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Uncertainty quantification is at the core of the reliability and robustness of machine learning. In this paper, we provide a theoretical framework to dissect the uncertainty, especially the \textit{epistemic} component, in deep learning…

Machine Learning · Computer Science 2023-06-21 Ziyi Huang , Henry Lam , Haofeng Zhang

In machine learning, accurately predicting the probability that a specific input is correct is crucial for risk management. This process, known as uncertainty (or confidence) estimation, is particularly important in mission-critical…

Machine Learning · Computer Science 2023-01-12 Gabriella Chouraqui , Liron Cohen , Gil Einziger , Liel Leman

As Large Language Models (LLMs) are increasingly integrated in diverse applications, obtaining reliable measures of their predictive uncertainty has become critically important. A precise distinction between aleatoric uncertainty, arising…

Quantifying simulation uncertainties is a critical component of rigorous predictive simulation. A key component of this is forward propagation of uncertainties in simulation input data to output quantities of interest. Typical approaches…

Mathematical Software · Computer Science 2015-11-13 E. Phipps , M. D'Elia , H. C. Edwards , M. Hoemmen , J. Hu , S. Rajamanickam

Uncertainty quantification (UQ) in scientific machine learning is increasingly critical as neural networks are widely adopted to tackle complex problems across diverse scientific disciplines. For physics-informed neural networks (PINNs), a…

Machine Learning · Statistics 2025-10-20 Frank Shih , Zhenghao Jiang , Faming Liang

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

We develop a multilevel Monte Carlo (MLMC) framework for uncertainty quantification with Monte Carlo dropout. Treating dropout masks as a source of epistemic randomness, we define a fidelity hierarchy by the number of stochastic forward…

Machine Learning · Computer Science 2026-01-21 Aaron Pim , Tristan Pryer

We present a method to quantify uncertainty in the predictions made by simulations of mathematical models that can be applied to a broad class of stochastic, discrete, and differential equation models. Quantifying uncertainty is crucial for…

Machine Learning · Statistics 2015-03-05 Kyle S. Hickmann , James M. Hyman , Sara Y. Del Valle

With rapid adoption of deep learning in critical applications, the question of when and how much to trust these models often arises, which drives the need to quantify the inherent uncertainties. While identifying all sources that account…

Machine Learning · Statistics 2019-11-22 Jayaraman J. Thiagarajan , Bindya Venkatesh , Prasanna Sattigeri , Peer-Timo Bremer

Deep neural networks are powerful predictors for a variety of tasks. However, they do not capture uncertainty directly. Using neural network ensembles to quantify uncertainty is competitive with approaches based on Bayesian neural networks…

Machine Learning · Computer Science 2022-07-05 Romain Egele , Romit Maulik , Krishnan Raghavan , Bethany Lusch , Isabelle Guyon , Prasanna Balaprakash

Deep neural networks are often ignorant about what they do not know and overconfident when they make uninformed predictions. Some recent approaches quantify classification uncertainty directly by training the model to output high…

Machine Learning · Computer Science 2020-06-09 Murat Sensoy , Lance Kaplan , Federico Cerutti , Maryam Saleki

Neural networks predictions are unreliable when the input sample is out of the training distribution or corrupted by noise. Being able to detect such failures automatically is fundamental to integrate deep learning algorithms into robotics.…

Computer Vision and Pattern Recognition · Computer Science 2020-02-18 Antonio Loquercio , Mattia Segù , Davide Scaramuzza

Uncertainty estimation is critical for deploying reasoning language models, yet remains poorly understood under extended chain-of-thought reasoning. We study parallel sampling as a fully black-box approach using verbalized confidence and…

Artificial Intelligence · Computer Science 2026-03-20 Maksym Del , Markus Kängsepp , Marharyta Domnich , Ardi Tampuu , Lisa Yankovskaya , Meelis Kull , Mark Fishel

If Uncertainty Quantification (UQ) is crucial to achieve trustworthy Machine Learning (ML), most UQ methods suffer from disparate and inconsistent evaluation protocols. We claim this inconsistency results from the unclear requirements the…

Machine Learning · Computer Science 2022-07-28 Victor Bouvier , Simona Maggio , Alexandre Abraham , Léo Dreyfus-Schmidt

Graphical models have demonstrated their exceptional capabilities across numerous applications. However, their performance, confidence, and trustworthiness are often limited by the inherent randomness in data generation and the lack of…

Machine Learning · Computer Science 2026-04-15 Chao Chen , Chenghua Guo , Rui Xu , Jiujiu Chen , Xiangwen Liao , Xi Zhang , Sihong Xie , Hui Xiong , Philip Yu

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

Uncertainty quantification (UQ) is important for reliability assessment and enhancement of machine learning models. In deep learning, uncertainties arise not only from data, but also from the training procedure that often injects…

Machine Learning · Statistics 2023-11-13 Ziyi Huang , Henry Lam , Haofeng Zhang

In this paper, we propose an invariant quantile regression (IQR) framework specifically designed for multi-environment datasets, which captures the invariance across different environments. This framework is closely related to transfer…

Methodology · Statistics 2026-05-28 Bo Fu , Dandan Jiang

Proper quantification of predictive uncertainty is essential for the use of machine learning in safety-critical applications. Various uncertainty measures have been proposed for this purpose, typically claiming superiority over other…

Machine Learning · Computer Science 2025-12-16 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

Uncertainty quantification is one of the most crucial tasks to obtain trustworthy and reliable machine learning models for decision making. However, most research in this domain has only focused on problems with small label spaces and…

Machine Learning · Computer Science 2022-10-20 Jyun-Yu Jiang , Wei-Cheng Chang , Jiong Zhong , Cho-Jui Hsieh , Hsiang-Fu Yu