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We measure the Out-of-domain uncertainty in the prediction of Neural Networks using a statistical notion called ``Lens Depth'' (LD) combined with Fermat Distance, which is able to capture precisely the ``depth'' of a point with respect to a…

Machine Learning · Statistics 2025-02-20 Hai-Vy Nguyen , Fabrice Gamboa , Reda Chhaibi , Sixin Zhang , Serge Gratton , Thierry Giaccone

Multimodal foundation models offer promising advancements for enhancing driving perception systems, but their high computational and financial costs pose challenges. We develop a method that leverages foundation models to refine predictions…

Computer Vision and Pattern Recognition · Computer Science 2024-10-03 Yunhao Yang , Yuxin Hu , Mao Ye , Zaiwei Zhang , Zhichao Lu , Yi Xu , Ufuk Topcu , Ben Snyder

We investigate the problem of jointly testing a pair of composite hypotheses and, depending on the test result, estimating a random parameter under distributional uncertainties. Specifically, it is assumed that the distribution of the data…

Signal Processing · Electrical Eng. & Systems 2026-04-27 Dominik Reinhard , Michael Fauß , Abdelhak M. Zoubir

We study statistical inference and distributionally robust solution methods for stochastic optimization problems, focusing on confidence intervals for optimal values and solutions that achieve exact coverage asymptotically. We develop a…

Machine Learning · Statistics 2018-07-03 John Duchi , Peter Glynn , Hongseok Namkoong

We propose a general method to carry out a valid Bayesian analysis of a finite-dimensional `targeted' parameter in the presence of a finite-dimensional nuisance parameter. We apply our methods to causal inference based on estimating…

Methodology · Statistics 2026-02-03 Magid Sabbagh , David A. Stephens

Deep Ensembles, as a type of Bayesian Neural Networks, can be used to estimate uncertainty on the prediction of multiple neural networks by collecting votes from each network and computing the difference in those predictions. In this paper,…

Machine Learning · Computer Science 2023-07-10 Illia Oleksiienko , Alexandros Iosifidis

The estimation of signal frequency count in the presence of background noise has had much discussion in the recent physics literature, and Mandelkern [1] brings the central issues to the statistical community, leading in turn to extensive…

Data Analysis, Statistics and Probability · Physics 2009-11-10 D. A. S. Fraser , N. Reid , A. C. M. Wong

Uncertainty principle plays a crucial role in quantum mechanics, because it captures the essence of the inevitable randomness associated with the outcomes of two incompatible quantum measurements. Information entropy can perfectly describe…

Quantum Physics · Physics 2021-10-25 Xi-Hao Fang , Fei Ming , Dong Wang

Multi-fidelity methods are prominently used when cheaply-obtained, but possibly biased and noisy, observations must be effectively combined with limited or expensive true data in order to construct reliable models. This arises in both…

Machine Learning · Statistics 2019-03-19 Kurt Cutajar , Mark Pullin , Andreas Damianou , Neil Lawrence , Javier González

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

A monotonic, non-kernel density variant of the density-matching technique for optimization under uncertainty is developed. The approach is suited for turbomachinery problems which, by and large, tend to exhibit monotonic variations in the…

Applications · Statistics 2016-05-25 Pranay Seshadri , Geoffrey Parks , Shahrokh Shahpar

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

We propose a principled Bayesian method for quantifying tension between correlated datasets with wide uninformative parameter priors. This is achieved by extending the Suspiciousness statistic, which is insensitive to priors. Our method…

Cosmology and Nongalactic Astrophysics · Physics 2020-07-08 Pablo Lemos , Fabian Köhlinger , Will Handley , Benjamin Joachimi , Lorne Whiteway , Ofer Lahav

In this study, we explore in depth a few under-studied topics at the intersection of uncertainty estimation and segmentation. Prior work has shown that the quality of uncertainty estimates can be very sensitive to a range of variables. As…

Computer Vision and Pattern Recognition · Computer Science 2026-05-18 Michael Smith , Frank P. Ferrie

Depth measures have gained popularity in the statistical literature for defining level sets in complex data structures like multivariate data, functional data, and graphs. Despite their versatility, integrating depth measures into…

The paper considers the problem of estimating the parameters in a continuous time regression model with a non-Gaussian noise of pulse type. The noise is specified by the Ornstein-Uhlenbeck process driven by the mixture of a Brownian motion…

Statistics Theory · Mathematics 2019-09-17 Evgeny Pchelintsev

The problem of robust hypothesis testing is studied, where under the null and the alternative hypotheses, the data-generating distributions are assumed to be in some uncertainty sets, and the goal is to design a test that performs well…

Signal Processing · Electrical Eng. & Systems 2023-08-08 Zhongchang Sun , Shaofeng Zou

The problem of incorporating information from observations received serially in time is widespread in the field of uncertainty quantification. Within a probabilistic framework, such problems can be addressed using standard filtering…

Methodology · Statistics 2024-12-02 Chatchuea Kimchaiwong , Jeremie Houssineau , Adam M. Johansen

Using and extending fractional order statistic theory, we characterize the $O(n^{-1})$ coverage probability error of the previously proposed confidence intervals for population quantiles using $L$-statistics as endpoints in Hutson (1999).…

Statistics Theory · Mathematics 2018-02-28 Matt Goldman , David M. Kaplan

In this paper, we introduce a probabilistic approach to risk assessment of robot systems by focusing on the impact of uncertainties. While various approaches to identifying systematic hazards (e.g., bugs, design flaws, etc.) can be found in…

Robotics · Computer Science 2024-10-28 Woo-Jeong Baek , Tom P. Huck , Joschka Haas , Jonas Lewandrowski , Tamim Asfour , Torsten Kröger