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High dimensional integration is essential to many areas of science, ranging from particle physics to Bayesian inference. Approximating these integrals is hard, due in part to the difficulty of locating and sampling from regions of the…

Machine Learning · Statistics 2020-05-25 Thomas Foster , Chon Lok Lei , Martin Robinson , David Gavaghan , Ben Lambert

Determining process-structure-property linkages is one of the key objectives in material science, and uncertainty quantification plays a critical role in understanding both process-structure and structure-property linkages. In this work, we…

Computational Engineering, Finance, and Science · Computer Science 2023-01-27 Anh Tran , Tim Wildey

Most uncertainty quantification (UQ) approaches provide a single scalar value as a measure of model reliability. However, different uncertainty measures could provide complementary information on the prediction confidence. Even measures…

We analyse quantile temporal-difference learning (QTD), a distributional reinforcement learning algorithm that has proven to be a key component in several successful large-scale applications of reinforcement learning. Despite these…

Deep learning has been shown to be highly effective for automatic modulation classification (AMC), which is a pivotal technology for next-generation cognitive communications. Yet, existing deep learning methods for AMC often lack robust…

Signal Processing · Electrical Eng. & Systems 2025-12-03 Huian Yang , Rajeev Sahay

Standard supervised learning procedures are validated against a test set that is assumed to have come from the same distribution as the training data. However, in many problems, the test data may have come from a different distribution. We…

Machine Learning · Statistics 2019-08-28 Tim Coleman , Kimberly Kaufeld , Mary Frances Dorn , Lucas Mentch

We develop a predictive inference procedure that combines conformal prediction (CP) with unconditional quantile regression (QR) -- a commonly used tool in econometrics that involves regressing the recentered influence function (RIF) of the…

Machine Learning · Computer Science 2023-04-05 Ahmed M. Alaa , Zeshan Hussain , David Sontag

Quantile regression (QR) is becoming increasingly popular due to its relevance in many scientific investigations. There is a great amount of work about linear and nonlinear QR models. Specifically, nonparametric estimation of the…

Methodology · Statistics 2020-01-13 Eliana Christou

Nonparametric estimation of the conditional distribution of a response given high-dimensional features is a challenging problem. It is important to allow not only the mean but also the variance and shape of the response density to change…

Machine Learning · Statistics 2013-12-05 Francesca Petralia , Joshua Vogelstein , David B. Dunson

We develop an online method that guarantees calibration of quantile forecasts at multiple quantile levels simultaneously. In this work, a sequence of quantile forecasts is said to be calibrated provided that its $\alpha$-level predictions…

Machine Learning · Statistics 2026-02-10 Tiffany Ding , Isaac Gibbs , Ryan J. Tibshirani

Uncertainty quantification (UQ) has emerged as a promising approach for detecting hallucinations and low-quality output of Large Language Models (LLMs). However, obtaining proper uncertainty scores is complicated by the conditional…

Neural Network (NN) models provide potential to speed up the drug discovery process and reduce its failure rates. The success of NN models require uncertainty quantification (UQ) as drug discovery explores chemical space beyond the training…

Machine Learning · Computer Science 2022-11-01 Ya Ju Fan , Jonathan E. Allen , Kevin S. McLoughlin , Da Shi , Brian J. Bennion , Xiaohua Zhang , Felice C. Lightstone

It is often critical for prediction models to be robust to distributional shifts between training and testing data. From a causal perspective, the challenge is to distinguish the stable causal relationships from the unstable spurious…

Machine Learning · Computer Science 2021-01-15 Shuxi Zeng , Murat Ali Bayir , Joesph J. Pfeiffer , Denis Charles , Emre Kiciman

The hybrid neural differentiable models mark a significant advancement in the field of scientific machine learning. These models, integrating numerical representations of known physics into deep neural networks, offer enhanced predictive…

Machine Learning · Computer Science 2024-01-02 Deepak Akhare , Tengfei Luo , Jian-Xun Wang

Computational molecular modeling and visualization has seen significant progress in recent years with sev- eral molecular modeling and visualization software systems in use today. Nevertheless the molecular biology community lacks…

Computational Engineering, Finance, and Science · Computer Science 2016-05-20 Muhibur Rasheed , Nathan Clement , Abhishek Bhowmick , Chandrajit Bajaj

We propose a notion of conditional vector quantile function and a vector quantile regression. A \emph{conditional vector quantile function} (CVQF) of a random vector $Y$, taking values in $\mathbb{R}^d$ given covariates $Z=z$, taking values…

Methodology · Statistics 2015-09-29 Guillaume Carlier , Victor Chernozhukov , Alfred Galichon

In a Bayesian setting, inverse problems and uncertainty quantification (UQ) --- the propagation of uncertainty through a computational (forward) model --- are strongly connected. In the form of conditional expectation the Bayesian update…

In this work, a new non-stationary multiple point geostatistical algorithm called vector field-based simulation is proposed. The motivation behind this work is the modeling of a certain structures that exhibit directional features with…

Image and Video Processing · Electrical Eng. & Systems 2018-12-31 Viviana Lorena Vargas , Sinesio Pesco

Decision forests (Forests), in particular random forests and gradient boosting trees, have demonstrated state-of-the-art accuracy compared to other methods in many supervised learning scenarios. In particular, Forests dominate other methods…

Quantile regression (QR) is a principal regression method for analyzing the impact of covariates on outcomes. The impact is described by the conditional quantile function and its functionals. In this paper we develop the nonparametric…

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