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We present a novel approach for training deep neural networks in a Bayesian way. Classical, i.e. non-Bayesian, deep learning has two major drawbacks both originating from the fact that network parameters are considered to be deterministic.…

Machine Learning · Statistics 2019-03-11 Konstantin Posch , Jan Steinbrener , Jürgen Pilz

Machine Learning has invariantly found its way into various Credit Risk applications. Due to the intrinsic nature of Credit Risk, quantifying the uncertainty of the predicted risk metrics is essential, and applying uncertainty-aware deep…

Risk Management · Quantitative Finance 2023-12-12 Ashish Dhiman

We present a simple and effective approach for posterior uncertainty quantification in deep operator networks (DeepONets); an emerging paradigm for supervised learning in function spaces. We adopt a frequentist approach based on randomized…

Machine Learning · Computer Science 2022-08-17 Yibo Yang , Georgios Kissas , Paris Perdikaris

Deep learning-based object pose estimators are often unreliable and overconfident especially when the input image is outside the training domain, for instance, with sim2real transfer. Efficient and robust uncertainty quantification (UQ) in…

Time-series with volatility clustering pose a unique challenge to uncertainty quantification (UQ) for returns forecasts. Methods for UQ such as Deep Evidential regression offer a simple way of quantifying return forecast uncertainty without…

Statistical Finance · Quantitative Finance 2024-09-20 Steven Y. K. Wong , Jennifer S. K. Chan , Lamiae Azizi

In modern process industries, data-driven models are important tools for real-time monitoring when key performance indicators are difficult to measure directly. While accurate predictions are essential, reliable uncertainty quantification…

Machine Learning · Computer Science 2026-04-07 Yiran Ma , Jerome Le Ny , Zhichao Chen , Zhihuan Song

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…

It is critical that machine learning (ML) model predictions be trustworthy for high-throughput catalyst discovery approaches. Uncertainty quantification (UQ) methods allow estimation of the trustworthiness of an ML model, but these methods…

Machine Learning · Computer Science 2023-02-07 Cameron Gruich , Varun Madhavan , Yixin Wang , Bryan Goldsmith

Partial differential equations (PDEs) are fundamental for theoretically describing numerous physical processes that are based on some input fields in spatial configurations. Understanding the physical process, in general, requires…

Numerical Analysis · Mathematics 2020-10-16 Mahadevan Ganesh , Stuart C Hawkins , Alexandre Tartakovsky , Ramakrishna Tipireddy

We propose a rigorous framework for Uncertainty Quantification (UQ) in which the UQ objectives and the assumptions/information set are brought to the forefront. This framework, which we call \emph{Optimal Uncertainty Quantification} (OUQ),…

Probability · Mathematics 2016-05-20 Houman Owhadi , Clint Scovel , Timothy John Sullivan , Mike McKerns , Michael Ortiz

Image reconstruction methods based on deep neural networks have shown outstanding performance, equalling or exceeding the state-of-the-art results of conventional approaches, but often do not provide uncertainty information about the…

Computer Vision and Pattern Recognition · Computer Science 2020-12-01 Riccardo Barbano , Željko Kereta , Chen Zhang , Andreas Hauptmann , Simon Arridge , Bangti Jin

The accessibility of spatially distributed data, enabled by affordable sensors, field, and numerical experiments, has facilitated the development of data-driven solutions for scientific problems, including climate change, weather…

Machine Learning · Computer Science 2023-11-09 Vardhan Dongre , Gurpreet Singh Hora

Estimating uncertainty is at the core of performing scientific measurements in HEP: a measurement is not useful without an estimate of its uncertainty. The goal of uncertainty quantification (UQ) is inextricably linked to the question, "how…

High Energy Physics - Experiment · Physics 2022-11-02 Thomas Y. Chen , Biprateep Dey , Aishik Ghosh , Michael Kagan , Brian Nord , Nesar Ramachandra

Trustworthy deployment of ML models requires a proper measure of uncertainty, especially in safety-critical applications. We focus on uncertainty quantification (UQ) for classification problems via two avenues -- prediction sets using…

Machine Learning · Statistics 2021-07-08 Aleksandr Podkopaev , Aaditya Ramdas

Uncertainty quantification (UQ) in scientific machine learning is increasingly critical as neural networks are widely adopted to tackle complex problems across diverse scientific disciplines. For physics-informed neural networks (PINNs), a…

Machine Learning · Statistics 2025-10-20 Frank Shih , Zhenghao Jiang , Faming Liang

Inverse problems play a key role in modern image/signal processing methods. However, since they are generally ill-conditioned or ill-posed due to lack of observations, their solutions may have significant intrinsic uncertainty. Analysing…

Signal Processing · Electrical Eng. & Systems 2019-09-09 Xiaohao Cai , Marcelo Pereyra , Jason D. McEwen

Machine-learning models can be fooled by adversarial examples, i.e., carefully-crafted input perturbations that force models to output wrong predictions. While uncertainty quantification has been recently proposed to detect adversarial…

Computer Vision and Pattern Recognition · Computer Science 2023-09-20 Emanuele Ledda , Daniele Angioni , Giorgio Piras , Giorgio Fumera , Battista Biggio , Fabio Roli

AI Uncertainty Quantification (UQ) has the potential to improve human decision-making beyond AI predictions alone by providing additional probabilistic information to users. The majority of past research on AI and human decision-making has…

Artificial Intelligence · Computer Science 2024-02-07 Laura R. Marusich , Jonathan Z. Bakdash , Yan Zhou , Murat Kantarcioglu

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

Uncertainty Quantification (UQ) is a key discipline for computational modeling of complex systems, enhancing reliability of engineering simulations. In crashworthiness, having an accurate assessment of the behavior of the model uncertainty…

Methodology · Statistics 2021-09-17 Marc Rocas , Alberto García-González , Sergio Zlotnik , Xabier Larráyoz , Pedro Díez
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