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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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99198297396 · Jun 202019922001200920172026
48 results for experimental uncertainty

Optimizes sampling for faster convergence in Bayesian experimental design and uncertainty quantification.

problem Efficiently selecting samples for faster convergence in Bayesian experimental design and uncertainty quantification.
method Output-weighted acquisition functions leveraging likelihood ratio to guide sampling towards relevant regions.
result Superiority of the proposed method in uncertainty quantification and rare event identification.

GoBOED optimizes experiments for specific decision-making objectives, improving downstream outcomes.

problem Reducing parameter uncertainty does not always improve decision-making in critical settings.
method Combines variational posterior surrogate and differentiable convex decision layer for gradient-based design optimization.
result GoBOED identifies designs that better align with specific decision objectives and reveals wider optimal design windows.

New approach optimizes decisions based on uncertainty in predictions.

problem Mismatch between prediction accuracy and decision loss in sequential design.
method Directional uncertainty-guided approach to sequential experimental design.
result Directional uncertainty-based design stops earlier and performs better.

This work develops a machine learning approach to EOS models that accounts for thermodynamic constraints and model uncertainty.

problem Developing accurate equation of state models for high energy-density experiments with inherent uncertainties.
method Physics-informed Gaussian process regression (GPR) framework to capture model uncertainty and thermodynamic constraints.
result The proposed framework reduces prediction uncertainty by incorporating thermodynamic constraints, as demonstrated for diamond carbon EOS.

Improves inverse uncertainty quantification for time-dependent data using PCA and deep neural networks.

problem Efficiently quantify model input uncertainties from time-dependent experimental data.
method Functional PCA for dimensionality reduction, deep neural networks for surrogate modeling, Bayesian neural networks for uncertainty estimation.
result The proposed method reduces the computational cost and improves the agreement with experimental data.

Expands experimental design for causal discovery from limited data.

problem Challenges in causal discovery from observational and interventional data.
method Bayesian optimal experimental design incorporating recent advances in causal discovery.
result Active causal discovery of large, nonlinear SCMs with both intervention target and value selection.

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.

Paper reduces uncertainty in predictive models using neural networks and Gaussian processes.

problem High epistemic uncertainty in predictive models.
method Adaptive sampling approach with prediction interval-generation neural networks and Gaussian processes.
result Method consistently converges faster to minimum epistemic uncertainty levels.

This paper studies directed exploration for reinforcement learning agents by tracking uncertainty about the value of each available action. We identify two sources of uncertainty that are relevant for exploration. The first originates from limited data (parametric uncertainty), while the second originates from the dist…

2017-11-29abs ↗pdf ↗

Paper quantifies epistemic uncertainty in deep learning.

problem Uncertainty in deep learning models, especially epistemic uncertainty.
method Dissects epistemic uncertainty into procedural and data variability, proposes estimation methods.
result Demonstrates how proposed methods overcome computational challenges and provide guidance for modeling and data collection.

This study evaluates methods to measure traffic forecasting model confidence.

problem Lack of consensus on uncertainty types and techniques for traffic forecasting models.
method Reviews and compares different uncertainty estimation techniques using real traffic data.
result Empirical evidence shows benefits and caveats of various techniques.

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 ↗

Thompson sampling is an efficient algorithm for sequential decision making, which exploits the posterior uncertainty to address the exploration-exploitation dilemma. There has been significant recent interest in integrating Bayesian neural networks into Thompson sampling. Most of these methods rely on global variable u…

2019-10-30abs ↗pdf ↗

Study decomposes uncertainty in HK-distribution parameter estimation for QUS.

problem Uncertainty in HK-distribution parameter estimation for quantitative ultrasound.
method Bayesian Neural Networks (BNNs) for parameter estimation and uncertainty decomposition.
result Decomposes total predictive uncertainty into epistemic and aleatoric components.

Robust reinforcement learning aims to produce policies that have strong guarantees even in the face of environments/transition models whose parameters have strong uncertainty. Existing work uses value-based methods and the usual primitive action setting. In this paper, we propose robust methods for learning temporally …

2018-02-09abs ↗pdf ↗

FlowMO uses Gaussian Processes for molecular property prediction with uncertainty.

problem Predicting molecular properties with uncertainty for small datasets.
method Gaussian Processes implemented in FlowMO, built on GPflow and RDKit.
result Comparable predictive performance to deep learning but superior uncertainty calibration.

