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This paper addresses the challenge of model uncertainty in quantitative finance, where decisions in portfolio allocation, derivative pricing, and risk management rely on estimating stochastic models from limited data. In practice, the…

Computational Finance · Quantitative Finance 2025-06-10 Hans Buehler , Blanka Horvath , Yannick Limmer , Thorsten Schmidt

In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…

Applications · Statistics 2020-05-19 Omid Sedehi , Costas Papadimitriou , Lambros S. Katafygiotis

Current model quantization methods have shown their promising capability in reducing storage space and computation complexity. However, due to the diversity of quantization forms supported by different hardware, one limitation of existing…

Computer Vision and Pattern Recognition · Computer Science 2023-08-16 Ke Xu , Lei Han , Ye Tian , Shangshang Yang , Xingyi Zhang

Data-driven modeling is useful for reconstructing nonlinear dynamical systems when the underlying process is unknown or too expensive to compute. Having reliable uncertainty assessment of the forecast enables tools to be deployed to predict…

Methodology · Statistics 2023-11-01 Mengyang Gu , Yizi Lin , Victor Chang Lee , Diana Qiu

As Large Language Models (LLMs) are increasingly deployed in real-world applications, reliable uncertainty quantification (UQ) becomes critical for safe and effective use. Most existing UQ approaches for language models aim to produce a…

Computation and Language · Computer Science 2026-04-14 Maiya Goloburda , Roman Vashurin , Fedor Chernogorsky , Nurkhan Laiyk , Daniil Orel , Preslav Nakov , Maxim Panov

The changesets (or patches) that fix open source software vulnerabilities form critical datasets for various machine learning security-enhancing applications, such as automated vulnerability patching and silent fix detection. These patch…

Software Engineering · Computer Science 2025-09-23 Hui Chen , Yunhua Zhao , Kostadin Damevski

The feasibility of variational quantum algorithms, the most popular correspondent of neural networks on noisy, near-term quantum hardware, is highly impacted by the circuit depth of the involved parametrized quantum circuits (PQCs). Higher…

Machine Learning · Computer Science 2024-11-01 Philipp Schleich , Marta Skreta , Lasse B. Kristensen , Rodrigo A. Vargas-Hernández , Alán Aspuru-Guzik

Deep learning based methods for automatic organ segmentation have shown promise in aiding diagnosis and treatment planning. However, quantifying and understanding the uncertainty associated with model predictions is crucial in critical…

Image and Video Processing · Electrical Eng. & Systems 2023-08-16 Jadie Adams , Shireen Y. Elhabian

Model compression is vital to the deployment of deep learning on edge devices. Low precision representations, achieved via quantization of weights and activations, can reduce inference time and memory requirements. However, quantifying and…

Machine Learning · Computer Science 2022-10-18 Ben Zandonati , Adrian Alan Pol , Maurizio Pierini , Olya Sirkin , Tal Kopetz

The automated analysis of medical time series, such as the electrocardiogram (ECG), electroencephalogram (EEG), pulse oximetry, etc, has the potential to serve as a valuable tool for diagnostic decisions, allowing for remote monitoring of…

Uncertainty Quantification (UQ) in Language Models (LMs) is key to improving their safety and reliability. Evaluations often use metrics like AUROC to assess how well UQ methods (e.g., negative sequence probabilities) correlate with task…

Computation and Language · Computer Science 2025-08-11 Andrea Santilli , Adam Golinski , Michael Kirchhof , Federico Danieli , Arno Blaas , Miao Xiong , Luca Zappella , Sinead Williamson

We propose a new parameter-adaptive uncertainty-penalized Bayesian information criterion (UBIC) to prioritize the parsimonious partial differential equation (PDE) that sufficiently governs noisy spatial-temporal observed data with few…

Machine Learning · Computer Science 2024-01-31 Pongpisit Thanasutives , Takashi Morita , Masayuki Numao , Ken-ichi Fukui

Investigating the relation between the structure and behavior of complex biological networks often involves posing the following two questions: Is a hypothesized structure of a regulatory network consistent with the observed behavior? And…

Quantitative Methods · Quantitative Biology 2010-05-20 Grégory Batt , Michel Page , Irene Cantone , Gregor Goessler , Pedro T. Monteiro , Hidde De Jong

In this article, we develop a set-oriented numerical methodology which allows to perform uncertainty quantification (UQ) for dynamical systems from a global point of view. That is, for systems with uncertain parameters we approximate the…

Dynamical Systems · Mathematics 2018-08-29 Michael Dellnitz , Stefan Klus , Adrian Ziessler

Mathematical modeling with Ordinary Differential Equations (ODEs) has proven to be extremely successful in a variety of fields, including biology. However, these models are completely deterministic given a certain set of initial conditions.…

Machine Learning · Computer Science 2019-10-15 Hamda Ajmal , Michael Madden , Catherine Enright

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

Probabilistic graphical models are a fundamental tool in probabilistic modeling, machine learning and artificial intelligence. They allow us to integrate in a natural way expert knowledge, physical modeling, heterogeneous and correlated…

Machine Learning · Statistics 2021-07-20 Panagiota Birmpa , Jinchao Feng , Markos A. Katsoulakis , Luc Rey-Bellet

Accurate medical image segmentation is crucial for diagnosis and analysis. However, the models without calibrated uncertainty estimates might lead to errors in downstream analysis and exhibit low levels of robustness. Estimating the…

Image and Video Processing · Electrical Eng. & Systems 2021-09-16 Yanwu Yang , Xutao Guo , Yiwei Pan , Pengcheng Shi , Haiyan Lv , Ting Ma

Electronic health records (EHR) consist of longitudinal clinical observations portrayed with sparsity, irregularity, and high-dimensionality, which become major obstacles in drawing reliable downstream clinical outcomes. Although there…

Machine Learning · Computer Science 2020-11-17 Ahmad Wisnu Mulyadi , Eunji Jun , Heung-Il Suk

We analyze an ensemble-based approach for uncertainty quantification (UQ) in atomistic neural networks. This method generates an epistemic uncertainty signal without requiring changes to the underlying multi-headed regression neural network…

Chemical Physics · Physics 2025-11-21 Idan Fonea , Amir Peles , Sivan Niv , Goren Gordon , Amir Natan