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相关论文: A numerical approach for hybrid reliability analys…

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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…

数值分析 · 数学 2015-03-19 Kamaljit Chowdhary , Paul Dupuis

Exploration is a significant challenge in practical reinforcement learning (RL), and uncertainty-aware exploration that incorporates the quantification of epistemic and aleatory uncertainty has been recognized as an effective exploration…

机器学习 · 计算机科学 2024-01-08 Parvin Malekzadeh , Ming Hou , Konstantinos N. Plataniotis

Recent advancements in machine learning have emphasized the need for transparency in model predictions, particularly as interpretability diminishes when using increasingly complex architectures. In this paper, we propose leveraging…

机器学习 · 计算机科学 2025-07-18 Chenrui Zhu , Louenas Bounia , Vu Linh Nguyen , Sébastien Destercke , Arthur Hoarau

Uncertainty quantification is critical for ensuring robustness in high-stakes machine learning applications. We introduce HybridFlow, a modular hybrid architecture that unifies the modeling of aleatoric and epistemic uncertainty by…

机器学习 · 计算机科学 2025-10-16 Peter Van Katwyk , Karianne J. Bergen

The correct use and interpretation of models depends on several steps, two of which being the calibration by parameter estimation and the analysis of uncertainty. In the biological literature, these steps are seldom discussed together, but…

定量方法 · 定量生物学 2015-08-17 André Chalom , Paulo Inácio de Knegt López de Prado

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…

机器学习 · 计算机科学 2024-11-08 Matthew A. Chan , Maria J. Molina , Christopher A. Metzler

We present a novel approach to uncertainty quantification in classification tasks based on label-wise decomposition of uncertainty measures. This label-wise perspective allows uncertainty to be quantified at the individual class level,…

机器学习 · 计算机科学 2024-06-05 Yusuf Sale , Paul Hofman , Timo Löhr , Lisa Wimmer , Thomas Nagler , Eyke Hüllermeier

We study the empirical likelihood approach to construct confidence intervals for the optimal value and the optimality gap of a given solution, henceforth quantify the statistical uncertainty of sample average approximation, for optimization…

统计方法学 · 统计学 2016-10-25 Henry Lam , Enlu Zhou

Robustness of linear systems with constant coefficients is considered. There exist methods and tools for analyzing the stability of systems with random or deterministic uncertainties. At the same time, there are no approaches for the…

最优化与控制 · 数学 2020-12-08 Andrey Tremba

Quantification of the impact of uncertainty in material properties as well as the input ground motion on structural responses is an important step in implementing a performance-based earthquake engineering (PBEE) framework. Among various…

计算工程、金融与科学 · 计算机科学 2020-08-12 Mohammad Amin Hariri-Ardebili , Farhad Pourkamali-Anaraki , Siamak Sattar

This paper proposes strategies for designing a system whose computational model is subject to aleatory and epistemic uncertainty. Aleatory variables, which are caused by randomness in physical parameters, are draws from a possibly unknown…

统计方法学 · 统计学 2026-02-18 Luis G. Crespo

We address the problem of uncertainty quantification and propose measures of total, aleatoric, and epistemic uncertainty based on a known decomposition of (strictly) proper scoring rules, a specific type of loss function, into a divergence…

机器学习 · 计算机科学 2025-05-29 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

The idea to distinguish and quantify two important types of uncertainty, often referred to as aleatoric and epistemic, has received increasing attention in machine learning research in the last couple of years. In this paper, we consider…

机器学习 · 计算机科学 2021-12-13 Mohammad Hossein Shaker , Eyke Hüllermeier

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…

Based on existing ideas in the field of imprecise probabilities, we present a new approach for assessing the reliability of the individual predictions of a generative probabilistic classifier. We call this approach robustness…

机器学习 · 计算机科学 2025-04-11 Adrián Detavernier , Jasper De Bock

We consider two conceptually different approaches for assessing the reliability of the individual predictions of a classifier: Robustness Quantification (RQ) and Uncertainty Quantification (UQ). We compare both approaches on a number of…

机器学习 · 计算机科学 2025-12-18 Adrián Detavernier , Jasper De Bock

Statistical uncertainties complicate engineering design -- confounding regulated design approaches, and degrading the performance of reliability efforts. The simplest means to tackle this uncertainty is double loop simulation; a nested…

统计方法学 · 统计学 2018-11-02 Zachary del Rosario , Richard W. Fenrich , Gianluca Iaccarino

Reliability analysis is a sub-field of uncertainty quantification that assesses the probability of a system performing as intended under various uncertainties. Traditionally, this analysis relies on deterministic models, where experiments…

统计计算 · 统计学 2026-05-19 Anderson V. Pires , Maliki Moustapha , Stefano Marelli , Bruno Sudret

Uncertainty Quantification (UQ) is essential in probabilistic machine learning models, particularly for assessing the reliability of predictions. In this paper, we present a systematic framework for estimating both epistemic and aleatoric…

机器学习 · 统计学 2025-09-11 Marzieh Ajirak , Anand Ravishankar , Petar M. Djuric

A complete approach to reasoning under uncertainty requires support for incremental and interactive formulation and revision of, as well as reasoning with, models of the problem domain capable of representing our uncertainty. We present a…

人工智能 · 计算机科学 2013-04-11 Bruce D'Ambrosio
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