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Confidence bounds are an essential tool for rigorously quantifying the uncertainty of predictions. They are a core component in many sequential learning and decision-making algorithms, with tighter confidence bounds giving rise to…

Machine Learning · Statistics 2024-11-12 Hamish Flynn , David Reeb

The proliferation of Deep Neural Networks has resulted in machine learning systems becoming increasingly more present in various real-world applications. Consequently, there is a growing demand for highly reliable models in many domains,…

Computer Vision and Pattern Recognition · Computer Science 2024-03-19 Pedro Conde , Rui L. Lopes , Cristiano Premebida

Accurately quantifying uncertainty in large language models (LLMs) is crucial for their reliable deployment, especially in high-stakes applications. Current state-of-the-art methods for measuring semantic uncertainty in LLMs rely on strict…

Machine Learning · Computer Science 2024-10-31 Yashvir S. Grewal , Edwin V. Bonilla , Thang D. Bui

Deep learning models for semantic segmentation are prone to poor performance in real-world applications due to the highly challenging nature of the task. Model uncertainty quantification (UQ) is one way to address this issue of lack of…

Computer Vision and Pattern Recognition · Computer Science 2022-11-04 Rishabh Singh , Jose C. Principe

Conformal prediction has received tremendous attention in recent years and has offered new solutions to problems in missing data and causal inference; yet these advances have not leveraged modern semiparametric efficiency theory for more…

Methodology · Statistics 2022-12-14 Yachong Yang , Arun Kumar Kuchibhotla , Eric Tchetgen Tchetgen

Conformal prediction is a distribution-free and model-agnostic uncertainty-quantification method that provides finite-sample prediction intervals with guaranteed coverage. In this work, for the first time, we apply conformal-prediction to…

Nuclear Theory · Physics 2026-02-02 Habib Yousefi Dezdarani , Ryan Curry , Alexandros Gezerlis

Predicting not only the target but also an accurate measure of uncertainty is important for many machine learning applications and in particular safety-critical ones. In this work we study the calibration of uncertainty prediction for…

Machine Learning · Computer Science 2020-02-04 Dan Levi , Liran Gispan , Niv Giladi , Ethan Fetaya

We address the consistency of a kernel ridge regression estimate of the conditional mean embedding (CME), which is an embedding of the conditional distribution of $Y$ given $X$ into a target reproducing kernel Hilbert space $\mathcal{H}_Y$.…

Machine Learning · Statistics 2023-12-13 Zhu Li , Dimitri Meunier , Mattes Mollenhauer , Arthur Gretton

Machine learning models can represent climate processes that are nonlocal in horizontal space, height, and time, often by combining information across these dimensions in highly nonlinear ways. While this can improve predictive skill, it…

Machine Learning · Computer Science 2026-05-14 Savannah L. Ferretti , Jerry Lin , Sara Shamekh , Jane W. Baldwin , Michael S. Pritchard , Tom Beucler

Providing non-conservative uncertainty quantification for function estimates derived from noisy observations remains a fundamental challenge in statistical machine learning, particularly for applications in safety-critical domains. In this…

Machine Learning · Computer Science 2026-05-12 Johannes Teutsch , Oleksii Molodchyk , Marion Leibold , Timm Faulwasser , Armin Lederer

Computer models play a key role in many scientific and engineering problems. One major source of uncertainty in computer model experiment is input parameter uncertainty. Computer model calibration is a formal statistical procedure to infer…

Machine Learning · Statistics 2020-09-09 Saumya Bhatnagar , Won Chang , Seonjin Kim Jiali Wang

Conformal prediction is a simple and powerful tool that can quantify uncertainty without any distributional assumptions. Many existing methods only address the average coverage guarantee, which is not ideal compared to the stronger…

Machine Learning · Statistics 2023-02-21 Xing Han , Ziyang Tang , Joydeep Ghosh , Qiang Liu

Kernel methods are a cornerstone of classical machine learning. The idea of using quantum computers to compute kernels has recently attracted attention. Quantum embedding kernels (QEKs) constructed by embedding data into the Hilbert space…

We present a novel distributionally robust framework for dynamic programming that uses kernel methods to design feedback control policies. Specifically, we leverage kernel mean embedding to map the transition probabilities governing the…

Systems and Control · Electrical Eng. & Systems 2023-12-20 Licio Romao , Ashish R. Hota , Alessandro Abate

In this article, we study nonparametric inference problems in the context of multivariate or functional time series, including testing for goodness-of-fit, the presence of a change point in the marginal distribution, and the independence of…

Methodology · Statistics 2026-01-22 Deep Ghoshal , Xiaofeng Shao

The opaque nature of transformer-based models, particularly in applications susceptible to unethical practices such as dark-patterns in user interfaces, requires models that integrate uncertainty quantification to enhance trust in…

Machine Learning · Computer Science 2024-12-09 Javier Muñoz , Álvaro Huertas-García , Carlos Martí-González , Enrique De Miguel Ambite

While recent foundation models have enabled significant breakthroughs in monocular depth estimation, a clear path towards safe and reliable deployment in the real-world remains elusive. Metric depth estimation, which involves predicting…

Computer Vision and Pattern Recognition · Computer Science 2025-01-15 Steven Landgraf , Rongjun Qin , Markus Ulrich

The discovery of causal relationships in a set of random variables is a fundamental objective of science and has also recently been argued as being an essential component towards real machine intelligence. One class of causal discovery…

Machine Learning · Statistics 2024-02-01 Tim Tse , Zhitang Chen , Shengyu Zhu , Yue Liu

Kernel-based tests provide a simple yet effective framework that use the theory of reproducing kernel Hilbert spaces to design non-parametric testing procedures. In this paper we propose new theoretical tools that can be used to study the…

Statistics Theory · Mathematics 2022-09-02 Tamara Fernández , Nicolás Rivera

General predictive models do not provide a measure of confidence in predictions without Bayesian assumptions. A way to circumvent potential restrictions is to use conformal methods for constructing non-parametric confidence regions, that…

Machine Learning · Statistics 2016-09-21 Evgeny Burnaev , Ivan Nazarov