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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.

169,291 papers · 148 categories

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5099149198 · Jun 202019922001200920182026
48 results for quantified uncertainties

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.

The paper introduces a new metric to quantify uncertainty's impact on multiple objectives.

problem Quantifying the impact of uncertainty on multiple objectives in complex systems.
method Proposes the mean multi-objective cost of uncertainty (multi-objective MOCU) to quantify uncertainty.
result Demonstrates the effectiveness of the multi-objective MOCU in real-world applications.

Metrics assess uncertainty structure and distribution for regression models.

problem Quantifying uncertainty in high-dimensional and nonlinear regression tasks.
method Two bounded comparison metrics for uncertainty structure and distribution.
result DNNs and DNOs provide encouraging uncertainty metric values in high dimensions.

Deep learning methods quantify uncertainty in neuroimage enhancement.

problem Uncertainty in deep learning models for medical image enhancement.
method Heteroscedastic noise model and approximate Bayesian inference for uncertainty quantification.
result Uncertainty quantification improves predictive performance and risk assessment.

Proposes a simpler method for quantifying uncertainty in time-series with volatility clustering.

problem Uncertainty quantification for time-series with volatility clustering.
method Proposes a Scale Mixture Distribution to quantify return forecast uncertainty in neural networks.
result The proposed method provides a favorable complexity-accuracy trade-off and separates model parameters into subnetworks.

Bayesian RNN model forecasts and quantifies uncertainty in spatio-temporal data.

problem Uncertainty quantification in nonlinear spatio-temporal systems.
method Developed a Bayesian RNN model to forecast and quantify uncertainty rigorously.
result The model maintains forecast accuracy while quantifying uncertainty formally.

Bayesian method identifies dynamical models with uncertainty quantification.

problem Uncertainty in selecting governing equations for dynamical systems.
method Bayesian sparse identification with model averaging.
result Accurately recovers sparse interaction structures with uncertainty quantification.

Proposes a method to quantify uncertainty in DNN models for discrete inputs.

problem Uncertainty quantification for DNN models with categorical and discrete feature variables.
method Develops a mathematical framework to quantify prediction uncertainty from discrete input noise and model parameters.
result Identifies risk-sensitive cases prone to misclassification due to discrete predictor errors.

CE improves climate uncertainty quantification using GCM ensembles and observational data.

problem Uncertainty in climate projections due to model inadequacies and variability.
method Conformal ensembles integrating GCM ensembles and observational data.
result CE generates statistically rigorous, easy-to-interpret uncertainty estimates.

Develops a framework to quantify uncertainties in multiple ML models.

problem Uncertainty in ML model predictions and model inputs.
method Develops a theoretical framework to decouple and transform uncertainties.
result Generates joint distribution of ML predictions considering uncertainties.

Study quantifies distribution shifts and uncertainties to improve machine learning model robustness.

problem Distribution shifts between training and test datasets impact model generalization and robustness.
method Synthetic data generation and quantitative measures (KL divergence, JS distance, Mahalanobis distance) to assess data similarity and model uncertainty.
result Utilizing statistical measures like Mahalanobis distance helps assess distribution shift and model uncertainty.

Novel method to quantify aleatoric uncertainty of treatment effects from observational data.

problem Understanding randomness in treatment effects for medical treatments.
method Partial identification and Neyman-orthogonality to quantify aleatoric uncertainty.
result Developed a novel orthogonal learner (AU-learner) for quantifying aleatoric uncertainty.

Paper quantifies uncertainty in probabilistic models using Gaussian Processes.

problem Assessing reliability of probabilistic machine learning predictions.
method Systematic framework for estimating epistemic and aleatoric uncertainty, using Gaussian Processes and Monte Carlo sampling.
result Effective approach for quantifying prediction confidence in probabilistic models.

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.

New framework quantifies uncertainties in neural network explanations.

problem Lack of methods to quantify uncertainties in neural network explanations.
method Converts any explanation method into a Bayesian neural network method, modeling uncertainties.
result Allows quantification of explanation uncertainties and appropriate confidence levels.

