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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.

168,695 papers · 148 categories

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19385675 · Jun 202019922001200920172026
48 results for Monte Carlo dropout

Develops a multilevel Monte Carlo framework with dropout for efficient uncertainty quantification.

problem Efficiently quantify uncertainty in complex models using dropout.
method Integrates multilevel Monte Carlo with Monte Carlo dropout, creating coupled estimators to reduce variance.
result Demonstrates significant variance reduction and efficiency gains over single-level Monte Carlo dropout.

Bayesian inference using stochastic neural networks ensembles.

problem Approximating Bayesian posterior distributions.
method Formulate stochastic ensembles of neural networks, train with variational inference, and evaluate using Monte Carlo dropout.
result Stochastic ensembles provide more accurate posterior estimates than other methods.

Develops a neural surrogate for proton dose calculation using Monte Carlo dropout uncertainty.

problem Computational demand in proton therapy workflows requiring repeated evaluations.
method Integrates Monte Carlo dropout into a neural network surrogate for fast, differentiable dose predictions and uncertainty quantification.
result Shows significant speedups over MC while retaining uncertainty information.

Enhances uncertainty estimation in medical image segmentation.

problem Frequency-related noise in medical imaging leads to biased uncertainty estimates.
method Extends MC-Dropout to the frequency domain for better uncertainty estimation.
result MC-Frequency Dropout improves calibration and uncertainty in semantic segmentation.

Enhances uncertainty estimation in neural networks using Dirichlet-based MC Dropout.

problem Deterministic predictions without uncertainty estimates in neural networks.
method Integrates Dirichlet-based framework within Monte Carlo Dropout.
result Improves quality of uncertainty estimates in deep learning models.

Study on MC dropout in wide neural networks and its convergence to Gaussian processes.

problem Understanding the behavior of Monte Carlo dropout in wide neural networks.
method Rigorously studied the limiting distribution of wide untrained NNs under dropout, proving convergence to Gaussian processes. Investigated correlations and non-Gaussian behavior in finite width NNs.
result Wide untrained neural networks under dropout converge to Gaussian processes for fixed sets of weights and biases.

Rate-In dynamically adjusts dropout rates during inference to improve uncertainty estimation in neural networks.

problem Static dropout rates lead to suboptimal uncertainty estimates in neural networks.
method Rate-In dynamically adjusts dropout rates using information-theoretic principles.
result Rate-In improves calibration and sharpens uncertainty estimates compared to fixed or heuristic dropout rates.

MC-CP combines adaptive MC dropout with conformal prediction for robust uncertainty quantification.

problem Deploying deep learning models in safety-critical applications requires reliable confidence estimates.
method MC-CP integrates adaptive Monte Carlo dropout with conformal prediction to improve model performance.
result MC-CP significantly outperforms state-of-the-art UQ methods in both classification and regression tasks.

Continuum Dropout improves neural differential equations by preventing overfitting.

problem Overfitting in Neural Differential Equations (NDEs).
method Introduces Continuum Dropout, a regularization technique based on alternating renewal processes.
result Continuum Dropout outperforms existing methods in various tasks, improving generalization and uncertainty quantification.

Adversarial examples are considered a serious issue for safety critical applications of AI, such as finance, autonomous vehicle control and medicinal applications. Though significant work has resulted in increased robustness of systems to these attacks, systems are still vulnerable to well-crafted attacks. To address t…

2018-12-06abs ↗pdf ↗

MCU-Net combines U-Net and Monte Carlo Dropout for uncertainty in medical image segmentation.

problem Lack of uncertainty representation in deep learning methods for patient-centered healthcare decisions.
method MCU-Net framework using U-Net and Monte Carlo Dropout with four uncertainty metrics.
result MCU-Net maximizes automated performance and refers truly uncertain cases.

Select-DC reduces GFLOPS for uncertainty estimation in neural networks.

problem Computational inefficiency in estimating model uncertainty for low-latency applications.
method Select-DC uses a subset of layers to model epistemic uncertainty with MCDC, reducing GFLOPS.
result Significant reduction in GFLOPS required for uncertainty estimation with marginal performance loss.

A fast method for neural networks that provides uncertainty measures.

problem Inability of neural networks to provide reliable uncertainty measures for new situations.
method Moment propagation (MP) for analytically approximating MC dropout.
result Single-shot MC dropout approximation as fast as NNs with similar uncertainty measures.

A new loss function improves uncertainty estimation in neural networks.

problem Uncertainty quantification in neural networks, especially for regression tasks.
method Second-moment loss (SML) to optimize model variance alongside mean prediction.
result SML leads to comparable prediction accuracies and uncertainty estimates with a single model.

Neural surrogate predicts SPN rates from token trajectories.

problem Challenging parameter estimation in SPNs with covariates.
method 1D Convolutional Residual Network trained on Gillespie-simulated SPN realizations.
result Surrogate predicts rate-function coefficients with RMSE = 0.043.

CMCO provides robust uncertainty estimates for neural operators without retraining.

problem Uncertainty quantification in deep learning for real-time virtual sensing.
method Unified Monte Carlo dropout and split conformal prediction in DeepONet.
result Near-nominal empirical coverage in diverse applications.

A cubing strategy identifies stable hyperparameter regions for uncertainty quantification in spatial deep learning.

problem Uncertainty quantification in spatial deep learning models.
method Cubing-based diagnostic framework to recursively partition hyperparameter space and evaluate regions using scoring rules.
result Our approach produces competitive or superior predictive intervals compared to a statistical baseline model.

Bayesian neural networks predict stress fields and uncertainty in materials.

problem Uncertainty in stress field predictions for complex materials.
method Modified Bayesian U-net architecture with three inference algorithms.
result High accuracy predictions and interpretable uncertainty estimates.

