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The basic idea of importance sampling is to use independent samples from a proposal measure in order to approximate expectations with respect to a target measure. It is key to understand how many samples are required in order to guarantee…

Computation · Statistics 2017-01-17 S. Agapiou , O. Papaspiliopoulos , D. Sanz-Alonso , A. M. Stuart

Uncertainty quantification of deep neural networks has become an active field of research and plays a crucial role in various downstream tasks such as active learning. Recent advances in evidential deep learning shed light on the direct…

Machine Learning · Computer Science 2023-11-21 Ruxiao Duan , Brian Caffo , Harrison X. Bai , Haris I. Sair , Craig Jones

This paper concerns the study of optimal (supremum and infimum) uncertainty bounds for systems where the input (or prior) probability measure is only partially/imperfectly known (e.g., with only statistical moments and/or on a coarse…

Machine Learning · Computer Science 2023-01-02 Xingsheng Sun , Burigede Liu

Accurately estimating semantic aleatoric and epistemic uncertainties in large language models (LLMs) is particularly challenging in free-form question answering (QA), where obtaining stable estimates often requires many expensive…

Computation and Language · Computer Science 2026-01-26 Ji Won Park , Kyunghyun Cho

Many methods have been proposed to quantify the predictive uncertainty associated with the outputs of deep neural networks. Among them, ensemble methods often lead to state-of-the-art results, though they require modifications to the…

Machine Learning · Computer Science 2021-05-11 Zhiyun Lu , Eugene Ie , Fei Sha

In many real-world engineering systems, the performance or reliability of the system is characterised by a scalar parameter. The distribution of this performance parameter is important in many uncertainty quantification problems, ranging…

Methodology · Statistics 2022-10-03 Robert Millar , Jinglai Li , Hui Li

In the paper, we develop an ensemble-based implicit sampling method for Bayesian inverse problems. For Bayesian inference, the iterative ensemble smoother (IES) and implicit sampling are integrated to obtain importance ensemble samples,…

Numerical Analysis · Mathematics 2018-12-04 Yuming Ba , Lijian Jiang

This paper deals with uncertainty quantification and out-of-distribution detection in deep learning using Bayesian and ensemble methods. It proposes a practical solution to the lack of prediction diversity observed recently for standard…

Machine Learning · Computer Science 2025-02-03 Antoine de Mathelin , François Deheeger , Mathilde Mougeot , Nicolas Vayatis

There has been a recent emergence of sampling-based techniques for estimating epistemic uncertainty in deep neural networks. While these methods can be applied to classification or semantic segmentation tasks by simply averaging samples,…

Computer Vision and Pattern Recognition · Computer Science 2019-03-08 Dimity Miller , Feras Dayoub , Michael Milford , Niko Sünderhauf

When the cost of misclassifying a sample is high, it is useful to have an accurate estimate of uncertainty in the prediction for that sample. There are also multiple types of uncertainty which are best estimated in different ways, for…

Machine Learning · Computer Science 2019-03-18 Richard Harang , Ethan M. Rudd

This work addresses the challenge of providing consistent explanations for predictive models in the presence of model indeterminacy, which arises due to the existence of multiple (nearly) equally well-performing models for a given dataset…

Machine Learning · Computer Science 2023-06-14 Dan Ley , Leonard Tang , Matthew Nazari , Hongjin Lin , Suraj Srinivas , Himabindu Lakkaraju

We consider the Ensemble Kalman Inversion which has been recently introduced as an efficient, gradient-free optimisation method to estimate unknown parameters in an inverse setting. In the case of large data sets, the Ensemble Kalman…

Numerical Analysis · Mathematics 2023-12-05 Matei Hanu , Jonas Latz , Claudia Schillings

Uncertainty quantification during atmospheric chemistry modeling is computationally expensive as it typically requires a large number of simulations using complex models. As large-scale modeling is typically performed with simplified…

Computational Physics · Physics 2024-07-16 Lin Guo , Xiaokai Yang , Zhonghua Zheng , Nicole Riemer , Christopher W. Tessum

Model-form uncertainty (MFU) in assumptions made during physics-based model development is widely considered a significant source of uncertainty; however, there are limited approaches that can quantify MFU in predictions extrapolating…

Computational Engineering, Finance, and Science · Computer Science 2025-09-16 Teresa Portone , Rebekah D. White , Joseph L. Hart

Deep Learning methods are known to suffer from calibration issues: they typically produce over-confident estimates. These problems are exacerbated in the low data regime. Although the calibration of probabilistic models is well studied,…

Machine Learning · Statistics 2021-11-30 Rahul Rahaman , Alexandre H. Thiery

Data-driven model identification strategies can be used to obtain phenomenological models that capture the temporal evolution of observable data. While it is usually straightforward to obtain such a model from time series data, for instance…

Dynamical Systems · Mathematics 2026-03-25 Mohamed Akrout , Dan Wilson

Seismic tomography is a methodology to image the interior of solid or fluid media, and is often used to map properties in the subsurface of the Earth. In order to better interpret the resulting images it is important to assess imaging…

Geophysics · Physics 2020-05-20 Xin Zhang , Andrew Curtis

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

We present a simple comparative framework for testing and developing uncertainty modeling in uncertain marching cubes implementations. The selection of a model to represent the probability distribution of uncertain values directly…

Human-Computer Interaction · Computer Science 2024-09-16 Robert Sisneros , Tushar M. Athawale , David Pugmire , Kenneth Moreland

Sparse model identification enables nonlinear dynamical system discovery from data. However, the control of false discoveries for sparse model identification is challenging, especially in the low-data and high-noise limit. In this paper, we…

Machine Learning · Computer Science 2023-04-28 L. Mars Gao , Urban Fasel , Steven L. Brunton , J. Nathan Kutz
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