相关论文: Approximate Propagation of both Epistemic and Alea…

In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…

This paper presents a unified framework for uncertainty propagation in dynamical systems involving hybrid aleatory and epistemic uncertainties. The framework accommodates precise probabilistic, imprecise probabilistic, and non-probabilistic…

Decomposing predictive uncertainty into epistemic (model ignorance) and aleatoric (data ambiguity) components is central to reliable decision making, yet most methods estimate both from the same predictive distribution. Recent empirical and…

Capturing uncertainty in models of complex dynamical systems is crucial to designing safe controllers. Stochastic noise causes aleatoric uncertainty, whereas imprecise knowledge of model parameters leads to epistemic uncertainty. Several…

Uncertainty can be classified as either aleatoric (intrinsic randomness) or epistemic (imperfect knowledge of parameters). The majority of frameworks assessing infectious disease risk consider only epistemic uncertainty. We only ever…

Quantifying model uncertainty is critical for understanding prediction reliability, yet distinguishing between aleatoric and epistemic uncertainty remains challenging. We extend recent work from classification to regression to provide a…

The paper builds upon a recent approach to find the approximate bounds of a real function using Polynomial Chaos expansions. Given a function of random variables with compact support probability distributions, the intuition is to quantify…

Epistemic Uncertainty is a measure of the lack of knowledge of a learner which diminishes with more evidence. While existing work focuses on using the variance of the Bayesian posterior due to parameter uncertainty as a measure of epistemic…

A random set is a generalisation of a random variable, i.e. a set-valued random variable. The random set theory allows a unification of other uncertainty descriptions such as interval variable, mass belief function in Dempster-Shafer theory…

Estimating and disentangling epistemic uncertainty, uncertainty that is reducible with more training data, and aleatoric uncertainty, uncertainty that is inherent to the task at hand, is critically important when applying machine learning…

Much of uncertainty quantification to date has focused on determining the effect of variables modeled probabilistically, and with a known distribution, on some physical or engineering system. We develop methods to obtain information on the…

Uncertainty representation and quantification are paramount in machine learning and constitute an important prerequisite for safety-critical applications. In this paper, we propose novel measures for the quantification of aleatoric and…

Various strategies for active learning have been proposed in the machine learning literature. In uncertainty sampling, which is among the most popular approaches, the active learner sequentially queries the label of those instances for…

The ideas of aleatoric and epistemic uncertainty are widely used to reason about the probabilistic predictions of machine-learning models. We identify incoherence in existing discussions of these ideas and suggest this stems from the…

Neural networks are ubiquitous in many tasks, but trusting their predictions is an open issue. Uncertainty quantification is required for many applications, and disentangled aleatoric and epistemic uncertainties are best. In this paper, we…

Uncertainty estimation has been extensively studied in recent literature, which can usually be classified as aleatoric uncertainty and epistemic uncertainty. In current aleatoric uncertainty estimation frameworks, it is often neglected that…

In this article we study the problem of quantifying the uncertainty in an experiment with a technical system. We propose new density estimates which combine observed data of the technical system and simulated data from an (imperfect)…

In this paper the elicitation of probabilities from human experts is considered as a measurement process, which may be disturbed by random 'measurement noise'. Using Bayesian concepts a second order probability distribution is derived…

In this paper, we consider the problem of propagating an uncertain distribution by a possibly non-linear function and quantifying the resulting uncertainty. We measure the uncertainty using the Wasserstein distance, and for a given input…

Decomposing prediction uncertainty into aleatoric (irreducible) and epistemic (reducible) components is critical for the reliable deployment of machine learning systems. While the mutual information between the response variable and model…