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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.

168,742 papers · 148 categories

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6341,2691,9032,537 · Jun 202019922001200920172026
48 results for aleatoric and epistemic uncertainty

CLEAR calibrates both aleatoric and epistemic uncertainties for better predictive intervals.

problem Balanced uncertainty quantification for reliable predictive modeling.
method CLEAR uses two parameters, γ1 and γ2, to combine aleatoric and epistemic uncertainties.
result Clear achieves significant improvements in interval width and coverage.

Bayesian method detects outliers and uncertain points in data.

problem Detecting outliers and uncertain points in data using Bayesian methods.
method Generative model of data curation for aleatoric uncertainty, combining with epistemic uncertainty and outlier exposure.
result Principled Bayesian approach outperforms methods using aleatoric or epistemic uncertainty alone.

The paper quantifies aleatoric and epistemic uncertainties with random forests.

problem Addressing uncertainty in machine learning predictions.
method Using decision trees and random forests to measure aleatoric and epistemic uncertainties.
result Random forests effectively quantify uncertainties compared to deep neural networks.

Cooperative model disentangles data uncertainties.

problem Disentangling aleatoric and epistemic uncertainties in real-world data.
method Cooperatively trains a variance estimation network with a Bayesian neural network.
result Improves mean estimation and disentangles uncertainties.

CLAPS improves conformal regression by adaptively scaling interval widths based on last-layer Laplace uncertainty.

problem Lack of adaptive interval width scaling in conformal regression for heterogeneous inputs.
method CLAPS uses heteroscedastic last-layer Laplace uncertainty to adaptively scale interval widths, combining aleatoric and epistemic uncertainties.
result CLAPS provides competitive interval efficiency with nominal-level coverage, reducing to aleatoric scaling as epistemic uncertainty decreases.

Bayesian inference improves neural network predictions by separating aleatoric and epistemic uncertainties.

problem Improving prediction accuracy of neural networks by quantifying and separating uncertainties.
method Approximated posterior distributions using deep ensembles for various neural network architectures.
result Prediction accuracy depends on both aleatoric and epistemic uncertainties, not just marginalized uncertainty.

The paper introduces new measures for quantifying uncertainty in machine learning.

problem Uncertainty representation and quantification in machine learning.
method Proper scoring rules for aleatoric and epistemic uncertainty quantification.
result Established a natural bridge between credal set and second-order distribution representations of uncertainty.

We propose orthogonality as a necessary condition for disentangling aleatoric and epistemic uncertainty.

problem Jointly estimating aleatoric and epistemic uncertainty is problematic and non-trivial.
method We propose orthogonality as a necessary condition for disentanglement and construct UDE to measure orthogonality and consistency.
result Orthogonality and consistency are necessary and sufficient criteria for disentanglement.

JUCAL jointly calibrates aleatoric and epistemic uncertainties in classifier ensembles.

problem Misrepresentation of predictive uncertainty due to unbalanced aleatoric and epistemic uncertainties.
method Joint Uncertainty Calibration (JUCAL) that jointly calibrates two constants to weight and scale uncertainties.
result Significantly outperforms state-of-the-art calibration methods across various text classification tasks.

Various strategies for active learning have been proposed in the machine learning literature. In uncertainty sampling, which is among the most popular approaches, the active learner sequentially queries the label of those instances for which its current prediction is maximally uncertain. The predictions as well as the …

2019-08-31abs ↗pdf ↗

DER uses neural nets to better handle uncertainty in machine learning.

problem Need for principled uncertainty reasoning in safety-critical domains.
method Uncertainty-aware regression-based neural networks (NNs) with evidential distributions.
result DER shows promise over traditional methods but is a heuristic.

New method extracts aleatoric and epistemic uncertainties from regression-based neural networks.

problem Need for principled uncertainty reasoning in machine learning systems.
method Learning evidential distributions for aleatoric and epistemic uncertainties.
result Allows for the simultaneous extraction of both uncertainties without sampling or out-of-distribution data.

Second-order methods fail to fully quantify epistemic uncertainty, leading to biased predictions.

problem Incomplete quantification of epistemic uncertainty in machine learning models.
method Analysis of existing second-order uncertainty estimation methods.
result Current methods overestimate aleatoric uncertainty and underestimate epistemic uncertainty, leading to biased predictions.

