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We propose a new approach for propagating stable probability distributions through neural networks. Our method is based on local linearization, which we show to be an optimal approximation in terms of total variation distance for the ReLU…

Machine Learning · Computer Science 2024-02-14 Felix Petersen , Aashwin Mishra , Hilde Kuehne , Christian Borgelt , Oliver Deussen , Mikhail Yurochkin

Uncertainty propagation in nonlinear dynamic systems remains an outstanding problem in scientific computing and control. Numerous approaches have been developed, but are limited in their capability to tackle problems with more than a few…

Dynamical Systems · Mathematics 2019-11-22 Tenavi Nakamura-Zimmerer , Daniele Venturi , Qi Gong , Wei Kang

We review various methods used to estimate uncertainties in quantum correlation functions, such as parton distribution functions (PDFs). Using a toy model of a PDF, we compare the uncertainty estimates yielded by the traditional Hessian and…

High Energy Physics - Phenomenology · Physics 2022-08-17 N. T. Hunt-Smith , A. Accardi , W. Melnitchouk , N. Sato , A. W. Thomas , M. J. White

Uncertainty quantification of neural networks is critical to measuring the reliability and robustness of deep learning systems. However, this often involves costly or inaccurate sampling methods and approximations. This paper presents a…

Machine Learning · Computer Science 2024-03-26 Oren Wright , Yorie Nakahira , José M. F. Moura

In this technical report we study the problem of propagation of uncertainty (in terms of variances of given uni-variate normal random variables) through typical building blocks of a Convolutional Neural Network (CNN). These include layers…

Machine Learning · Computer Science 2021-02-12 Christos Tzelepis , Ioannis Patras

Predictive uncertainty estimation remains a challenging problem precluding the use of deep neural networks as subsystems within safety-critical applications. Aleatoric uncertainty is a component of predictive uncertainty that cannot be…

Machine Learning · Computer Science 2023-12-12 Angel Daruna , Yunye Gong , Abhinav Rajvanshi , Han-Pang Chiu , Yi Yao

We give analytical results for propagation of uncertainty through trained multi-layer perceptrons (MLPs) with a single hidden layer and ReLU activation functions. More precisely, we give expressions for the mean and variance of the output…

Machine Learning · Computer Science 2026-01-26 Andrew Thompson , Miles McCrory

We propose a feed-forward inference method applicable to belief and neural networks. In a belief network, the method estimates an approximate factorized posterior of all hidden units given the input. In neural networks the method propagates…

Machine Learning · Statistics 2018-11-02 Alexander Shekhovtsov , Boris Flach , Michal Busta

A novel method to propagate uncertainty through the soft-thresholding nonlinearity is proposed in this paper. At every layer the current distribution of the target vector is represented as a spike and slab distribution, which represents the…

Machine Learning · Statistics 2018-12-03 Danil Kuzin , Olga Isupova , Lyudmila Mihaylova

Motivated by the problem of computer-aided detection (CAD) of pulmonary nodules, we introduce methods to propagate and fuse uncertainty information in a multi-stage Bayesian convolutional neural network (CNN) architecture. The question we…

Computer Vision and Pattern Recognition · Computer Science 2018-02-15 Onur Ozdemir , Benjamin Woodward , Andrew A. Berlin

Modelling uncertainty in Machine Learning models is essential for achieving safe and reliable predictions. Most research on uncertainty focuses on output uncertainty (predictions), but minimal attention is paid to uncertainty at inputs. We…

Machine Learning · Computer Science 2024-06-28 Matias Valdenegro-Toro , Ivo Pascal de Jong , Marco Zullich

We critically assess the robustness of uncertainties on parton distribution functions (PDFs) determined using neural networks from global sets of experimental data collected from multiple experiments. We view the determination of PDFs as an…

High Energy Physics - Phenomenology · Physics 2025-03-25 Andrea Barontini , Mark N. Costantini , Giovanni De Crescenzo , Stefano Forte , Maria Ubiali

While Bayesian neural networks (BNNs) hold the promise of being flexible, well-calibrated statistical models, inference often requires approximations whose consequences are poorly understood. We study the quality of common variational…

Machine Learning · Statistics 2020-10-26 Andrew Y. K. Foong , David R. Burt , Yingzhen Li , Richard E. Turner

Verifying the input-output relationships of a neural network so as to achieve some desired performance specification is a difficult, yet important, problem due to the growing ubiquity of neural nets in many engineering applications. We use…

Machine Learning · Computer Science 2022-12-06 Joshua Pilipovsky , Vignesh Sivaramakrishnan , Meeko M. K. Oishi , Panagiotis Tsiotras

This paper presents a novel framework for understanding trained ReLU networks as random, affine functions, where the randomness is induced by the distribution over the inputs. By characterizing the probability distribution of the network's…

Machine Learning · Computer Science 2025-03-31 Shreyas Chaudhari , José M. F. Moura

Uncertainty estimation, which provides a means of building explainable neural networks for medical imaging applications, have mostly been studied for single deep learning models that focus on a specific task. In this paper, we propose a…

Computer Vision and Pattern Recognition · Computer Science 2023-10-02 Leonhard F. Feiner , Martin J. Menten , Kerstin Hammernik , Paul Hager , Wenqi Huang , Daniel Rueckert , Rickmer F. Braren , Georgios Kaissis

Quantifying predictive uncertainty of neural networks has recently attracted increasing attention. In this work, we focus on measuring uncertainty of graph neural networks (GNNs) for the task of node classification. Most existing GNNs model…

Machine Learning · Computer Science 2023-04-04 Zhao Xu , Carolin Lawrence , Ammar Shaker , Raman Siarheyeu

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

A multifidelity method for the nonlinear propagation of uncertainties in the presence of stochastic accelerations is presented. The proposed algorithm treats the uncertainty propagation (UP) problem by separating the propagation of the…

Numerical Analysis · Mathematics 2025-08-19 Alberto Fossà , Roberto Armellin , Emmanuel Delande , Francesco Sanfedino

We investigate the Monte Carlo approach to propagation of experimental uncertainties within the context of the established "MSTW 2008" global analysis of parton distribution functions (PDFs) of the proton at next-to-leading order in the…

High Energy Physics - Phenomenology · Physics 2012-08-13 G. Watt , R. S. Thorne
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