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Reliable uncertainty estimation is crucial for machine learning models, especially in safety-critical domains. While exact Bayesian inference offers a principled approach, it is often computationally infeasible for deep neural networks.…

Machine Learning · Computer Science 2025-12-18 Aslak Djupskås , Alexander Johannes Stasik , Signe Riemer-Sørensen

Traditional neural networks provide deterministic predictions without inherent uncertainty estimates. While Bayesian Neural Networks (BNNs) offer a principled approach to uncertainty quantification, their computational complexity limits…

Machine Learning · Statistics 2026-05-25 Rouaa Hoblos , Noura Dridi , Noureddine Zerhouni , Zeina Al Masry

Uncertainty quantification in a neural network is one of the most discussed topics for safety-critical applications. Though Neural Networks (NNs) have achieved state-of-the-art performance for many applications, they still provide…

Machine Learning · Computer Science 2022-05-09 Mehedi Hasan , Abbas Khosravi , Ibrahim Hossain , Ashikur Rahman , Saeid Nahavandi

The Monte Carlo dropout method has proved to be a scalable and easy-to-use approach for estimating the uncertainty of deep neural network predictions. This approach was recently applied to Fault Detection and Di-agnosis (FDD) applications…

Machine Learning · Computer Science 2019-09-11 Baihong Jin , Yingshui Tan , Yuxin Chen , Alberto Sangiovanni-Vincentelli

Among the various options to estimate uncertainty in deep neural networks, Monte-Carlo dropout is widely popular for its simplicity and effectiveness. However the quality of the uncertainty estimated through this method varies and choices…

Machine Learning · Computer Science 2021-07-14 Francesco Verdoja , Ville Kyrki

The deployment of deep neural networks in safety-critical systems necessitates reliable and efficient uncertainty quantification (UQ). A practical and widespread strategy for UQ is repurposing stochastic regularizers as scalable approximate…

Machine Learning · Computer Science 2026-04-15 Adam T. Müller , Tobias Rögelein , Nicolaj C. Stache

Estimating predictive uncertainty is crucial for many computer vision tasks, from image classification to autonomous driving systems. Hamiltonian Monte Carlo (HMC) is an sampling method for performing Bayesian inference. On the other hand,…

Machine Learning · Computer Science 2019-07-03 Diego Vergara , Sergio Hernández , Matias Valdenegro-Toro , Felipe Jorquera

Accurately predicting customer Lifetime Value (LTV) is crucial for companies to optimize their revenue strategies. Traditional deep learning models for LTV prediction are effective but typically provide only point estimates and fail to…

Machine Learning · Computer Science 2024-11-26 Xinzhe Cao , Yadong Xu , Xiaofeng Yang

Uncertainty quantification of machine learning and deep learning methods plays an important role in enhancing trust to the obtained result. In recent years, a numerous number of uncertainty quantification methods have been introduced. Monte…

Machine Learning · Computer Science 2023-02-07 Afshar Shamsi , Hamzeh Asgharnezhad , AmirReza Tajally , Saeid Nahavandi , Henry Leung

Dropout is conventionally used during the training phase as regularization method and for quantifying uncertainty in deep learning. We propose to use dropout during training as well as inference steps, and average multiple predictions to…

Image and Video Processing · Electrical Eng. & Systems 2023-11-07 Mehmet Yigit Avci , Ziyu Li , Qiuyun Fan , Susie Huang , Berkin Bilgic , Qiyuan Tian

In this report, we present qualitative analysis of Monte Carlo (MC) dropout method for measuring model uncertainty in neural network (NN) models. We first consider the sources of uncertainty in NNs, and briefly review Bayesian Neural…

Machine Learning · Statistics 2020-07-06 Ronald Seoh

Monte Carlo dropout may effectively capture model uncertainty in deep learning, where a measure of uncertainty is obtained by using multiple instances of dropout at test time. However, Monte Carlo dropout is applied across the whole network…

Signal Processing · Electrical Eng. & Systems 2020-02-03 Liangping Ma , John Kaewell

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

Among Bayesian methods, Monte-Carlo dropout provides principled tools for evaluating the epistemic uncertainty of neural networks. Its popularity recently led to seminal works that proposed activating the dropout layers only during…

Machine Learning · Computer Science 2023-02-07 Emanuele Ledda , Giorgio Fumera , Fabio Roli

As deep learning-based computer vision algorithms continue to advance the state of the art, their robustness to real-world data continues to be an issue, making it difficult to bring an algorithm from the lab to the real world.…

Computer Vision and Pattern Recognition · Computer Science 2024-09-10 Michael Smith , Frank Ferrie

Monte-Carlo (MC) Dropout provides a practical solution for estimating predictive distributions in deterministic neural networks. Traditional dropout, applied within the signal space, may fail to account for frequency-related noise common in…

Computer Vision and Pattern Recognition · Computer Science 2025-01-22 Tal Zeevi , Lawrence H. Staib , John A. Onofrey

Monte Carlo (MC) dropout is one of the state-of-the-art approaches for uncertainty estimation in neural networks (NNs). It has been interpreted as approximately performing Bayesian inference. Based on previous work on the approximation of…

Machine Learning · Computer Science 2020-07-13 Joachim Sicking , Maram Akila , Tim Wirtz , Sebastian Houben , Asja Fischer

Uncertainty approximation in text classification is an important area with applications in domain adaptation and interpretability. One of the most widely used uncertainty approximation methods is Monte Carlo (MC) Dropout, which is…

Machine Learning · Computer Science 2023-07-20 Andreas Nugaard Holm , Dustin Wright , Isabelle Augenstein

Spatially referenced datasets have become increasingly prevalent across many fields, largely driven by advances in data collection methods such as satellite remote sensing. In many applications, predictions at unobserved locations are…

Computation · Statistics 2026-05-19 Isaac Amouzou , Ben Seiyon Lee

Missing instances in time series data impose a significant challenge to deep learning models, particularly in regression tasks. In the Earth Observation field, satellite failure or cloud occlusion frequently results in missing time-steps,…

Machine Learning · Computer Science 2025-09-12 Miro Miranda , Francisco Mena , Andreas Dengel
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