Decoupled PFNs improve sequential decision-making by separating epistemic and aleatoric uncertainties.

problem Sequential decision-making requires distinguishing between epistemic uncertainty about latent signals and irreducible aleatoric observation noise.
method Developed a decoupled PFN architecture that uses query-level labels to train separate heads for latent signal and aleatoric noise.
result Empirically, decoupled PFNs mitigate the failure mode of total-variance exploration in noisy and heteroscedastic settings.

The paper extends calibration to sets of probabilistic classifiers, finding many ensembles are poorly calibrated.

problem Evaluating the validity of epistemic uncertainty in sets of probabilistic classifiers.
method Proposed a novel nonparametric calibration test for sets of probabilistic classifiers.
result Ensembles of deep neural networks are often not well calibrated.

Framework disentangles deep feature uncertainty for efficient inference.

problem Inference-time uncertainty estimation for reliable decision-making.
method Uncertainty-Guided Inference-Time Selection framework.
result Significantly tighter prediction intervals and 60% compute reduction.

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.

Model separates overall uncertainty into aleatoric and epistemic components for active learning.

problem Active learning with uncertainty quantification.
method Non-stationary Heteroscedastic Gaussian process model.
result Model separates overall uncertainty into aleatoric and epistemic components.

We provide single-model estimates of aleatoric and epistemic uncertainty for deep neural networks. To estimate aleatoric uncertainty, we propose Simultaneous Quantile Regression (SQR), a loss function to learn all the conditional quantiles of a given target variable. These quantiles can be used to compute well-calibrat…

2018-11-02abs ↗pdf ↗

This study examines how neural network latent representations correlate with model uncertainty.

problem Detecting model uncertainty in neural networks.
method Empirical verification and analysis of latent representations' distribution and conditional output.
result Deep layers in neural networks can infer uncertainty similar to more computationally expensive methods.

The paper critiques existing uncertainty concepts and proposes a new decision-theoretic approach.

problem Incoherence in existing discussions of aleatoric and epistemic uncertainty.
method Decision-theoretic perspective that relates uncertainty, predictive performance, and statistical dispersion.
result Popular information-theoretic quantities can be poor estimators but still useful for guiding data acquisition.

This work introduces a method to decompose uncertainty in in-context learning for large language models.

problem Understanding the sources of uncertainty in in-context learning for large language models.
method Variational uncertainty decomposition framework without sampling from latent parameter posterior.
result Quantitative and qualitative validation of decomposed epistemic and aleatoric uncertainties.

Extends neural network training framework to handle noise and uncertainty.

problem Handling noise and uncertainty in neural network training.
method Integrates non-zero aleatoric noise and derives posterior covariance for epistemic uncertainty.
result Derives an estimator for posterior covariance, providing a handle on epistemic uncertainty.

This paper examines sources of uncertainty in machine learning from a statistical perspective.

problem Quantifying uncertainty in supervised machine learning models.
method A conceptual, basic science approach examining aleatoric and epistemic uncertainty.
result Sources of uncertainty are diverse and cannot always be decomposed into aleatoric and epistemic.

Unified Uncertainty Calibration improves AI predictions by combining different types of uncertainty.

problem AI classifiers struggle with uncertainty, leading to miscalibrated predictions and poor performance.
method Unified Uncertainty Calibration (U2C) combines aleatoric and epistemic uncertainties to improve prediction quality.
result U2C outperforms traditional reject-or-classify methods across various ImageNet benchmarks.

Enhances reinforcement learning uncertainty estimation with a generalized Gaussian error model.

problem Inaccurate error representations and compromised uncertainty estimation in conventional uncertainty-aware TD learning.
method Introduces a novel framework for generalized Gaussian error modeling in deep reinforcement learning, incorporating higher-order moments, particularly kurtosis, to improve uncertainty estimation and mitigation.
result Significant performance gains in policy gradient algorithms with the proposed framework.

