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There are two major types of uncertainty one can model. Aleatoric uncertainty captures noise inherent in the observations. On the other hand, epistemic uncertainty accounts for uncertainty in the model -- uncertainty which can be explained…

Computer Vision and Pattern Recognition · Computer Science 2017-10-06 Alex Kendall , Yarin Gal

We develop a generative model-based approach to Bayesian inverse problems, such as image reconstruction from noisy and incomplete images. Our framework addresses two common challenges of Bayesian reconstructions: 1) It makes use of complex,…

Machine Learning · Statistics 2019-10-24 Vanessa Böhm , François Lanusse , Uroš Seljak

Diffusion models have recently driven significant breakthroughs in generative modeling. While state-of-the-art models produce high-quality samples on average, individual samples can still be low quality. Detecting such samples without human…

Machine Learning · Computer Science 2025-06-13 Metod Jazbec , Eliot Wong-Toi , Guoxuan Xia , Dan Zhang , Eric Nalisnick , Stephan Mandt

Bayesian probabilistic numerical methods are a set of tools providing posterior distributions on the output of numerical methods. The use of these methods is usually motivated by the fact that they can represent our uncertainty due to…

Computation · Statistics 2018-08-01 Xiaoyue Xi , François-Xavier Briol , Mark Girolami

We present a Bayesian perspective on quantifying the uncertainty of graph signals estimated or reconstructed from imperfect observations. We show that many conventional methods of graph signal estimation, reconstruction and imputation, can…

Signal Processing · Electrical Eng. & Systems 2025-05-22 Lennard Rompelberg , Michael T. Schaub

It is desirable to have accurate uncertainty estimation from a single deterministic forward-pass model, as traditional methods for uncertainty quantification are computationally expensive. However, this is difficult because single…

Machine Learning · Computer Science 2023-08-22 Frederik Boe Hüttel , Filipe Rodrigues , Francisco Câmara Pereira

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

Uncertainty quantification for deep learning is a challenging open problem. Bayesian statistics offer a mathematically grounded framework to reason about uncertainties; however, approximate posteriors for modern neural networks still…

Machine Learning · Statistics 2020-01-23 Nicolas Brosse , Carlos Riquelme , Alice Martin , Sylvain Gelly , Éric Moulines

Bayesian clustering methods have the widely touted advantage of providing a probabilistic characterization of uncertainty in clustering through the posterior distribution. An amazing variety of priors and likelihoods have been proposed for…

Methodology · Statistics 2025-11-21 Garritt L. Page , Andrés F. Barrientos , David B. Dahl , David B. Dunson

Predicting bioactivity and physical properties of small molecules is a central challenge in drug discovery. Deep learning is becoming the method of choice but studies to date focus on mean accuracy as the main metric. However, to replace…

Machine Learning · Computer Science 2019-07-26 Yao Zhang , Alpha A. Lee

We show that training a deep network using batch normalization is equivalent to approximate inference in Bayesian models. We further demonstrate that this finding allows us to make meaningful estimates of the model uncertainty using…

Machine Learning · Statistics 2018-07-17 Mattias Teye , Hossein Azizpour , Kevin Smith

Bayesian inference provides a rigorous methodology for estimation and uncertainty quantification of parameters in geophysical forward models. Badlands (basin and landscape dynamics model) is a landscape evolution model that simulates…

Learning unbiased models on imbalanced datasets is a significant challenge. Rare classes tend to get a concentrated representation in the classification space which hampers the generalization of learned boundaries to new test examples. In…

Computer Vision and Pattern Recognition · Computer Science 2019-04-11 Salman Khan , Munawar Hayat , Waqas Zamir , Jianbing Shen , Ling Shao

The Euclidean scattering transform was introduced nearly a decade ago to improve the mathematical understanding of the success of convolutional neural networks (ConvNets) in image data analysis and other tasks. Inspired by recent interest…

Machine Learning · Statistics 2019-06-06 Michael Perlmutter , Guy Wolf , Matthew Hirn

We present a Newton-like method to solve inverse problems and to quantify parameter uncertainties. We apply the method to parameter reconstruction in optical scatterometry, where we take into account a priori information and measurement…

Computational Physics · Physics 2017-07-27 M. Hammerschmidt , M. Weiser , X. Garcia Santiago , L. Zschiedrich , B. Bodermann , S. Burger

Bayesian neural networks (BNNs) augment deep networks with uncertainty quantification by Bayesian treatment of the network weights. However, such models face the challenge of Bayesian inference in a high-dimensional and usually…

Machine Learning · Computer Science 2021-03-30 Zhijie Deng , Yucen Luo , Jun Zhu , Bo Zhang

Bayesian inference is used extensively to quantify the uncertainty in an inferred field given the measurement of a related field when the two are linked by a mathematical model. Despite its many applications, Bayesian inference faces…

Machine Learning · Statistics 2020-03-31 Dhruv V. Patel , Assad A. Oberai

While deep neural networks have become the go-to approach in computer vision, the vast majority of these models fail to properly capture the uncertainty inherent in their predictions. Estimating this predictive uncertainty can be crucial,…

Machine Learning · Computer Science 2020-04-08 Fredrik K. Gustafsson , Martin Danelljan , Thomas B. Schön

Bayesian inference promises a framework for principled uncertainty quantification of neural network predictions. Barriers to adoption include the difficulty of fully characterizing posterior distributions on network parameters and the…

Machine Learning · Statistics 2025-01-22 Katharine Fisher , Youssef Marzouk

Deep neural networks (NNs) are powerful black box predictors that have recently achieved impressive performance on a wide spectrum of tasks. Quantifying predictive uncertainty in NNs is a challenging and yet unsolved problem. Bayesian NNs,…

Machine Learning · Statistics 2017-11-07 Balaji Lakshminarayanan , Alexander Pritzel , Charles Blundell