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Deep ensembles can be considered as the current state-of-the-art for uncertainty quantification in deep learning. While the approach was originally proposed as a non-Bayesian technique, arguments supporting its Bayesian footing have been…

Machine Learning · Computer Science 2021-11-19 Lara Hoffmann , Clemens Elster

Many important problems in the real world don't have unique solutions. It is thus important for machine learning models to be capable of proposing different plausible solutions with meaningful probability measures. In this work we introduce…

Machine Learning · Computer Science 2020-07-28 Di Qiu , Lok Ming Lui

Uncertainty quantification is essential when dealing with ill-conditioned inverse problems due to the inherent nonuniqueness of the solution. Bayesian approaches allow us to determine how likely an estimation of the unknown parameters is…

Machine Learning · Statistics 2020-01-16 Ali Siahkoohi , Gabrio Rizzuti , Felix J. Herrmann

Bayesian neural networks (BNNs) have been long considered an ideal, yet unscalable solution for improving the robustness and the predictive uncertainty of deep neural networks. While they could capture more accurately the posterior…

Computer Vision and Pattern Recognition · Computer Science 2021-03-26 Gianni Franchi , Andrei Bursuc , Emanuel Aldea , Severine Dubuisson , Isabelle Bloch

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

Precise estimation of predictive uncertainty in deep neural networks is a critical requirement for reliable decision-making in machine learning and statistical modeling, particularly in the context of medical AI. Conformal Prediction (CP)…

Machine Learning · Computer Science 2024-01-05 Hamed Karimi , Reza Samavi

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

Deep neural networks achieve impressive results across diverse applications, yet their overconfidence on unseen inputs necessitates reliable epistemic uncertainty modelling. Existing methods for uncertainty modelling face a fundamental…

Machine Learning · Computer Science 2026-05-04 Yao Ni , Jeremie Houssineau , Yew Soon Ong , Piotr Koniusz

Deep neural networks are often ignorant about what they do not know and overconfident when they make uninformed predictions. Some recent approaches quantify classification uncertainty directly by training the model to output high…

Machine Learning · Computer Science 2020-06-09 Murat Sensoy , Lance Kaplan , Federico Cerutti , Maryam Saleki

Understanding and quantifying uncertainty in black box Neural Networks (NNs) is critical when deployed in real-world settings such as healthcare. Recent works using Bayesian and non-Bayesian methods have shown how a unified predictive…

Machine Learning · Computer Science 2020-09-29 Utkarsh Sarawgi , Wazeer Zulfikar , Rishab Khincha , Pattie Maes

Quantifying uncertainty in deep regression models is important both for understanding the confidence of the model and for safe decision-making in high-risk domains. Existing approaches that yield prediction intervals overlook distributional…

Machine Learning · Computer Science 2025-12-02 Adriel Sosa Marco , John Daniel Kirwan , Alexia Toumpa , Simos Gerasimou

Deep learning (DL) has shown great potential in medical image enhancement problems, such as super-resolution or image synthesis. However, to date, little consideration has been given to uncertainty quantification over the output image. Here…

Uncertainty quantification plays an important role in achieving trustworthy and reliable learning-based computational imaging. Recent advances in generative modeling and Bayesian neural networks have enabled the development of…

Image and Video Processing · Electrical Eng. & Systems 2025-10-07 Canberk Ekmekci , Mujdat Cetin

This study aims to comprehensively investigate the deep ensemble approach, an approximate Bayesian inference, in the multi-output regression task for predicting the aerodynamic performance of a missile configuration. To this end, the effect…

Machine Learning · Computer Science 2023-11-27 Sunwoong Yang , Kwanjung Yee

Dynamic neural networks are a recent technique that promises a remedy for the increasing size of modern deep learning models by dynamically adapting their computational cost to the difficulty of the inputs. In this way, the model can adjust…

Machine Learning · Computer Science 2023-12-11 Lassi Meronen , Martin Trapp , Andrea Pilzer , Le Yang , Arno Solin

Deep learning models frequently make incorrect predictions with high confidence when presented with test examples that are not well represented in their training dataset. We propose a novel and straightforward approach to estimate…

Machine Learning · Computer Science 2019-10-04 Tiago Ramalho , Miguel Miranda

Bayesian neural networks and deep ensembles represent two modern paradigms of uncertainty quantification in deep learning. Yet these approaches struggle to scale mainly due to memory inefficiency issues, since they require parameter storage…

Machine Learning · Statistics 2021-11-24 Hippolyt Ritter , Martin Kukla , Cheng Zhang , Yingzhen Li

The use of Deep Neural Network (DNN) models in risk-based decision-making has attracted extensive attention with broad applications in medical, finance, manufacturing, and quality control. To mitigate prediction-related risks in decision…

Machine Learning · Statistics 2023-10-11 Maryam Kheirandish , Shengfan Zhang , Donald G. Catanzaro , Valeriu Crudu

Data-driven forecasts of air quality have recently achieved more accurate short-term predictions. Despite their success, most of the current data-driven solutions lack proper quantifications of model uncertainty that communicate how much to…

Machine Learning · Computer Science 2021-12-07 Abdulmajid Murad , Frank Alexander Kraemer , Kerstin Bach , Gavin Taylor

We evaluate two different methods for the integration of prediction uncertainty into diagnostic image classifiers to increase patient safety in deep learning. In the first method, Monte Carlo sampling is applied with dropout at test time to…

Image and Video Processing · Electrical Eng. & Systems 2019-08-05 Max-Heinrich Laves , Sontje Ihler , Tobias Ortmaier