…

Econometrics · Economics 2024-01-30 Yike Wang , Chris Gu , Taisuke Otsu

Deep neural networks(NNs) have achieved impressive performance, often exceed human performance on many computer vision tasks. However, one of the most challenging issues that still remains is that NNs are overconfident in their predictions,…

Machine Learning · Computer Science 2019-12-30 Chanwoo Park , Jae Myung Kim , Seok Hyeon Ha , Jungwoo Lee

Each year a growing number of wind farms are being added to power grids to generate electricity. The power curve of a wind turbine, which exhibits the relationship between generated power and wind speed, plays a major role in assessing the…

Neural and Evolutionary Computing · Computer Science 2021-06-10 Farzad Karami , Nasser Kehtarnavaz , Mario Rotea

Most scientific machine learning (SciML) applications of neural networks involve hundreds to thousands of parameters, and hence, uncertainty quantification for such models is plagued by the curse of dimensionality. Using physical…

Machine Learning · Computer Science 2024-07-02 Govinda Anantha Padmanabha , Jan Niklas Fuhg , Cosmin Safta , Reese E. Jones , Nikolaos Bouklas

Modeling uncertainty in deep neural networks, despite recent important advances, is still an open problem. Bayesian neural networks are a powerful solution, where the prior over network weights is a design choice, often a normal…

Machine Learning · Statistics 2019-10-29 Raanan Y. Rohekar , Yaniv Gurwicz , Shami Nisimov , Gal Novik

We provide an approach enabling one to employ physics-informed neural networks (PINNs) for uncertainty quantification. Our approach is applicable to systems where observations are scarce (or even lacking), these being typical situations…

Data Analysis, Statistics and Probability · Physics 2024-08-12 Milad Panahi , Giovanni Michele Porta , Monica Riva , Alberto Guadagnini

Neural networks predictions are unreliable when the input sample is out of the training distribution or corrupted by noise. Being able to detect such failures automatically is fundamental to integrate deep learning algorithms into robotics.…

Computer Vision and Pattern Recognition · Computer Science 2020-02-18 Antonio Loquercio , Mattia Segù , Davide Scaramuzza

Objective: Convolutional neural networks (CNNs) have demonstrated promise in automated cardiac magnetic resonance image segmentation. However, when using CNNs in a large real-world dataset, it is important to quantify segmentation…

Image and Video Processing · Electrical Eng. & Systems 2023-01-02 Matthew Ng , Fumin Guo , Labonny Biswas , Steffen E. Petersen , Stefan K. Piechnik , Stefan Neubauer , Graham Wright

Classification of high dimensional data finds wide-ranging applications. In many of these applications equipping the resulting classification with a measure of uncertainty may be as important as the classification itself. In this paper we…

Machine Learning · Computer Science 2018-02-12 Andrea L. Bertozzi , Xiyang Luo , Andrew M. Stuart , Konstantinos C. Zygalakis

Monte Carlo methods are widely used importance sampling techniques for studying complex physical systems. Integrating these methods with deep learning has significantly improved efficiency and accuracy in high-dimensional problems and…

Disordered Systems and Neural Networks · Physics 2024-12-24 Yixiong Ren , Jianhui Zhou

Volatility, as a measure of uncertainty, plays a crucial role in numerous financial activities such as risk management. The Econometrics and Machine Learning communities have developed two distinct approaches for financial volatility…

Statistical Finance · Quantitative Finance 2024-02-13 Pengfei Zhao , Haoren Zhu , Wilfred Siu Hung NG , Dik Lun Lee

Graph Neural Networks (GNNs) are powerful machine learning prediction models on graph-structured data. However, GNNs lack rigorous uncertainty estimates, limiting their reliable deployment in settings where the cost of errors is…

Machine Learning · Computer Science 2023-11-01 Kexin Huang , Ying Jin , Emmanuel Candès , Jure Leskovec

The opaque nature of transformer-based models, particularly in applications susceptible to unethical practices such as dark-patterns in user interfaces, requires models that integrate uncertainty quantification to enhance trust in…

Machine Learning · Computer Science 2024-12-09 Javier Muñoz , Álvaro Huertas-García , Carlos Martí-González , Enrique De Miguel Ambite

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

Graph Neural Networks (GNNs) have shown remarkable performance in the healthcare domain. However, what remained challenging is quantifying the predictive uncertainty of GNNs, which is an important aspect of trustworthiness in clinical…

Machine Learning · Computer Science 2025-08-28 Hirad Daneshvar , Reza Samavi

While uncertainty estimation for graphs recently gained traction, most methods rely on homophily and deteriorate in heterophilic settings. We address this by analyzing message passing neural networks from an information-theoretic…

Machine Learning · Computer Science 2026-05-12 Dominik Fuchsgruber , Tom Wollschläger , Johannes Bordne , Stephan Günnemann

In statistics and machine learning, approximation of an intractable integration is often achieved by using the unbiased Monte Carlo estimator, but the variances of the estimation are generally high in many applications. Control variates…

Machine Learning · Statistics 2019-10-16 Ruosi Wan , Mingjun Zhong , Haoyi Xiong , Zhanxing Zhu

While several methods for predicting uncertainty on deep networks have been recently proposed, they do not readily translate to large and complex datasets. In this paper we utilize a simplified form of the Mixture Density Networks (MDNs) to…

Machine Learning · Computer Science 2019-12-05 Nicholas Wilkins , Michael Johnson , Ifeoma Nwogu

Bayesian neural networks (BNNs) augment deep networks with uncertainty quantification by Bayesian treatment of the network weights. However, such models face the challenge of Bayesian inference in a high-dimensional and usually…

Machine Learning · Computer Science 2021-03-30 Zhijie Deng , Yucen Luo , Jun Zhu , Bo Zhang

Real-world data contains aleatoric uncertainty - irreducible noise arising from imperfect measurements or from incomplete knowledge about the data generation process. Mean-variance estimation networks can learn this type of uncertainty but…

Machine Learning · Computer Science 2026-05-29 Jiaxiang Yi , Miguel A. Bessa
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