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Time-series with volatility clustering pose a unique challenge to uncertainty quantification (UQ) for returns forecasts. Methods for UQ such as Deep Evidential regression offer a simple way of quantifying return forecast uncertainty without…

Statistical Finance · Quantitative Finance 2024-09-20 Steven Y. K. Wong , Jennifer S. K. Chan , Lamiae Azizi

Bayesian Neural Networks (BNNs) place priors over the parameters in a neural network. Inference in BNNs, however, is difficult; all inference methods for BNNs are approximate. In this work, we empirically compare the quality of predictive…

Machine Learning · Computer Science 2019-06-25 Jiayu Yao , Weiwei Pan , Soumya Ghosh , Finale Doshi-Velez

Ensemble method is considered the gold standard for uncertainty quantification (UQ) in machine learning interatomic potentials (MLIPs). However, their high computational cost can limit its practicality. Alternative techniques, such as Monte…

Machine Learning · Computer Science 2025-11-13 Shih-Peng Huang , Nontawat Charoenphakdee , Yuta Tsuboi , Yong-Bin Zhuang , Wenwen Li

Large language models (LLMs) exhibit impressive fluency, but often produce critical errors known as "hallucinations". Uncertainty quantification (UQ) methods are a promising tool for coping with this fundamental shortcoming. Yet, existing…

Uncertainty quantification (UQ) in graph neural networks (GNNs) is crucial in high-stakes domains but remains a significant challenge. In graph settings, message passing often relies on strong assumptions such as exchangeability, which are…

Machine Learning · Computer Science 2026-05-07 Soyoung park , Hwanjun Song , Sungsu Lim

We show that training a deep network using batch normalization is equivalent to approximate inference in Bayesian models. We further demonstrate that this finding allows us to make meaningful estimates of the model uncertainty using…

Machine Learning · Statistics 2018-07-17 Mattias Teye , Hossein Azizpour , Kevin Smith

Modern machine learning methods including deep learning have achieved great success in predictive accuracy for supervised learning tasks, but may still fall short in giving useful estimates of their predictive {\em uncertainty}. Quantifying…

Uncertainty quantification (UQ) is crucial for deploying machine learning models in high-stakes applications, where overconfident predictions can lead to serious consequences. An effective UQ method must balance computational efficiency…

Machine Learning · Computer Science 2026-02-23 Taeseong Yoon , Heeyoung Kim

Uncertainty Quantification (UQ) research has primarily focused on closed-book factual question answering (QA), while contextual QA remains unexplored, despite its importance in real-world applications. In this work, we focus on UQ for the…

Assessing the predictive uncertainty of deep neural networks is crucial for safety-related applications of deep learning. Although Bayesian deep learning offers a principled framework for estimating model uncertainty, the common approaches…

Machine Learning · Computer Science 2024-03-06 Yookoon Park , David M. Blei

Uncertainty Quantification (UQ) is a key discipline for computational modeling of complex systems, enhancing reliability of engineering simulations. In crashworthiness, having an accurate assessment of the behavior of the model uncertainty…

Methodology · Statistics 2021-09-17 Marc Rocas , Alberto García-González , Sergio Zlotnik , Xabier Larráyoz , Pedro Díez

Large Language Models (LLMs) have demonstrated remarkable capabilities across various tasks due to large training datasets and powerful transformer architecture. However, the reliability of responses from LLMs remains a question.…

Computation and Language · Computer Science 2025-02-26 Tiejin Chen , Xiaoou Liu , Longchao Da , Jia Chen , Vagelis Papalexakis , Hua Wei

Uncertainty estimation is pivotal in machine learning, especially for classification tasks, as it improves the robustness and reliability of models. We introduce a novel `Epistemic Wrapping' methodology aimed at improving uncertainty…

Consistency-based methods have emerged as an effective approach to uncertainty quantification (UQ) in large language models. These methods typically rely on several generations obtained via multinomial sampling, measuring their agreement…

The burgeoning field of algorithms with predictions studies the problem of using possibly imperfect machine learning predictions to improve online algorithm performance. While nearly all existing algorithms in this framework make no…

Machine Learning · Computer Science 2024-06-05 Bo Sun , Jerry Huang , Nicolas Christianson , Mohammad Hajiesmaili , Adam Wierman , Raouf Boutaba

In chemistry, deep neural network models have been increasingly utilized in a variety of applications such as molecular property predictions, novel molecule designs, and planning chemical reactions. Despite the rapid increase in the use of…

Chemical Physics · Physics 2019-05-17 Seongok Ryu , Yongchan Kwon , Woo Youn Kim

Uncertainty quantification is a critical yet unsolved challenge for deep learning, especially for the time series imputation with irregularly sampled measurements. To tackle this problem, we propose a novel framework based on the principles…

Machine Learning · Computer Science 2023-06-05 Shweta Dahale , Sai Munikoti , Balasubramaniam Natarajan

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…

Emergence of artificial intelligence techniques in biomedical applications urges the researchers to pay more attention on the uncertainty quantification (UQ) in machine-assisted medical decision making. For classification tasks, prior…

Machine Learning · Computer Science 2019-09-17 Xiaoyang Huang , Jiancheng Yang , Linguo Li , Haoran Deng , Bingbing Ni , Yi Xu

Uncertainty Quantification (UQ) is a promising approach to improve model reliability, yet quantifying the uncertainty of Large Language Models (LLMs) is non-trivial. In this work, we establish a connection between the uncertainty of LLMs…

Computation and Language · Computer Science 2025-10-16 Mingda Li , Xinyu Li , Weinan Zhang , Longxuan Ma