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This paper addresses the challenge of model uncertainty in quantitative finance, where decisions in portfolio allocation, derivative pricing, and risk management rely on estimating stochastic models from limited data. In practice, the…

计算金融 · 定量金融 2025-06-10 Hans Buehler , Blanka Horvath , Yannick Limmer , Thorsten Schmidt

Uncertainty estimation for machine learning models is of high importance in many scenarios such as constructing the confidence intervals for model predictions and detection of out-of-distribution or adversarially generated points. In this…

机器学习 · 计算机科学 2022-05-06 Kirill Fedyanin , Evgenii Tsymbalov , Maxim Panov

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…

机器学习 · 统计学 2019-03-19 Kurt Cutajar , Mark Pullin , Andreas Damianou , Neil Lawrence , Javier González

A key factor for ensuring safety in Autonomous Vehicles (AVs) is to avoid any abnormal behaviors under undesirable and unpredicted circumstances. As AVs increasingly rely on Deep Neural Networks (DNNs) to perform safety-critical tasks,…

机器学习 · 计算机科学 2020-07-03 Fabio Arnez , Huascar Espinoza , Ansgar Radermacher , François Terrier

Deep learning has emerged as a promising paradigm to give access to highly accurate predictions of molecular and materials properties. A common short-coming shared by current approaches, however, is that neural networks only give point…

计算物理 · 物理学 2023-05-10 Albert Zhu , Simon Batzner , Albert Musaelian , Boris Kozinsky

Deep learning is gaining increasing popularity for spatiotemporal forecasting. However, prior works have mostly focused on point estimates without quantifying the uncertainty of the predictions. In high stakes domains, being able to…

人工智能 · 计算机科学 2021-06-15 Dongxia Wu , Liyao Gao , Xinyue Xiong , Matteo Chinazzi , Alessandro Vespignani , Yi-An Ma , Rose Yu

Uncertainty quantification (UQ) in scientific machine learning is increasingly critical as neural networks are widely adopted to tackle complex problems across diverse scientific disciplines. For physics-informed neural networks (PINNs), a…

机器学习 · 统计学 2025-10-20 Frank Shih , Zhenghao Jiang , Faming Liang

Recent advances in computing power and the potential to make more realistic assumptions due to increased flexibility have led to the increased prevalence of simulation models in economics. While models of this class, and particularly…

综合经济学 · 经济学 2019-06-12 Donovan Platt

Existing methods for estimating uncertainty in deep learning tend to require multiple forward passes, making them unsuitable for applications where computational resources are limited. To solve this, we perform probabilistic reasoning over…

This paper presents two novel approaches for uncertainty estimation adapted and extended for the multi-link bus travel time problem. The uncertainty is modeled directly as part of recurrent artificial neural networks, but using two…

机器学习 · 计算机科学 2021-04-15 Niklas Christoffer Petersen , Anders Parslov , Filipe Rodrigues

Neural networks (NNs) can achieved high performance in various fields such as computer vision, and natural language processing. However, deploying NNs in resource-constrained safety-critical systems has challenges due to uncertainty in the…

机器学习 · 计算机科学 2024-01-17 Soyed Tuhin Ahmed

Uncertainty is a key feature of any machine learning model and is particularly important in neural networks, which tend to be overconfident. This overconfidence is worrying under distribution shifts, where the model performance silently…

机器学习 · 计算机科学 2024-03-18 Arthur Thuy , Dries F. Benoit

Reliable uncertainty quantification in deep neural networks is very crucial in safety-critical applications such as automated driving for trustworthy and informed decision-making. Assessing the quality of uncertainty estimates is…

计算机视觉与模式识别 · 计算机科学 2022-12-12 Neslihan Kose , Ranganath Krishnan , Akash Dhamasia , Omesh Tickoo , Michael Paulitsch

In the context of modern environmental and societal concerns, there is an increasing demand for methods able to identify management strategies for civil engineering systems, minimizing structural failure risks while optimally planning…

Deliberation plays a crucial role in shaping outcomes by weighing diverse perspectives before reaching decisions. With recent advancements in Natural Language Processing, it has become possible to computationally model deliberation by…

计算与语言 · 计算机科学 2025-09-29 Rakesh Thakur , Harsh Chaturvedi , Ruqayya Shah , Janvi Chauhan , Ayush Sharma

Machine learning (ML) systems are increasingly deployed in high-stakes domains where reliability is paramount. This thesis investigates how uncertainty estimation can enhance the safety and trustworthiness of ML, focusing on selective…

机器学习 · 计算机科学 2025-09-09 Stephan Rabanser

Explainability and uncertainty quantification are key to trustable artificial intelligence. However, the reasoning behind uncertainty estimates is generally left unexplained. Identifying the drivers of uncertainty complements explanations…

机器学习 · 计算机科学 2025-05-13 Pascal Iversen , Simon Witzke , Katharina Baum , Bernhard Y. Renard

In machine learning, accurately predicting the probability that a specific input is correct is crucial for risk management. This process, known as uncertainty (or confidence) estimation, is particularly important in mission-critical…

机器学习 · 计算机科学 2023-01-12 Gabriella Chouraqui , Liron Cohen , Gil Einziger , Liel Leman

With the development of Natural Language Processing, Automatic question-answering system such as Waston, Siri, Alexa, has become one of the most important NLP applications. Nowadays, enterprises try to build automatic custom service…

计算与语言 · 计算机科学 2019-07-09 Hsiang-En Cherng , Chia-Hui Chang

While Deep Neural Networks (DNNs) achieve state-of-the-art accuracy in various applications, they often fall short in accurately estimating their predictive uncertainty and, in turn, fail to recognize when these predictions may be wrong.…

机器学习 · 计算机科学 2020-07-22 Ankur Mallick , Chaitanya Dwivedi , Bhavya Kailkhura , Gauri Joshi , T. Yong-Jin Han