Deep learning model predicts European weather parameters.

problem Ensemble weather prediction using deep learning.
method Conditional deep convolutional generative adversarial network (GAN) and Monte-Carlo dropout.
result Forecast skill for geopotential height and two-meter temperature is good, but precipitation is challenging.

For many analytical problems the challenge is to handle huge amounts of available data. However, there are data science application areas where collecting information is difficult and costly, e.g., in the study of geological phenomena, rare diseases, faults in complex systems, insurance frauds, etc. In many such cases,…

2019-09-12abs ↗pdf ↗

FDN improves probabilistic regressors' adaptability to distribution shifts.

problem Overconfidence in modern probabilistic regressors under distribution shift.
method FDN uses input-conditioned distributions over network weights, trained with a Monte Carlo beta-ELBO objective.
result FDN produces predictive mixtures whose dispersion adapts to the input, providing shift-aware uncertainty.

Unified Bayesian framework for quantifying GNN uncertainty.

problem Quantifying uncertainty in GNN predictions due to modeling errors and measurement uncertainty.
method Unified Bayesian framework with aleatoric uncertainty from probabilistic links and feature noise, and epistemic uncertainty from model parameter distribution. Uses Assumed Density Filtering for aleatoric uncertainty and Monte Carlo dropout for model parameter uncertainty.
result Bayesian model performs similarly to frequentist model and provides additional uncertainty information.

Dropout regularization of deep neural networks has been a mysterious yet effective tool to prevent overfitting. Explanations for its success range from the prevention of "co-adapted" weights to it being a form of cheap Bayesian inference. We propose a novel framework for understanding multiplicative noise in neural net…

2018-10-09abs ↗pdf ↗

Survey on Evidential Deep Learning for uncertainty estimation in deep neural networks.

problem Uncertainty estimation in deep neural networks with overhead or limited diversity.
method Evidential Deep Learning, parameterizing distributions over distributions.
result Single model and forward pass uncertainty estimation with a unified notation.

EPICSCORE improves conformal scores by explicitly accounting for epistemic uncertainty.

problem Overconfident predictions in data-sparse regions due to lack of epistemic uncertainty.
method Model-agnostic approach using Bayesian techniques like Gaussian Processes, Dropout, and Regression Trees.
result Enhanced predictive intervals that adaptively expand in sparse data regions and maintain compact intervals in abundant data.

This study compares two methods for uncertainty estimation in CNNs, finding Conformal Prediction more reliable.

problem CNNs often overestimate uncertainty, leading to unreliable predictions.
method Bayesian approximation via Monte Carlo Dropout and Conformal Prediction.
result Conformal Prediction produces more reliable uncertainty estimates than Monte Carlo Dropout.

Paper introduces MCSD, a method for uncertainty estimation in deep learning.

problem Need for reliable uncertainty quantification in deep neural networks.
method Theoretical connection to variational inference and empirical benchmarking of MCSD.
result MCSD achieves competitive predictive accuracy and improves uncertainty ranking.

Study evaluates quality of uncertainty estimates for neural networks.

problem Lack of principled assessment methods for evaluating uncertainty quality in deep learning.
method Statistical methods of frequentist interval coverage, interval width, and expected calibration error.
result Different UQ methods produce markedly different quality uncertainty estimates.

This work explores how XAI methods can visualize the diversity of feature representations in Bayesian Neural Networks.

problem Explaining the diversity of feature representations learned by Bayesian Neural Networks.
method Application of global XAI methods to visualize and quantify the diversity of feature representations.
result The diversity of learned feature representations correlates with uncertainty estimates and network width.

Popular deep learning uncertainty estimation methods often mislead on out-of-distribution data.

problem Misleading uncertainty estimates on out-of-distribution data.
method Analysis of Gaussian process, Bayesian neural networks, and Monte Carlo dropout methods.
result BNNs and MCDropout do not always provide high uncertainty estimates on out-of-distribution samples.

Domain adaptation is essential to enable wide usage of deep learning based networks trained using large labeled datasets. Adversarial learning based techniques have shown their utility towards solving this problem using a discriminator that ensures source and target distributions are close. However, here we suggest tha…

2019-07-24abs ↗pdf ↗

Bayesian active learning improves stress and affect detection on wearable devices.

problem Handling unlabeled data in real-time for stress and affect detection.
method Bayesian Neural Networks with Monte-Carlo Dropout and suitable acquisition functions.
result Framework achieves significant efficiency boost and low number of acquired pool points.

U-Cast simplifies AI weather forecasting with a standard U-Net and efficient training.

problem Complex AI models limit accessibility and cost for weather forecasting.
method Simple U-Net backbone, deterministic pre-training, and probabilistic fine-tuning with Monte Carlo Dropout.
result U-Cast matches or exceeds state-of-the-art models in accuracy while reducing training and inference costs.

ProBoost boosts probabilistic classifiers by focusing on uncertain samples.

problem Improving probabilistic classifiers through targeted learning.
method ProBoost uses epistemic uncertainty to select challenging samples, increasing their weight for subsequent learners.
result ProBoost significantly improves classifier performance, especially with few weak learners.

Deep Reinforcement Learning improves with Weighted Q-Learning to reduce bias and uncertainty.

problem Overestimation and high variance in Q-Learning cause learning algorithms to diverge in complex environments.
method Deep Weighted Q-Learning (Deep WQL) uses Dropout and Monte Carlo sampling to approximate WQL's weights and reduce bias.
result Deep WQL reduces bias and improves performance on benchmarks compared to existing methods.