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Markov chain Monte Carlo (MCMC) is an established approach for uncertainty quantification and propagation in scientific applications. A key challenge in applying MCMC to scientific domains is computation: the target density of interest is…

Machine Learning · Statistics 2022-10-05 Diana Cai , Ryan P. Adams

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

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

Deep neural networks excel in perception tasks such as semantic segmentation and monocular depth estimation, making them indispensable in safety-critical applications like autonomous driving and industrial inspection. However, they often…

Computer Vision and Pattern Recognition · Computer Science 2025-01-17 Steven Landgraf , Markus Hillemann , Theodor Kapler , Markus Ulrich

The Multilevel Monte Carlo method is an efficient variance reduction technique. It uses a sequence of coarse approximations to reduce the computational cost in uncertainty quantification applications. The method is nowadays often considered…

Numerical Analysis · Mathematics 2018-06-15 Pieterjan Robbe , Dirk Nuyens , Stefan Vandewalle

Despite the popularity of Convolutional Neural Networks (CNN), the problem of uncertainty quantification (UQ) of CNN has been largely overlooked. Lack of efficient UQ tools severely limits the application of CNN in certain areas, such as…

Machine Learning · Computer Science 2026-04-15 Hongfei Du , Emre Barut , Fang Jin

In this report, we present qualitative analysis of Monte Carlo (MC) dropout method for measuring model uncertainty in neural network (NN) models. We first consider the sources of uncertainty in NNs, and briefly review Bayesian Neural…

Machine Learning · Statistics 2020-07-06 Ronald Seoh

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

Quasi-Monte Carlo (QMC) methods for estimating integrals are attractive since the resulting estimators typically converge at a faster rate than pseudo-random Monte Carlo. However, they can be difficult to set up on arbitrary posterior…

Statistics Theory · Mathematics 2018-10-03 Tobias Schwedes , Ben Calderhead

We present a comparison of methods for uncertainty quantification (UQ) in deep learning algorithms in the context of a simple physical system. Three of the most common uncertainty quantification methods - Bayesian Neural Networks (BNN),…

Machine Learning · Computer Science 2020-12-08 João Caldeira , Brian Nord

Deep learning has been successfully applied to the segmentation of 3D Computed Tomography (CT) scans. Establishing the credibility of these segmentations requires uncertainty quantification (UQ) to identify untrustworthy predictions. Recent…

Image and Video Processing · Electrical Eng. & Systems 2020-04-03 Tyler LaBonte , Carianne Martinez , Scott A. Roberts

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

Estimating the predictive uncertainty of a Bayesian learning model is critical in various decision-making problems, e.g., reinforcement learning, detecting adversarial attack, self-driving car. As the model posterior is almost always…

Machine Learning · Computer Science 2021-02-16 Yufei Cui , Wuguannan Yao , Qiao Li , Antoni B. Chan , Chun Jason Xue

Convolutional neural network (CNN) has achieved unprecedented success in image super-resolution tasks in recent years. However, the network's performance depends on the distribution of the training sets and degrades on out-of-distribution…

Computer Vision and Pattern Recognition · Computer Science 2021-05-20 Aupendu Kar , Prabir Kumar Biswas

Monte Carlo (MC) integration is the de facto method for approximating the predictive distribution of Bayesian neural networks (BNNs). But, even with many MC samples, Gaussian-based BNNs could still yield bad predictive performance due to…

Machine Learning · Computer Science 2022-10-18 Agustinus Kristiadi , Runa Eschenhagen , Philipp Hennig

Classical parameter-space Bayesian inference for Bayesian neural networks (BNNs) suffers from several unresolved prior issues, such as knowledge encoding intractability and pathological behaviours in deep networks, which can lead to…

Machine Learning · Computer Science 2024-10-11 Mengjing Wu , Junyu Xuan , Jie Lu

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

Dropout is conventionally used during the training phase as regularization method and for quantifying uncertainty in deep learning. We propose to use dropout during training as well as inference steps, and average multiple predictions to…

Image and Video Processing · Electrical Eng. & Systems 2023-11-07 Mehmet Yigit Avci , Ziyu Li , Qiuyun Fan , Susie Huang , Berkin Bilgic , Qiyuan Tian

With increasing computational demand, Neural-Network (NN) based models are being developed as pre-trained surrogates for different thermohydraulics phenomena. An area where this approach has shown promise is in developing higher-fidelity…

Fluid Dynamics · Physics 2024-12-13 Cody Grogan , Som Dutta , Mauricio Tano , Somayajulu L. N. Dhulipala , Izabela Gutowska

Missing instances in time series data impose a significant challenge to deep learning models, particularly in regression tasks. In the Earth Observation field, satellite failure or cloud occlusion frequently results in missing time-steps,…

Machine Learning · Computer Science 2025-09-12 Miro Miranda , Francisco Mena , Andreas Dengel