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We describe a computational framework linking Uncertainty Quantification (UQ) methods for continuum problems depending on random parameters with Equation-Free (EF) methods for performing continuum deterministic numerics by acting directly…

Dynamical Systems · Mathematics 2007-05-23 Yu Zou , Ioannis G. Kevrekidis

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…

Deep Gaussian processes (DGPs) are increasingly popular as predictive models in machine learning (ML) for their non-stationary flexibility and ability to cope with abrupt regime changes in training data. Here we explore DGPs as surrogates…

Methodology · Statistics 2021-08-27 Annie Sauer , Robert B. Gramacy , David Higdon

Gaussian processes are a powerful framework for quantifying uncertainty and for sequential decision-making but are limited by the requirement of solving linear systems. In general, this has a cubic cost in dataset size and is sensitive to…

We introduce a novel uncertainty estimation for classification tasks for Bayesian convolutional neural networks with variational inference. By normalizing the output of a Softplus function in the final layer, we estimate aleatoric and…

Machine Learning · Computer Science 2019-05-15 Kumar Shridhar , Felix Laumann , Marcus Liwicki

Human motion prediction is essential for tasks such as human motion analysis and human-robot interactions. Most existing approaches have been proposed to realize motion prediction. However, they ignore an important task, the evaluation of…

Computer Vision and Pattern Recognition · Computer Science 2021-07-09 Pengxiang Ding , Jianqin Yin

Hawkes process models are used in settings where past events increase the likelihood of future events occurring. Many applications record events as counts on a regular grid, yet discrete-time Hawkes models remain comparatively underused and…

Machine Learning · Statistics 2026-02-11 Trinnhallen Brisley , Gordon Ross , Daniel Paulin

Bayesian meta-learning enables robust and fast adaptation to new tasks with uncertainty assessment. The key idea behind Bayesian meta-learning is empirical Bayes inference of hierarchical model. In this work, we extend this framework to…

Machine Learning · Computer Science 2020-11-19 Yayi Zou , Xiaoqi Lu

Physics-Informed Neural Networks (PINNs) have been widely used to obtain solutions to various physical phenomena modeled as Differential Equations. As PINNs are not naturally equipped with mechanisms for Uncertainty Quantification, some…

Machine Learning · Computer Science 2025-06-05 Pablo Flores , Olga Graf , Pavlos Protopapas , Karim Pichara

The use of high-dimensional regression techniques from machine learning has significantly improved the quantitative accuracy of interatomic potentials. Atomic simulations can now plausibly target quantitative predictions in a variety of…

Materials Science · Physics 2025-03-04 Danny Perez , Aparna P. A. Subramanyam , Ivan Maliyov , Thomas D. Swinburne

Post-training has become central to improving reasoning and alignment in large language models, where critic-free models enable scalable learning from model-generated outputs but lack principled mechanisms to distinguish informative from…

Machine Learning · Computer Science 2026-05-22 Zheyuan Zhang , Kaiwen Shi , Han Bao , Zehong Wang , Tianyi Ma , Yanfang Ye

Understanding which concepts models can and cannot represent has been fundamental to many tasks: from effective and responsible use of models to detecting out of distribution data. We introduce Gaussian process probes (GPP), a unified and…

Machine Learning · Computer Science 2023-11-07 Zi Wang , Alexander Ku , Jason Baldridge , Thomas L. Griffiths , Been Kim

Gaussian Processes (GPs) are widely recognized as powerful non-parametric models for regression and classification. Traditional GP frameworks predominantly operate under the assumption that the inputs are either accurately known or subject…

Systems and Control · Electrical Eng. & Systems 2025-10-14 Muzaffar Qureshi , Tochukwu Elijah Ogri , Zachary I. Bell , Wanjiku A. Makumi , Rushikesh Kamalapurkar

We propose a data-driven approach to quantify the uncertainty of models constructed by kernel methods. Our approach minimizes the needed distributional assumptions, hence, instead of working with, for example, Gaussian processes or…

Machine Learning · Computer Science 2019-08-06 Balázs Csanád Csáji , Krisztián Balázs Kis

Uncertainty quantification in inverse medical imaging tasks with deep learning has received little attention. However, deep models trained on large data sets tend to hallucinate and create artifacts in the reconstructed output that are not…

Image and Video Processing · Electrical Eng. & Systems 2020-08-21 Max-Heinrich Laves , Malte Tölle , Tobias Ortmaier

Bayesian inference is used extensively to quantify the uncertainty in an inferred field given the measurement of a related field when the two are linked by a mathematical model. Despite its many applications, Bayesian inference faces…

Machine Learning · Statistics 2020-03-31 Dhruv V. Patel , Assad A. Oberai

When the cost of misclassifying a sample is high, it is useful to have an accurate estimate of uncertainty in the prediction for that sample. There are also multiple types of uncertainty which are best estimated in different ways, for…

Machine Learning · Computer Science 2019-03-18 Richard Harang , Ethan M. Rudd

We introduce a stochastic variational inference procedure for training scalable Gaussian process (GP) models whose per-iteration complexity is independent of both the number of training points, $n$, and the number basis functions used in…

Machine Learning · Statistics 2020-06-05 Trefor W. Evans , Prasanth B. Nair

This paper concerns the study of optimal (supremum and infimum) uncertainty bounds for systems where the input (or prior) probability measure is only partially/imperfectly known (e.g., with only statistical moments and/or on a coarse…

Machine Learning · Computer Science 2023-01-02 Xingsheng Sun , Burigede Liu

We suggest a general approach to quantification of different forms of aleatoric uncertainty in regression tasks performed by artificial neural networks. It is based on the simultaneous training of two neural networks with a joint loss…

Machine Learning · Statistics 2018-09-05 Pavel Gurevich , Hannes Stuke
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