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Conformal prediction methods create prediction bands with distribution-free guarantees but do not explicitly capture epistemic uncertainty, which can lead to overconfident predictions in data-sparse regions. Although recent conformal scores…

Machine Learning · Statistics 2025-06-11 Luben M. C. Cabezas , Vagner S. Santos , Thiago R. Ramos , Rafael Izbicki

Conformal prediction is an uncertainty quantification method that constructs a prediction set for a previously unseen datum, ensuring the true label is included with a predetermined coverage probability. Adaptive conformal prediction has…

Machine Learning · Computer Science 2024-11-07 Erfan Hajihashemi , Yanning Shen

This paper studies the learning-to-control problem under process and sensing uncertainties for dynamical systems. In our previous work, we developed a data-based generalization of the iterative linear quadratic regulator (iLQR) to design…

Robotics · Computer Science 2023-11-09 Ran Wang , Raman Goyal , Suman Chakravorty

This work suggests several methods of uncertainty treatment in multiscale modelling and describes their application to a system of coupled turbulent transport simulations of a tokamak plasma. We propose a method to quantify the usually…

Plasma Physics · Physics 2023-07-10 Yehor Yudin , David Coster , Udo von Toussaint , Frank Jenko

Supporting model interpretability for complex phenomena where annotators can legitimately disagree, such as emotion recognition, is a challenging machine learning task. In this work, we show that explicitly quantifying the uncertainty in…

Machine Learning · Computer Science 2019-10-08 Asma Ghandeharioun , Brian Eoff , Brendan Jou , Rosalind W. Picard

When a machine learning model is deployed, its predictions can alter its environment, as better informed agents strategize to suit their own interests. With such alterations in mind, existing approaches to uncertainty quantification break.…

Machine Learning · Statistics 2024-11-05 Daniel Csillag , Claudio José Struchiner , Guilherme Tegoni Goedert

Uncertainty-aware prediction is essential for safe motion planning, especially when using learned models to forecast the behavior of surrounding agents. Conformal prediction is a statistical tool often used to produce uncertainty-aware…

Systems and Control · Electrical Eng. & Systems 2025-11-19 Allen Emmanuel Binny , Anushri Dixit

Language model outputs are not always reliable, thus prompting research into how to adapt model responses based on uncertainty. Common approaches include: \emph{abstention}, where models refrain from generating responses when uncertain; and…

Computation and Language · Computer Science 2025-08-13 Zhengping Jiang , Anqi Liu , Benjamin Van Durme

The vast majority of stochastic simulation models are imperfect in that they fail to exactly emulate real system dynamics. The inexactness of the simulation model, or model discrepancy, can impact the predictive accuracy and usefulness of…

Methodology · Statistics 2017-07-21 Matthew Plumlee , Henry Lam

This paper introduces a framework for uncertainty quantification in regression models defined in metric spaces. Leveraging a newly defined notion of homoscedasticity, we develop a conformal prediction algorithm that offers finite-sample…

Machine Learning · Statistics 2025-07-22 Gábor Lugosi , Marcos Matabuena

Representing and quantifying uncertainty in physical parameterisations is a central challenge in weather and climate modelling, and approaches are often developed separately for different timescales. Here, we introduce a unified framework…

Atmospheric and Oceanic Physics · Physics 2025-12-01 Laura A. Mansfield , Hannah M. Christensen

Much of uncertainty quantification to date has focused on determining the effect of variables modeled probabilistically, and with a known distribution, on some physical or engineering system. We develop methods to obtain information on the…

Numerical Analysis · Mathematics 2015-03-19 Kamaljit Chowdhary , Paul Dupuis

The idea to distinguish and quantify two important types of uncertainty, often referred to as aleatoric and epistemic, has received increasing attention in machine learning research in the last couple of years. In this paper, we consider…

Machine Learning · Computer Science 2021-12-13 Mohammad Hossein Shaker , Eyke Hüllermeier

This paper addresses the problem of risk-aware fixed-time stabilization of a class of uncertain, output-feedback nonlinear systems modeled via stochastic differential equations. First, novel classes of certificate functions, namely…

Optimization and Control · Mathematics 2024-04-01 Mitchell Black , Georgios Fainekos , Bardh Hoxha , Dimitra Panagou

The uncertainty quantification of prediction models (e.g., neural networks) is crucial for their adoption in many robotics applications. This is arguably as important as making accurate predictions, especially for safety-critical…

Robotics · Computer Science 2024-04-09 Junan Chen , Josephine Monica , Wei-Lun Chao , Mark Campbell

In this paper, we investigate the attitude tracking problem of uncertain flexible spacecraft systems subject to external disturbances. In sharp contrast to existing results, the dynamics of flexible spacecraft systems and external…

Optimization and Control · Mathematics 2024-03-20 Zean Bao , Maobin Lu , Fang Deng , Jie Chen

In autonomous driving, accurate motion prediction is crucial for safe and efficient motion planning. To ensure safety, planners require reliable uncertainty estimates of the predicted behavior of surrounding agents, yet this aspect has…

Robotics · Computer Science 2025-03-03 Aron Distelzweig , Andreas Look , Eitan Kosman , Faris Janjoš , Jörg Wagner , Abhinav Valada

We suggest a general approach to quantification of different forms of aleatoric uncertainty in regression tasks performed by artificial neural networks. It is based on the simultaneous training of two neural networks with a joint loss…

Machine Learning · Statistics 2018-09-05 Pavel Gurevich , Hannes Stuke

Recent advancements in machine learning have emphasized the need for transparency in model predictions, particularly as interpretability diminishes when using increasingly complex architectures. In this paper, we propose leveraging…

Machine Learning · Computer Science 2025-07-18 Chenrui Zhu , Louenas Bounia , Vu Linh Nguyen , Sébastien Destercke , Arthur Hoarau

Uncertainty Quantification (UQ) is essential in probabilistic machine learning models, particularly for assessing the reliability of predictions. In this paper, we present a systematic framework for estimating both epistemic and aleatoric…

Machine Learning · Statistics 2025-09-11 Marzieh Ajirak , Anand Ravishankar , Petar M. Djuric