Related papers: Quantile deep learning models for multi-step ahead…
Deep learning has been shown to be highly effective for automatic modulation classification (AMC), which is a pivotal technology for next-generation cognitive communications. Yet, existing deep learning methods for AMC often lack robust…
Quantile regression provides a framework for modeling statistical quantities of interest other than the conditional mean. The regression methodology is well developed for linear models, but less so for nonparametric models. We consider…
Rigorous statistical methods, including parameter estimation with accompanying uncertainties, underpin the validity of scientific discovery, especially in the natural sciences. With increasingly complex data models such as deep learning…
An in-depth understanding of uncertainty is the first step to making effective decisions under uncertainty. Deep/machine learning (ML/DL) has been hugely leveraged to solve complex problems involved with processing high-dimensional data.…
We present a novel approach for training deep neural networks in a Bayesian way. Classical, i.e. non-Bayesian, deep learning has two major drawbacks both originating from the fact that network parameters are considered to be deterministic.…
This paper offers a thorough examination of the univariate predictability in cryptocurrency time-series. By exploiting a combination of complexity measure and model predictions we explore the cryptocurrencies time-series forecasting task…
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…
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…
This paper questions the effectiveness of a modern predictive uncertainty quantification approach, called \emph{evidential deep learning} (EDL), in which a single neural network model is trained to learn a meta distribution over the…
Accurate time-series forecasting is crucial in various scientific and industrial domains, yet deep learning models often struggle to capture long-term dependencies and adapt to data distribution shifts over time. We introduce Future-Guided…
The application of neural network models to scientific machine learning tasks has proliferated in recent years. In particular, neural network models have proved to be adept at modeling processes with spatial-temporal complexity.…
Deep neural networks (DNNs) have achieved tremendous success in computer vision, natural language processing, and scientific and engineering domains. However, DNNs can make unexpected, incorrect, yet overconfident predictions, leading to…
Quantum kernel methods are a promising branch of quantum machine learning, yet their effectiveness on diverse, high-dimensional, real-world data remains unverified. Current research has largely been limited to low-dimensional or synthetic…
Deep neural network (DNN) classifiers are often overconfident, producing miscalibrated class probabilities. In high-risk applications like healthcare, practitioners require $\textit{fully calibrated}$ probability predictions for…
Spatio-temporal problems are ubiquitous and of vital importance in many research fields. Despite the potential already demonstrated by deep learning methods in modeling spatio-temporal data, typical approaches tend to focus solely on…
Cryptocurrency markets are characterized by extreme volatility, making accurate forecasts essential for effective risk management and informed trading strategies. Traditional deterministic (point) forecasting methods are inadequate for…
Quantile regression is a powerful tool for robust and heterogeneous learning that has seen applications in a diverse range of applied areas. However, its broader application is often hindered by the substantial computational demands arising…
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…
In recent years, climate extremes such as floods have created significant environmental and economic hazards for Australia. Deep learning methods have been promising for predicting extreme climate events; however, large flooding events…
This paper uses deep learning to value derivatives. The approach is broadly applicable, and we use a call option on a basket of stocks as an example. We show that the deep learning model is accurate and very fast, capable of producing…