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The Monte Carlo dropout method has proved to be a scalable and easy-to-use approach for estimating the uncertainty of deep neural network predictions. This approach was recently applied to Fault Detection and Di-agnosis (FDD) applications…

Machine Learning · Computer Science 2019-09-11 Baihong Jin , Yingshui Tan , Yuxin Chen , Alberto Sangiovanni-Vincentelli

Knowing the uncertainty associated with the output of a deep neural network is of paramount importance in making trustworthy decisions, particularly in high-stakes fields like medical diagnosis and autonomous systems. Monte Carlo Dropout…

Computer Vision and Pattern Recognition · Computer Science 2025-05-22 Hamzeh Asgharnezhad , Afshar Shamsi , Roohallah Alizadehsani , Arash Mohammadi , Hamid Alinejad-Rokny

Neural networks are lately more and more often being used in the context of data-driven control, as an approximate model of the true system dynamics. Model Predictive Control (MPC) adopts this practise leading to neural MPC strategies. This…

Systems and Control · Electrical Eng. & Systems 2024-06-05 Spyridon Syntakas , Kostas Vlachos

Early detection of incipient faults is of vital importance to reducing maintenance costs, saving energy, and enhancing occupant comfort in buildings. Popular supervised learning models such as deep neural networks are considered promising…

Machine Learning · Computer Science 2019-02-19 Baihong Jin , Dan Li , Seshadhri Srinivasan , See-Kiong Ng , Kameshwar Poolla , Alberto~Sangiovanni-Vincentelli

Uncertainty quantification in a neural network is one of the most discussed topics for safety-critical applications. Though Neural Networks (NNs) have achieved state-of-the-art performance for many applications, they still provide…

Machine Learning · Computer Science 2022-05-09 Mehedi Hasan , Abbas Khosravi , Ibrahim Hossain , Ashikur Rahman , Saeid Nahavandi

Accurately predicting customer Lifetime Value (LTV) is crucial for companies to optimize their revenue strategies. Traditional deep learning models for LTV prediction are effective but typically provide only point estimates and fail to…

Machine Learning · Computer Science 2024-11-26 Xinzhe Cao , Yadong Xu , Xiaofeng Yang

Accurate uncertainty estimation is crucial for deploying neural networks in risk-sensitive applications such as medical diagnosis. Monte Carlo Dropout is a widely used technique for approximating predictive uncertainty by performing…

Machine Learning · Computer Science 2025-06-05 Tal Zeevi , Ravid Shwartz-Ziv , Yann LeCun , Lawrence H. Staib , John A. Onofrey

Initial development and subsequent calibration of discrete event simulation models for complex systems require accurate identification of dynamically changing process characteristics. Existing data driven change point methods (DD-CPD)…

Machine Learning · Computer Science 2024-10-30 Suleyman Yildirim , Alper Ekrem Murat , Murat Yildirim , Suzan Arslanturk

Estimating epistemic uncertainty of models used in low-latency applications and Out-Of-Distribution samples detection is a challenge due to the computationally demanding nature of uncertainty estimation techniques. Estimating model…

Machine Learning · Computer Science 2020-10-28 Akshatha Kamath , Dwaraknath Gnaneshwar , Matias Valdenegro-Toro

Model Predictive Control (MPC) is a powerful method for complex system regulation, but its reliance on an accurate model poses many limitations in real-world applications. Data-driven predictive control (DDPC) aims at overcoming this…

Systems and Control · Electrical Eng. & Systems 2025-01-08 Alessandro Chiuso , Marco Fabris , Valentina Breschi , Simone Formentin

Uncertainty estimation for machine learning models is of high importance in many scenarios such as constructing the confidence intervals for model predictions and detection of out-of-distribution or adversarially generated points. In this…

Machine Learning · Computer Science 2022-05-06 Kirill Fedyanin , Evgenii Tsymbalov , Maxim Panov

The Dynamic-Mode Decomposition (DMD) is a well established data-driven method of finding temporally evolving linear-mode decompositions of nonlinear time series. Traditionally, this method presumes that all relevant dimensions are sampled…

Dynamical Systems · Mathematics 2021-01-13 Christopher W. Curtis , Daniel Jay Alford-Lago

We propose an efficient way to output better calibrated uncertainty scores from neural networks. The Distilled Dropout Network (DDN) makes standard (non-Bayesian) neural networks more introspective by adding a new training loss which…

Computer Vision and Pattern Recognition · Computer Science 2018-09-28 Corina Gurau , Alex Bewley , Ingmar Posner

Uncertainty quantification of machine learning and deep learning methods plays an important role in enhancing trust to the obtained result. In recent years, a numerous number of uncertainty quantification methods have been introduced. Monte…

Machine Learning · Computer Science 2023-02-07 Afshar Shamsi , Hamzeh Asgharnezhad , AmirReza Tajally , Saeid Nahavandi , Henry Leung

Computational color constancy is a preprocessing step used in many camera systems. The main aim is to discount the effect of the illumination on the colors in the scene and restore the original colors of the objects. Recently, several deep…

Computer Vision and Pattern Recognition · Computer Science 2020-07-21 Firas Laakom , Jenni Raitoharju , Alexandros Iosifidis , Jarno Nikkanen , Moncef Gabbouj

Estimating predictive uncertainty is crucial for many computer vision tasks, from image classification to autonomous driving systems. Hamiltonian Monte Carlo (HMC) is an sampling method for performing Bayesian inference. On the other hand,…

Machine Learning · Computer Science 2019-07-03 Diego Vergara , Sergio Hernández , Matias Valdenegro-Toro , Felipe Jorquera

Reliable uncertainty estimation is crucial for machine learning models, especially in safety-critical domains. While exact Bayesian inference offers a principled approach, it is often computationally infeasible for deep neural networks.…

Machine Learning · Computer Science 2025-12-18 Aslak Djupskås , Alexander Johannes Stasik , Signe Riemer-Sørensen

Deep neural networks (DNNs) have become integral to a wide range of scientific and practical applications due to their flexibility and strong predictive performance. Despite their accuracy, however, DNNs frequently exhibit poor calibration,…

Machine Learning · Computer Science 2026-03-12 Sanne Ruijs , Alina Kosiakova , Farrukh Javed

Traditional neural networks provide deterministic predictions without inherent uncertainty estimates. While Bayesian Neural Networks (BNNs) offer a principled approach to uncertainty quantification, their computational complexity limits…

Machine Learning · Statistics 2026-05-25 Rouaa Hoblos , Noura Dridi , Noureddine Zerhouni , Zeina Al Masry

Dynamic mode decomposition (DMD) is a versatile approach that enables the construction of low-order models from data. Controller design tasks based on such models require estimates and guarantees on predictive accuracy. In this work, we…

Systems and Control · Electrical Eng. & Systems 2020-03-24 Qiugang Lu , Sungho Shin , Victor M. Zavala
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