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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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3773110146 · Jun 202019922001200920172026
← all fields·14 papers on uncertainty quantification in Statistical ML · 1 month

The semantic map calibrates uncertainty from language model probabilities.

problem Uncertainty in language model probabilities for professional decisions.
method Prespecified semantic map linking probabilities of verbal responses to probabilities of declared states.
result Language-derived probabilities outperform printed numerical probabilities and recover valid uncertainty coverage.

Extends GP regression to complex Helmholtz problems, improving wavefield inference in brain elastography.

problem Infer complex Helmholtz wavefields from sparse, noisy data.
method Operator-informed Gaussian processes, realifying complex operator into real blocks, using PDE residuals and boundary traces.
result Competitive with finite-difference and neural-network methods, reconstructs brain shear curl field with high correlation.

TSCoNet forecasts correlated geophysical fields with uncertainty estimates.

problem Accurate and reliable forecasts of correlated geophysical fields across many locations.
method Two-stage CNN-LSTM coupled with Gaussian copula.
result Calibrated prediction intervals without sacrificing point accuracy.

New method predicts spatial events like hurricanes and earthquakes with uncertainty.

problem Quantifying uncertainty in natural hazard predictions.
method Representing spatial point clouds as empirical measures, constraining prediction sets to spatial data manifold, using Wasserstein distance.
result Achieves near-nominal coverage and lower energy/manifold distances compared to baselines.

Integrates neural encoders into GLMMs for multimodal data analysis.

problem Scalable Bayesian inference for GLMMs assumes low-dimensional tabular predictors and does not handle high-dimensional modalities.
method Jointly learns modality-specific neural encoders with GLMM objective, performs variance-corrected stochastic-gradient MCMC.
result Preserves interpretable fixed and random effects while scaling to large longitudinal datasets.

Paper accelerates conformal prediction by using approximate leave-one-out estimators.

problem Limited computational cost for conformal prediction.
method Incorporates approximate leave-one-out estimators to accelerate conformal prediction.
result ALO-based methods achieve comparable coverage and efficiency to exact methods but with significantly reduced runtime.

STOIC improves energy demand forecasting with reliable uncertainty estimates.

problem Accurate point forecasts alone are insufficient for energy systems; reliable uncertainty estimates are needed.
method Integrates graph-based forecasting with tabular foundation models for zero-shot calibration of spatial-temporal residuals.
result STOIC delivers more reliable and robust uncertainty estimates for complex graph-structured energy time series.

Optimizes data splitting for shorter conformal prediction intervals.

problem Minimizing prediction interval length while maintaining coverage.
method Theoretical framework for optimal data splitting in split conformal prediction.
result Analytical characterizations of length-optimal split ratios in various settings.

Sparse Gaussian process quantile regression tackles computational challenges in Bayesian quantile regression.

problem Nonconjugacy and computational cost in Gaussian process quantile regression.
method Sparse Gaussian process framework with Laplace approximation, adaptive inducing-input placement, and sequential data acquisition.
result Accuracy of Laplace approximation and effectiveness of adaptive mechanisms in reducing predictive uncertainty.

Bayesian framework predicts aerodynamic uncertainty from sparse measurements.

problem Calibrating aerodynamic models with sparse and uncertain measurements.
method Bayesian latent Gaussian process for surrogate model calibration.
result Calibrated surrogate model accurately predicts aerodynamic uncertainty.

Ribbon: Scalable Approximation and Robust Uncertainty Quantification

problem Reliably quantifying predictive uncertainty for complex models
method Ribbon, a scalable approximation to Dirichlet-reweighted bootstrap uncertainty
result Asymptotically equivalent to a flat-prior Laplace approximation under correct likelihood specification, recovers robust sandwich covariance under misspecification