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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

In this paper, we propose a novel approach for data-driven decision-making under uncertainty in the presence of contextual information. Given a finite collection of observations of the uncertain parameters and potential explanatory…

Optimization and Control · Mathematics 2021-09-20 Miguel Angel Muñoz , Salvador Pineda , Juan Miguel Morales

The basic reproduction number, $R_0$, is a well-known quantifier of epidemic spread. However, a class of existing methods for estimating $R_0$ from incidence data early in the epidemic can lead to an over-estimation of this quantity. In…

Populations and Evolution · Quantitative Biology 2024-03-27 Wajid Ali , Christopher E. Overton , Robert R. Wilkinson , Kieran J. Sharkey

The uncertainty measurement of classifiers' predictions is especially important in applications such as medical diagnoses that need to ensure limited human resources can focus on the most uncertain predictions returned by machine learning…

Machine Learning · Computer Science 2019-07-18 Xuchao Zhang , Fanglan Chen , Chang-Tien Lu , Naren Ramakrishnan

A fundamental question in data-driven decision making is how to quantify the uncertainty of predictions in ways that can usefully inform downstream action. This interface between prediction uncertainty and decision-making is especially…

Machine Learning · Computer Science 2025-02-05 Shayan Kiyani , George Pappas , Aaron Roth , Hamed Hassani

There are various measures of predictive uncertainty in the literature, but their relationships to each other remain unclear. This paper uses a decomposition of statistical pointwise risk into components, associated with different sources…

Machine Learning · Statistics 2025-02-18 Nikita Kotelevskii , Vladimir Kondratyev , Martin Takáč , Éric Moulines , Maxim Panov

Quantifying aleatoric uncertainty in medical image segmentation is critical since it is a reflection of the natural variability observed among expert annotators. A conventional approach is to model the segmentation distribution using the…

Computer Vision and Pattern Recognition · Computer Science 2026-04-08 Phi Van Nguyen , Ngoc Huynh Trinh , Duy Minh Lam Nguyen , Phu Loc Nguyen , Quoc Long Tran

Predictions of uncertainty-aware models are diverse, ranging from single point estimates (often averaged over prediction samples) to predictive distributions, to set-valued or credal-set representations. We propose a novel unified…

Machine Learning · Computer Science 2025-02-18 Shireen Kudukkil Manchingal , Muhammad Mubashar , Kaizheng Wang , Fabio Cuzzolin

We propose a framework for the assessment of uncertainty quantification in deep regression. The framework is based on regression problems where the regression function is a linear combination of nonlinear functions. Basically, any level of…

Machine Learning · Computer Science 2021-09-21 Franko Schmähling , Jörg Martin , Clemens Elster

Effective quantification of uncertainty is an essential and still missing step towards a greater adoption of deep-learning approaches in different applications, including mission-critical ones. In particular, investigations on the…

Machine Learning · Computer Science 2023-04-14 Marco Forgione , Dario Piga

We present batching as an omnibus device for uncertainty quantification using simulation output. We consider the classical context of a simulationist performing uncertainty quantification on an estimator $\theta_n$ (of an unknown fixed…

Methodology · Statistics 2024-08-27 Yongseok Jeon , Yi Chu , Raghu Pasupathy , Sara Shashaani

Many important computer vision applications are naturally formulated as regression problems. Within medical imaging, accurate regression models have the potential to automate various tasks, helping to lower costs and improve patient…

Machine Learning · Computer Science 2023-11-08 Fredrik K. Gustafsson , Martin Danelljan , Thomas B. Schön

The vast majority of stochastic simulation models are imperfect in that they fail to exactly emulate real system dynamics. The inexactness of the simulation model, or model discrepancy, can impact the predictive accuracy and usefulness of…

Methodology · Statistics 2017-07-21 Matthew Plumlee , Henry Lam

Uncertainty quantification (UQ) is crucial in machine learning, yet most (axiomatic) studies of uncertainty measures focus on classification, leaving a gap in regression settings with limited formal justification and evaluations. In this…

Machine Learning · Computer Science 2025-05-19 Christopher Bülte , Yusuf Sale , Timo Löhr , Paul Hofman , Gitta Kutyniok , Eyke Hüllermeier

The use of deep learning for medical imaging has seen tremendous growth in the research community. One reason for the slow uptake of these systems in the clinical setting is that they are complex, opaque and tend to fail silently. Outside…

Computer Vision and Pattern Recognition · Computer Science 2018-07-03 Terrance DeVries , Graham W. Taylor

Uncertainty quantification is crucial for building reliable and trustable machine learning systems. We propose to estimate uncertainty in recurrent neural networks (RNNs) via stochastic discrete state transitions over recurrent timesteps.…

Machine Learning · Computer Science 2020-11-25 Cheng Wang , Carolin Lawrence , Mathias Niepert

We present a critical survey on the consistency of uncertainty quantification used in deep learning and highlight partial uncertainty coverage and many inconsistencies. We then provide a comprehensive and statistically consistent framework…

Machine Learning · Computer Science 2026-01-14 Peter Jan van Leeuwen , J. Christine Chiu , C. Kevin Yang

In this study, we explore in depth a few under-studied topics at the intersection of uncertainty estimation and segmentation. Prior work has shown that the quality of uncertainty estimates can be very sensitive to a range of variables. As…

Computer Vision and Pattern Recognition · Computer Science 2026-05-18 Michael Smith , Frank P. Ferrie

Data following an interval structure are increasingly prevalent in many scientific applications. In medicine, clinical events are often monitored between two clinical visits, making the exact time of the event unknown and generating…

Methodology · Statistics 2025-04-01 Carlos García Meixide , Michael R. Kosorok , Marcos Matabuena

Assessing and managing the impact of large-scale epidemics considering only the individual risk and severity of the disease is exceedingly difficult and could be extremely expensive. Economic consequences, infrastructure and service…

Physics and Society · Physics 2019-12-11 Emanuele Massaro , Alexander Ganin , Nicola Perra , Igor Linkov , Alessandro Vespignani
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