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Existing approaches to model uncertainty typically either compare models using a quantitative model selection criterion or evaluate posterior model probabilities having set a prior. In this paper, we propose an alternative strategy which…

Methodology · Statistics 2025-03-26 Vik Shirvaikar , Stephen G. Walker , Chris Holmes

In the field of deep learning based computer vision, the development of deep object detection has led to unique paradigms (e.g., two-stage or set-based) and architectures (e.g., Faster-RCNN or DETR) which enable outstanding performance on…

Computer Vision and Pattern Recognition · Computer Science 2022-10-07 Denis Huseljic , Marek Herde , Mehmet Muejde , Bernhard Sick

We study three notions of uncertainty quantification -- calibration, confidence intervals and prediction sets -- for binary classification in the distribution-free setting, that is without making any distributional assumptions on the data.…

Machine Learning · Statistics 2022-02-17 Chirag Gupta , Aleksandr Podkopaev , Aaditya Ramdas

Robustly and accurately localizing objects in real-world environments can be challenging due to noisy data, hardware limitations, and the inherent randomness of physical systems. To account for these factors, existing works estimate the…

Computer Vision and Pattern Recognition · Computer Science 2023-09-19 Moussa Kassem Sbeyti , Michelle Karg , Christian Wirth , Azarm Nowzad , Sahin Albayrak

In this paper, we address the probabilistic error quantification of a general class of prediction methods. We consider a given prediction model and show how to obtain, through a sample-based approach, a probabilistic upper bound on the…

Statistics Theory · Mathematics 2021-06-07 Victor Mirasierra , Martina Mammarella , Fabrizio Dabbene , Teodoro Alamo

Surface normal estimation from a single image is an important task in 3D scene understanding. In this paper, we address two limitations shared by the existing methods: the inability to estimate the aleatoric uncertainty and lack of detail…

Computer Vision and Pattern Recognition · Computer Science 2021-09-22 Gwangbin Bae , Ignas Budvytis , Roberto Cipolla

Probabilistic predictions can be evaluated through comparisons with observed label frequencies, that is, through the lens of calibration. Recent scholarship on algorithmic fairness has started to look at a growing variety of…

Machine Learning · Computer Science 2023-05-16 Benedikt Höltgen , Robert C Williamson

When data contains measurement errors, it is necessary to make assumptions relating the observed, erroneous data to the unobserved true phenomena of interest. These assumptions should be justifiable on substantive grounds, but are often…

Machine Learning · Statistics 2020-12-24 Noam Finkelstein , Roy Adams , Suchi Saria , Ilya Shpitser

Identifying and disentangling sources of predictive uncertainty is essential for trustworthy supervised learning. We argue that widely used second-order methods that disentangle aleatoric and epistemic uncertainty are fundamentally…

Machine Learning · Computer Science 2026-02-09 Sebastián Jiménez , Mira Jürgens , Willem Waegeman

Segmentation uncertainty models predict a distribution over plausible segmentations for a given input, which they learn from the annotator variation in the training set. However, in practice these annotations can differ systematically in…

Computer Vision and Pattern Recognition · Computer Science 2023-03-29 Kilian Zepf , Eike Petersen , Jes Frellsen , Aasa Feragen

In this paper, we present results on improving out-of-domain weather prediction and uncertainty estimation as part of the \texttt{Shifts Challenge on Robustness and Uncertainty under Real-World Distributional Shift} challenge. We find that…

Machine Learning · Computer Science 2024-01-10 Sankalp Gilda , Neel Bhandari , Wendy Mak , Andrea Panizza

In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…

Applications · Statistics 2020-05-19 Omid Sedehi , Costas Papadimitriou , Lambros S. Katafygiotis

Black-box machine learning models are now routinely used in high-risk settings, like medical diagnostics, which demand uncertainty quantification to avoid consequential model failures. Conformal prediction is a user-friendly paradigm for…

Machine Learning · Computer Science 2022-12-08 Anastasios N. Angelopoulos , Stephen Bates

Conformal prediction (CP) provides model-agnostic uncertainty quantification with guaranteed coverage, but conventional methods often produce overly conservative uncertainty sets, especially in multi-dimensional settings. This limitation…

Machine Learning · Computer Science 2025-02-12 Minxing Zheng , Shixiang Zhu

I provide a unifying perspective on forecast evaluation, characterizing accurate forecasts of all types, from simple point to complete probabilistic forecasts, in terms of two fundamental underlying properties, autocalibration and…

Methodology · Statistics 2020-05-06 Marc-Oliver Pohle

Conformal Prediction (CP) is a distribution-free method for constructing prediction sets with marginal finite-sample coverage guarantees, making it a suitable framework for reliable uncertainty quantification in safety-critical object…

Computer Vision and Pattern Recognition · Computer Science 2026-05-11 Christopher Ries , Moussa Kassem Sbeyti , Nicolas Bianco , Nadja Klein

Modeling uncertainty in deep neural networks, despite recent important advances, is still an open problem. Bayesian neural networks are a powerful solution, where the prior over network weights is a design choice, often a normal…

Machine Learning · Statistics 2019-10-29 Raanan Y. Rohekar , Yaniv Gurwicz , Shami Nisimov , Gal Novik

Calibration$\unicode{x2014}$the problem of ensuring that predicted probabilities align with observed class frequencies$\unicode{x2014}$is a basic desideratum for reliable prediction with machine learning systems. Calibration error is…

Machine Learning · Statistics 2026-03-02 Eugène Berta , Sacha Braun , David Holzmüller , Francis Bach , Michael I. Jordan

Fair predictive algorithms hinge on both equality and trust, yet inherent uncertainty in real-world data challenges our ability to make consistent, fair, and calibrated decisions. While fairly managing predictive error has been extensively…

Machine Learning · Computer Science 2024-10-04 Lucas Rosenblatt , R. Teal Witter

The correct use and interpretation of models depends on several steps, two of which being the calibration by parameter estimation and the analysis of uncertainty. In the biological literature, these steps are seldom discussed together, but…

Quantitative Methods · Quantitative Biology 2015-08-17 André Chalom , Paulo Inácio de Knegt López de Prado
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