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Conformal prediction is a popular, modern technique for providing valid predictive inference for arbitrary machine learning models. Its validity relies on the assumptions of exchangeability of the data, and symmetry of the given model…

Methodology · Statistics 2023-03-20 Rina Foygel Barber , Emmanuel J. Candes , Aaditya Ramdas , Ryan J. Tibshirani

Neural networks (NNs) are currently changing the computational paradigm on how to combine data with mathematical laws in physics and engineering in a profound way, tackling challenging inverse and ill-posed problems not solvable with…

Machine Learning · Computer Science 2023-02-08 Apostolos F Psaros , Xuhui Meng , Zongren Zou , Ling Guo , George Em Karniadakis

Most research designing novel predictive models, or employing existing ones, assumes that training and testing data are independent and identically distributed. In practice, the data encountered at serving time often deviate from the…

Machine Learning · Computer Science 2026-03-30 Hanyu Duan , Yi Yang , Ahmed Abbasi , Kar Yan Tam

Quantifying the impact of parametric and model-form uncertainty on the predictions of stochastic models is a key challenge in many applications. Previous work has shown that the relative entropy rate is an effective tool for deriving…

Probability · Mathematics 2020-09-04 Jeremiah Birrell , Markos A. Katsoulakis , Luc Rey-Bellet

Conformal Predictive Systems (CPS) offer a versatile framework for constructing predictive distributions, allowing for calibrated inference and informative decision-making. However, their applicability has been limited to scenarios adhering…

Machine Learning · Computer Science 2024-10-17 Jef Jonkers , Glenn Van Wallendael , Luc Duchateau , Sofie Van Hoecke

Despite the significant research efforts on trajectory prediction for automated driving, limited work exists on assessing the prediction reliability. To address this limitation we propose an approach that covers two sources of error, namely…

Robotics · Computer Science 2023-08-07 Julian Wiederer , Julian Schmidt , Ulrich Kressel , Klaus Dietmayer , Vasileios Belagiannis

On top of machine learning models, uncertainty quantification (UQ) functions as an essential layer of safety assurance that could lead to more principled decision making by enabling sound risk assessment and management. The safety and…

Machine Learning · Computer Science 2024-03-28 Venkat Nemani , Luca Biggio , Xun Huan , Zhen Hu , Olga Fink , Anh Tran , Yan Wang , Xiaoge Zhang , Chao Hu

We propose a novel, succinct, and effective approach for distribution prediction to quantify uncertainty in machine learning. It incorporates adaptively flexible distribution prediction of $\mathbb{P}(\mathbf{y}|\mathbf{X}=x)$ in regression…

Machine Learning · Computer Science 2023-06-21 Xing Yan , Yonghua Su , Wenxuan Ma

In this paper, we present a data-driven Model Predictive Controller that leverages a Gaussian Process to generate optimal motion policies for connected autonomous vehicles in regions with uncertainty in the wireless channel. The…

Systems and Control · Electrical Eng. & Systems 2021-06-24 Hassan Jafarzadeh , Cody Fleming

Uncertainty quantification has been a core of the statistical machine learning, but its computational bottleneck has been a serious challenge for both Bayesians and frequentists. We propose a model-based framework in quantifying…

Machine Learning · Computer Science 2019-06-04 Minsuk Shin , Young Lee , Jun S. Liu

Effective quantification of uncertainty is an essential and still missing step towards a greater adoption of deep-learning approaches in different applications, including mission-critical ones. In particular, investigations on the…

Machine Learning · Computer Science 2023-04-14 Marco Forgione , Dario Piga

Conformal prediction is a learning framework controlling prediction coverage of prediction sets, which can be built on any learning algorithm for point prediction. This work proposes a learning framework named conformal loss-controlling…

Machine Learning · Computer Science 2024-01-24 Di Wang , Ping Wang , Zhong Ji , Xiaojun Yang , Hongyue Li

In modern process industries, data-driven models are important tools for real-time monitoring when key performance indicators are difficult to measure directly. While accurate predictions are essential, reliable uncertainty quantification…

Machine Learning · Computer Science 2026-04-07 Yiran Ma , Jerome Le Ny , Zhichao Chen , Zhihuan Song

In the past decades, most work in the area of data analysis and machine learning was focused on optimizing predictive models and getting better results than what was possible with existing models. To what extent the metrics with which such…

Machine Learning · Statistics 2024-05-06 Nicolas Dewolf

Background and objective: Uncertainty quantification is a pivotal field that contributes to realizing reliable and robust systems. It becomes instrumental in fortifying safe decisions by providing complementary information, particularly…

Image and Video Processing · Electrical Eng. & Systems 2024-03-19 Jamil Fayyad , Shadi Alijani , Homayoun Najjaran

Reliable uncertainty estimates are an important tool for helping autonomous agents or human decision makers understand and leverage predictive models. However, existing approaches to estimating uncertainty largely ignore the possibility of…

Machine Learning · Computer Science 2020-05-22 Sangdon Park , Osbert Bastani , James Weimer , Insup Lee

In autonomous driving tasks, trajectory prediction in complex traffic environments requires adherence to real-world context conditions and behavior multimodalities. Existing methods predominantly rely on prior assumptions or generative…

Computer Vision and Pattern Recognition · Computer Science 2024-02-07 Yiming Xu , Hao Cheng , Monika Sester

Conformal prediction is widely used to equip black-box machine learning models with uncertainty quantification, offering formal coverage guarantees under exchangeable data. However, these guarantees fail when faced with subpopulation…

Machine Learning · Computer Science 2025-11-10 Nien-Shao Wang , Duygu Nur Yaldiz , Yavuz Faruk Bakman , Sai Praneeth Karimireddy

Coordination recognition and subtle pattern prediction of future trajectories play a significant role when modeling interactive behaviors of multiple agents. Due to the essential property of uncertainty in the future evolution,…

Robotics · Computer Science 2019-05-03 Jiachen Li , Hengbo Ma , Wei Zhan , Masayoshi Tomizuka

This work presents novel extensions for combining two frameworks for quantifying both aleatoric (i.e., irreducible) and epistemic (i.e., reducible) sources of uncertainties in the modeling of engineered systems. The data-consistent (DC)…

Machine Learning · Statistics 2024-03-07 Taylor Roper , Harri Hakula , Troy Butler
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