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Trustworthy deployment of ML models requires a proper measure of uncertainty, especially in safety-critical applications. We focus on uncertainty quantification (UQ) for classification problems via two avenues -- prediction sets using…

Machine Learning · Statistics 2021-07-08 Aleksandr Podkopaev , Aaditya Ramdas

Inverse problems are ubiquitous in modern scientific studies and involve recovering an underlying signal from noisy observations often transformed by a measurement operator. These problems are frequently ill-posed, particularly in imaging,…

Methodology · Statistics 2026-05-19 Henry J. Aldridge , Tobías I. Liaudat , Marcelo Pereyra , Jason D. McEwen

Inverse problems play a key role in modern image/signal processing methods. However, since they are generally ill-conditioned or ill-posed due to lack of observations, their solutions may have significant intrinsic uncertainty. Analysing…

Signal Processing · Electrical Eng. & Systems 2019-09-09 Xiaohao Cai , Marcelo Pereyra , Jason D. McEwen

As machine learning (ML) models are increasingly deployed in high-stakes domains, trustworthy uncertainty quantification (UQ) is critical for ensuring the safety and reliability of these models. Traditional UQ methods rely on specifying a…

Machine Learning · Statistics 2025-05-14 Abhineet Agarwal , Michael Xiao , Rebecca Barter , Omer Ronen , Boyu Fan , Bin Yu

Quantifying uncertainty of machine learning model predictions is essential for reliable decision-making, especially in safety-critical applications. Recently, uncertainty quantification (UQ) theory has advanced significantly, building on a…

Machine Learning · Computer Science 2025-10-01 Alexander Fishkov , Kajetan Schweighofer , Mykyta Ielanskyi , Nikita Kotelevskii , Mohsen Guizani , Maxim Panov

Conformalized Quantile Regression (CQR) is a recently proposed method for constructing prediction intervals for a response $Y$ given covariates $X$, without making distributional assumptions. However, existing constructions of CQR can be…

Methodology · Statistics 2024-05-16 Raphael Rossellini , Rina Foygel Barber , Rebecca Willett

Most uncertainty quantification (UQ) approaches provide a single scalar value as a measure of model reliability. However, different uncertainty measures could provide complementary information on the prediction confidence. Even measures…

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

Machine learning methods are increasingly widely used in high-risk settings such as healthcare, transportation, and finance. In these settings, it is important that a model produces calibrated uncertainty to reflect its own confidence and…

Artificial Intelligence · Computer Science 2022-09-09 Sophia Sun

Uncertainty quantification (UQ) plays a pivotal role in reduction of uncertainties during both optimization and decision making processes. It can be applied to solve a variety of real-world applications in science and engineering. Bayesian…

Inverse problems defined naturally on the sphere are becoming increasingly of interest. In this article we provide a general framework for evaluation of inverse problems on the sphere, with a strong emphasis on flexibility and scalability.…

Information Theory · Computer Science 2021-05-17 Matthew A. Price , Luke Pratley , Jason D. McEwen

Inverse Uncertainty Quantification (UQ) is a process to quantify the uncertainties in random input parameters while achieving consistency between code simulations and physical observations. In this paper, we performed inverse UQ using an…

Applications · Statistics 2018-06-22 Xu Wu , Tomasz Kozlowski , Hadi Meidani , Koroush Shirvan

Inverse problems aim to determine model parameters of a mathematical problem from given observational data. Neural networks can provide an efficient tool to solve these problems. In the context of Bayesian inverse problems, Uncertainty…

Numerical Analysis · Mathematics 2025-09-16 Andrea Tonini , Tan Bui-Thanh , Francesco Regazzoni , Luca Dede' , Alfio Quarteroni

This paper explores uncertainty quantification (UQ) as an indicator of the trustworthiness of automated deep-learning (DL) tools in the context of white matter lesion (WML) segmentation from magnetic resonance imaging (MRI) scans of…

In inverse problems, uncertainty quantification (UQ) deals with a probabilistic description of the solution nonuniqueness and data noise sensitivity. Setting seismic imaging into a Bayesian framework allows for a principled way of studying…

Geophysics · Physics 2020-04-16 Ali Siahkoohi , Gabrio Rizzuti , Felix J. Herrmann

Uncertainty quantification (UQ) is an important component of molecular property prediction, particularly for drug discovery applications where model predictions direct experimental design and where unanticipated imprecision wastes valuable…

Machine Learning · Computer Science 2020-05-21 Lior Hirschfeld , Kyle Swanson , Kevin Yang , Regina Barzilay , Connor W. Coley

Uncertainty quantification for inverse problems in imaging has drawn much attention lately. Existing approaches towards this task define uncertainty regions based on probable values per pixel, while ignoring spatial correlations within the…

Computer Vision and Pattern Recognition · Computer Science 2024-01-23 Omer Belhasin , Yaniv Romano , Daniel Freedman , Ehud Rivlin , Michael Elad

Machine learning (ML) offers promising new approaches to tackle complex problems and has been increasingly adopted in chemical and materials sciences. Broadly speaking, ML models employ generic mathematical functions and attempt to learn…

Materials Science · Physics 2024-08-21 Jin Dai , Santosh Adhikari , Mingjian Wen

In nuclear reactor system design and safety analysis, the Best Estimate plus Uncertainty (BEPU) methodology requires that computer model output uncertainties must be quantified in order to prove that the investigated design stays within…

Computation · Statistics 2018-06-22 Xu Wu , Tomasz Kozlowski , Hadi Meidani , Koroush Shirvan

In a Bayesian setting, inverse problems and uncertainty quantification (UQ) - the propagation of uncertainty through a computational (forward) model - are strongly connected. In the form of conditional expectation the Bayesian update…

Numerical Analysis · Mathematics 2014-04-09 Alexander Litvinenko , Hermann G. Matthies
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