DEUA detects diffusion-generated images by accounting for different types of uncertainty.

problem Detecting generated images with varying aleatoric and epistemic uncertainty.
method DEUA framework using Laplace approximation for DEU estimation and asymmetric loss function.
result DEUA achieves state-of-the-art performance on large-scale benchmarks.

The study quantifies uncertainty to improve model calibration and disambiguate annotator and data bias in emotion recognition.

problem Improving model interpretability and disambiguating bias in complex tasks like emotion recognition.
method Used a modified Monte Carlo dropout approach to quantify epistemic and aleatoric uncertainty.
result Identified a significant correlation between aleatoric uncertainty and human annotator disagreement.

Paper decomposes risk into aleatoric and epistemic uncertainties and generates predictive uncertainty measures.

problem Unclear relationships between various predictive uncertainty measures in literature.
method Bayesian estimation to decompose risk into aleatoric and epistemic uncertainties, generating different predictive uncertainty measures.
result Experimental validation confirms usefulness of derived predictive uncertainty measures for detecting out-of-distribution and misclassified instances.

New acquisition function improves batch Bayesian active learning.

problem BatchBALD conflates epistemic and aleatoric uncertainty, leading to suboptimal performance.
method Focus on predictive probabilities to separate epistemic uncertainty, leading to better performance and faster evaluation.
result The new acquisition function performs better and allows for larger batches.

New method isolates epistemic uncertainty in diffusion models, improving plausibility scores.

problem Uncertainty quantification in diffusion models, especially epistemic uncertainty.
method Fisher information based approach using FLARE (Fisher-Laplace Randomized Estimator).
result FLARE improves uncertainty estimation in synthetic time-series generation tasks.

Paper proposes a method to estimate project cost contingency reserves considering various types of uncertainty.

problem Inaccurate estimation of project cost contingency reserves due to ignoring different types of uncertainty.
method Quantitative determination of project cost contingency reserves using Monte Carlo Simulation considering aleatoric, stochastic, and epistemic uncertainties.
result The proposed method provides more accurate contingency reserves that align with actual project risks.

This paper analyzes uncertainty in DFN simulations using sensitivity analysis.

problem Uncertainty in estimating QoI due to epistemic and aleatoric uncertainties in DFN simulations.
method Sensitivity analysis to attribute uncertainty to input parameters and aleatoric uncertainty.
result Characterizes uncertainty in DFN flow simulations with heteroskedastic aleatoric uncertainty.

Bayesian Neural Networks show unexpected collapse of epistemic uncertainty with large models and little data.

problem Unexpected collapse of epistemic uncertainty in Bayesian Neural Networks.
method Experiments with varying model size and training data size.
result Epistemic uncertainty collapses in the presence of large models and sometimes little data.

The paper introduces a method to quantify uncertainty in neural networks without parametric assumptions.

problem Uncertainty quantification for neural network predictions.
method Nonparametric estimation of conditional label distribution using Nadaraya-Watson kernel.
result The method effectively disentangles aleatoric and epistemic uncertainties.

Deep ensembles effectively capture epistemic uncertainty through training stochasticity, providing a frequentist perspective.

problem Understanding and quantifying epistemic uncertainty in machine learning models.
method Bootstrap-based estimator and decomposition of deep ensembles into data variability and training stochasticity.
result Deep ensembles primarily capture training stochasticity, explaining their effectiveness in quantifying epistemic uncertainty.

New method quantifies uncertainty at class level for better decision-making.

problem Improving cost-sensitive decision-making in classification tasks.
method Label-wise decomposition of uncertainty measures based on non-categorical metrics.
result Proposed measures adhere to desirable properties and improve uncertainty quantification.

Dual neural networks tackle uncertainty in geophysical data.

problem Quantifying and separating epistemic and aleatoric uncertainties in geophysical data.
method Combination of Bayesian Neural Network (BNN) and Artificial Neural Network (ANN).
result Reduces uncertainties in rock and fluid property estimation for better reservoir optimization.

Loss minimisation fails to capture epistemic uncertainty in second-order predictors.

problem Capturing epistemic uncertainty in machine learning models.
method Analysis of a second-order learner approach using loss minimisation.
result Loss minimisation does not faithfully represent epistemic uncertainty in second-order predictors.