Related papers: On Bayesian Treatment of Systematic Uncertainties …
Unfolding is an ill-posed inverse problem in particle physics aiming to infer a true particle-level spectrum from smeared detector-level data. For computational and practical reasons, these spaces are typically discretized using histograms,…
Gaussian Process Regression (GPR) is a popular regression method, which unlike most Machine Learning techniques, provides estimates of uncertainty for its predictions. These uncertainty estimates however, are based on the assumption that…
The measurement of the efficiency of an event selection is always an important part of the analysis of experimental data. The statistical techniques which are needed to determine the efficiency and its uncertainty are reviewed. Frequentist…
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…
A Bayesian analytics framework that precisely quantifies uncertainty offers a significant advance for financial risk management. We develop an integrated approach that consistently enhances the handling of risk in market volatility…
There is available an ever-increasing variety of procedures for managing uncertainty. These methods are discussed in the literature of artificial intelligence, as well as in the literature of philosophy of science. Heretofore these methods…
Recently, sparsity-based algorithms are proposed for super-resolution spectrum estimation. However, to achieve adequately high resolution in real-world signal analysis, the dictionary atoms have to be close to each other in frequency,…
We develop and apply two calibration procedures for checking the coverage of approximate Bayesian credible sets including intervals estimated using Monte Carlo methods. The user has an ideal prior and likelihood, but generates a credible…
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,…
In this paper we propose a novel method which leverages the uncertainty measures provided by Bayesian deep networks through curriculum learning so that the uncertainty estimates are fed back to the system to resample the training data more…
Neural network potentials (NNPs) combine the computational efficiency of classical interatomic potentials with the high accuracy and flexibility of the ab initio methods used to create the training set, but can also result in unphysical…
Explicit quantification of uncertainty in engineering simulations is being increasingly used to inform robust and reliable design practices. In the aerospace industry, computationally-feasible analyses for design optimization purposes often…
An imprecise Bayesian nonparametric approach to system reliability with multiple types of components is developed. This allows modelling partial or imperfect prior knowledge on component failure distributions in a flexible way through…
Hyperparameter tuning is a challenging problem especially when the system itself involves uncertainty. Due to noisy function evaluations, optimization under uncertainty can be computationally expensive. In this paper, we present a novel…
Neural networks utilize the softmax as a building block in classification tasks, which contains an overconfidence problem and lacks an uncertainty representation ability. As a Bayesian alternative to the softmax, we consider a random…
In this work, we present a new class of models, called uncertain-input models, that allows us to treat system-identification problems in which a linear system is subject to a partially unknown input signal. To encode prior information about…
Recent advances in molecular simulations allow the evaluation of previously unattainable observables, such as rate constants for protein folding. However, these calculations are usually computationally expensive and even significant…
The measurements with the background estimation from an off-zone are widely used in astrophysics, accelerator physics and other areas. Usually, the expected number of the background events in the off-zone and in the on-zone is known with a…
In this article, we consider a stochastic numerical simulator to assess the impact of some factors on a phenomenon. The simulator is seen as a black box with inputs and outputs. The quality of a simulation, hereafter referred to as…
Conformal prediction has emerged as a cutting-edge methodology in statistics and machine learning, providing prediction intervals with finite-sample frequentist coverage guarantees. Yet, its interplay with Bayesian statistics, often…