相关论文: Bayesian, frequentist, and information geometric a…
We introduce a framework for uncertainty estimation that both describes and extends many existing methods. We consider typical hyperparameters involved in classical training as random variables and marginalise them out to capture various…
When random effects are correlated with sample design variables, the usual approach of employing individual survey weights (constructed to be inversely proportional to the unit survey inclusion probabilities) to form a pseudo-likelihood no…
Uncertainty quantification plays an important role in achieving trustworthy and reliable learning-based computational imaging. Recent advances in generative modeling and Bayesian neural networks have enabled the development of…
While particle trajectories encode information on their governing potentials, potentials can be challenging to robustly extract from trajectories. Measurement errors may corrupt a particle's position, and sparse sampling of the potential…
Motivation: Recent work has demonstrated the feasibility of using non-numerical, qualitative data to parameterize mathematical models. However, uncertainty quantification (UQ) of such parameterized models has remained challenging because of…
Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using…
The overall predictive uncertainty of a trained predictor can be decomposed into separate contributions due to epistemic and aleatoric uncertainty. Under a Bayesian formulation, assuming a well-specified model, the two contributions can be…
Uncertainty estimations for machine learning interatomic potentials (MLIPs) are crucial for quantifying model error and identifying informative training samples in active learning strategies. In this study, we evaluate uncertainty…
Advances in architectural design, data availability, and compute have driven remarkable progress in semantic segmentation. Yet, these models often rely on relaxed Bayesian assumptions, omitting critical uncertainty information needed for…
Due to their great flexibility, nonparametric Bayes methods have proven to be a valuable tool for discovering complicated patterns in data. The term "nonparametric Bayes" suggests that these methods inherit model-free operating…
Uncertainty quantification is essential when dealing with ill-conditioned inverse problems due to the inherent nonuniqueness of the solution. Bayesian approaches allow us to determine how likely an estimation of the unknown parameters is…
This monograph presents a unified treatment of single- and multi-user problems in Shannon's information theory where we depart from the requirement that the error probability decays asymptotically in the blocklength. Instead, the error…
Invariant prediction [Peters et al., 2016] analyzes feature/outcome data from multiple environments to identify invariant features - those with a stable predictive relationship to the outcome. Such features support generalization to new…
We propose a unified information-geometric framework that formalizes understanding in learning as a trade-off between informativeness and geometric simplicity. An encoder phi is evaluated by U(phi) = I(phi(X); Y) - beta * C(phi), where…
Due to their intuitive appeal, Bayesian methods of modeling and uncertainty quantification have become popular in modern machine and deep learning. When providing a prior distribution over the parameter space, it is straightforward to…
Extraction of structure, in particular of group symmetries, is increasingly crucial to understanding and building intelligent models. In particular, some information-theoretic models of parsimonious learning have been argued to induce…
Uncertainty quantification is a critical missing component in radio interferometric imaging that will only become increasingly important as the big-data era of radio interferometry emerges. Statistical sampling approaches to perform…
Representing and quantifying uncertainty in physical parameterisations is a central challenge in weather and climate modelling, and approaches are often developed separately for different timescales. Here, we introduce a unified framework…
In statistical inference, uncertainty is unknown and all models are wrong. That is to say, a person who makes a statistical model and a prior distribution is simultaneously aware that both are fictional candidates. To study such cases,…
No--arbitrage property provides a simple method for pricing financial derivatives. However, arbitrage opportunities exist among different markets in various fields, even for a very short time. By knowing that an arbitrage property exists,…