In many safety-critical applications such as autonomous driving and surgical robots, it is desirable to obtain prediction uncertainties from object detection modules to help support safe decision-making. Specifically, such modules need to estimate the probability of each predicted object in a given region and the confi…

2018-11-27abs ↗pdf ↗

Simple method improves uncertainty estimation for distribution shifts.

problem Improving uncertainty estimation in deep image classification under distribution shifts.
method Exposing original model to corrupted images and performing simple statistical calibration.
result Superior performance on various distribution shifts and unsupervised domain adaptation tasks.

Study preferences over uncertain time payments, finds growth-optimality better than expected utility theory.

problem Understanding how people make decisions with uncertain timing of payments.
method Normative model of growth-optimality, revisiting experimental evidence on time lotteries.
result Growth-optimality better explains experimental data on time lotteries than expected discounted utility theory.

New algorithm improves graph-based active learning by identifying unexplored regions.

problem Improving graph-based active learning by identifying unexplored regions.
method Poisson Reweighted Laplacian Uncertainty Sampling (PWLL) with a diagonal perturbation.
result PWLL effectively identifies unexplored regions in graph-based data.

Normalizing flows improve ptychography reconstruction quality and uncertainty quantification.

problem Challenges in ptychography due to large-scale nonlinear and non-convex inverse problems and photon statistics.
method Use of normalizing flows to model the posterior distribution and quantify reconstruction uncertainty.
result Normalizing flows enable better characterization and uncertainty quantification in ptychography reconstructions.

Deep learning has the potential to dramatically impact navigation and tracking state estimation problems critical to autonomous vehicles and robotics. Measurement uncertainties in state estimation systems based on Kalman and other Bayes filters are typically assumed to be a fixed covariance matrix. This assumption is r…

2019-10-31abs ↗pdf ↗

The paper explores how prior functions and bootstrapping improve ensemble uncertainty estimation.

problem Improving uncertainty estimation in machine learning models.
method Investigates the benefits of prior functions and bootstrapping in ensemble models.
result Prior functions and bootstrapping enhance ensemble agents' uncertainty estimation across different inputs.

Improved measure of predictive uncertainty for machine learning models.

problem Current measure of predictive uncertainty assumes BMA predictive distribution is equivalent to true model's distribution.
method Introduced a new measure based on information theory to correct the assumption.
result Our measure behaves more reasonably in synthetic tasks and is advantageous in real-world applications.

Machine learning methods for computational imaging require uncertainty estimation to be reliable in real settings. While Bayesian models offer a computationally tractable way of recovering uncertainty, they need large data volumes to be trained, which in imaging applications implicates prohibitively expensive collectio…

2019-04-12abs ↗pdf ↗

New federated conformal prediction method addresses label shift for uncertainty quantification.

problem Label shift in federated learning and its impact on uncertainty quantification.
method Quantile regression-based federated conformal prediction method with privacy constraints.
result Method provides valid coverage of prediction sets and differential privacy guarantees.

We describe Bayesian Layers, a module designed for fast experimentation with neural network uncertainty. It extends neural network libraries with drop-in replacements for common layers. This enables composition via a unified abstraction over deterministic and stochastic functions and allows for scalability via the unde…

2018-12-10abs ↗pdf ↗

The paper addresses uncertainties in spectral clustering of corrupted data.

problem Uncertainties in spectral clustering due to measurement errors and missing data.
method Mathematical framework based on random set theory for Monte Carlo approximation of expected clusterings.
result Consistent quantities of interest for evaluating clusterings in corrupted data.

Enhances ocean floor mapping with adaptive uncertainty estimates.

problem Inaccurate bathymetric data for precise ocean modeling.
method Block-based conformal prediction with VQ-VAE architecture.
result Significant improvements in reconstruction quality and uncertainty estimation reliability.

This work tackles uncertainty quantification in tomography reconstruction.

problem Ill-posed nature of tomographic reconstruction leading to no unique solution.
method Gaussian process modeling to incorporate prior knowledge and experimental noises.
result Efficient uncertainty quantification in tomographic reconstruction.

The paper develops scalable variational inference for Bayesian neural networks under model and parameter uncertainty.

problem Combining structural and parameter uncertainties in scalable Bayesian neural networks.
method Adapted variational inference with reparametrization for model space constraints.
result Comparable accuracy with sparse inference compared to ordinary BNNs.