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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

While generative models have become increasingly prevalent across various domains, fundamental concerns regarding their reliability persist. A crucial yet understudied aspect of these models is the uncertainty quantification surrounding…

Machine Learning · Computer Science 2025-11-17 Giorgio Morales , Frederic Jurie , Jalal Fadili

If Uncertainty Quantification (UQ) is crucial to achieve trustworthy Machine Learning (ML), most UQ methods suffer from disparate and inconsistent evaluation protocols. We claim this inconsistency results from the unclear requirements the…

Machine Learning · Computer Science 2022-07-28 Victor Bouvier , Simona Maggio , Alexandre Abraham , Léo Dreyfus-Schmidt

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

Much of uncertainty quantification to date has focused on determining the effect of variables modeled probabilistically, and with a known distribution, on some physical or engineering system. We develop methods to obtain information on the…

Numerical Analysis · Mathematics 2015-03-19 Kamaljit Chowdhary , Paul Dupuis

We propose a data-driven approach to quantify the uncertainty of models constructed by kernel methods. Our approach minimizes the needed distributional assumptions, hence, instead of working with, for example, Gaussian processes or…

Machine Learning · Computer Science 2019-08-06 Balázs Csanád Csáji , Krisztián Balázs Kis

Non-conservative uncertainty bounds are key for both assessing an estimation algorithm's accuracy and in view of downstream tasks, such as its deployment in safety-critical contexts. In this paper, we derive a tight, non-asymptotic…

Machine Learning · Computer Science 2026-01-16 Amon Lahr , Johannes Köhler , Anna Scampicchio , Melanie N. Zeilinger

Risk measures, which typically evaluate the impact of extreme losses, are highly sensitive to misspecification in the tails. This paper studies a robust optimization approach to combat tail uncertainty by proposing a unifying framework to…

Optimization and Control · Mathematics 2024-12-09 Guanyu Jin , Roger J. A. Laeven , Dick den Hertog , Aharon Ben-Tal

Estimating the score, i.e., the gradient of log density function, from a set of samples generated by an unknown distribution is a fundamental task in inference and learning of probabilistic models that involve flexible yet intractable…

Machine Learning · Statistics 2020-07-01 Yuhao Zhou , Jiaxin Shi , Jun Zhu

This paper introduces a novel and scalable framework for uncertainty estimation and separation with applications in data driven modeling in science and engineering tasks where reliable uncertainty quantification is critical. Leveraging an…

Machine Learning · Computer Science 2024-12-19 Navid Ansari , Hans-Peter Seidel , Vahid Babaei

Accurate quantification of model uncertainty has long been recognized as a fundamental requirement for trusted AI. In regression tasks, uncertainty is typically quantified using prediction intervals calibrated to a specific operating point,…

Machine Learning · Computer Science 2021-06-03 Jiri Navratil , Benjamin Elder , Matthew Arnold , Soumya Ghosh , Prasanna Sattigeri

Language Models (LMs) have shown promising performance in natural language generation. However, as LMs often generate incorrect or hallucinated responses, it is crucial to correctly quantify their uncertainty in responding to given inputs.…

Computation and Language · Computer Science 2024-09-17 Xinmeng Huang , Shuo Li , Mengxin Yu , Matteo Sesia , Hamed Hassani , Insup Lee , Osbert Bastani , Edgar Dobriban

Uncertainty representation and quantification are paramount in machine learning and constitute an important prerequisite for safety-critical applications. In this paper, we propose novel measures for the quantification of aleatoric and…

Machine Learning · Computer Science 2024-04-22 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

Cognitive diagnosis models have been widely used in different areas, especially intelligent education, to measure users' proficiency levels on knowledge concepts, based on which users can get personalized instructions. As the measurement is…

Computers and Society · Computer Science 2024-03-25 Fei Wang , Qi Liu , Enhong Chen , Chuanren Liu , Zhenya Huang , Jinze Wu , Shijin Wang

This paper introduces a novel uncertainty quantification framework for regression models where the response takes values in a separable metric space, and the predictors are in a Euclidean space. The proposed algorithms can efficiently…

Statistics Theory · Mathematics 2024-05-09 Gábor Lugosi , Marcos Matabuena

Uncertainty quantification is one of the most crucial tasks to obtain trustworthy and reliable machine learning models for decision making. However, most research in this domain has only focused on problems with small label spaces and…

Machine Learning · Computer Science 2022-10-20 Jyun-Yu Jiang , Wei-Cheng Chang , Jiong Zhong , Cho-Jui Hsieh , Hsiang-Fu Yu

Neural Networks have high accuracy in solving problems where it is difficult to detect patterns or create a logical model. However, these algorithms sometimes return wrong solutions, which become problematic in high-risk domains like…

Machine Learning · Computer Science 2025-06-26 Miguel N. Font , José L. Jorro-Aragoneses , Carlos M. Alaíz

This paper presents a novel feature of the kernel-based system identification method. We prove that the regularized kernel-based approach for the estimation of a finite impulse response is equivalent to a robust least-squares problem with a…

Optimization and Control · Mathematics 2021-05-27 Mohammad Khosravi , Roy S. Smith

Among the many ways of quantifying uncertainty in a regression setting, specifying the full quantile function is attractive, as quantiles are amenable to interpretation and evaluation. A model that predicts the true conditional quantiles…

Machine Learning · Computer Science 2021-12-10 Youngseog Chung , Willie Neiswanger , Ian Char , Jeff Schneider

Uncertainty quantification plays an important role in achieving trustworthy and reliable learning-based computational imaging. Recent advances in generative modeling and Bayesian neural networks have enabled the development of…

Image and Video Processing · Electrical Eng. & Systems 2025-10-07 Canberk Ekmekci , Mujdat Cetin