This paper proposes a probabilistic imputation method with uncertainty quantification.

problem Missing value imputation with uncertainty estimation for large datasets.
method Low Rank Gaussian Copula framework that augments PPCA with column-specific transformations.
result The method yields state-of-the-art imputation accuracy and well-calibrated uncertainty estimates.

New method quantifies uncertainty in physics-informed neural networks for stochastic problems.

problem Uncertainty in physics-informed neural networks for solving stochastic PDEs.
method Combining DNNs for residual and data mismatch, using stochastic data and dropout for uncertainty quantification, and active learning.
result Effective uncertainty quantification for both parametric and approximation uncertainties in PINNs.

The paper quantifies and attributes uncertainty in complex system simulations.

problem Uncertainty in complex system simulations due to unknown or approximated subprocesses.
method Developed a framework for quantifying and attributing submodel uncertainty using bootstrapping, Bayesian model averaging, and tree-based methods.
result Individual submodels contribute to overall uncertainty, and their importance can be quantified.

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.

Bayesian autoencoders quantify anomaly uncertainty for safer machine learning.

problem Lack of uncertainty quantification in autoencoders for anomaly detection.
method Formulated Bayesian autoencoders to quantify epistemic and aleatoric anomalies.
result Demonstrated effectiveness of BAEs on benchmark and real datasets.

New method quantifies uncertainty in reinforcement learning models.

problem Quantifying uncertainty over expected cumulative rewards in reinforcement learning.
method Proposes a new uncertainty Bellman equation to more accurately estimate value function variance.
result Our method converges to the true posterior variance over values and improves sample-efficiency.

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.

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.

Study improves image-caption retrieval by quantifying feature and posterior uncertainty.

problem Improving reliability in image-caption retrieval tasks with deep learning models.
method Quantified feature and posterior uncertainty for model averaging and reliability measure in image-caption retrieval.
result Consistent improvement in retrieval performance with different datasets and architectures.

Rule-based classifiers quantify uncertainty using Bernoulli random variables.

problem Quantifying the uncertainty of precision estimates for rule-based text classifiers.
method Treat partitions of sub-strings as Bernoulli random variables, compare means using statistical tests, and combine classifiers using Dempster-Shafer theory.
result The approach can be used to combine binary classifiers into a multi-label classifier.

New method combines ODE filters and numerical quadrature to propagate model uncertainty.

problem Propagation of model uncertainty in ODE solutions with uncertain parameters.
method Combining ODE filters with numerical quadrature.
result Effective propagation of both numerical and parametric uncertainty.

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.

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.

Bayesian neural networks quantify uncertainty in molecular property predictions.

problem Uncertainty in molecular property predictions due to limited data quality and quantity.
method Bayesian neural networks to decompose and quantify model- and data-driven uncertainties.
result Data noise significantly affects data-driven uncertainties in molecular property predictions.

Framework combines machine learning and inverse methods to quantify uncertainties in model parameters.

problem Combining aleatoric and epistemic uncertainties in engineered systems modeling.
method Develops a robust filtering step in LUQ to learn useful QoI maps from noisy datasets, iterates over time, and uses sufficiency tests.
result Transforms datasets into distributions for DC-based inversion, improving parameter quantification.

Projector-based approach quantifies uncertainties in sketched linear regression.

problem How sketching affects statistical properties of linear regression solutions.
method Projector-based approach to sketched linear regression that is exact and requires minimal assumptions.
result Derives key quantities from classic linear regression that account for combined uncertainties.

Proposes a method to quantify and explain deep learning model uncertainties.

problem Deep learning model predictions are sensitive to perturbations and adversarial attacks.
method Gradient-based uncertainty attribution method to identify problematic regions and propose mitigation strategies.
result Proposed UA-Backprop method achieves competitive accuracy and efficiency compared to existing methods.

Paper shows how to quantify uncertainty in medical ML models.

problem Uncertainty in opaque ML models can lead to safety risks in medical applications.
method Introduces Uncertainty Wrapper to quantify uncertainty transparently.
result Demonstrates practical utility of Uncertainty Wrapper in flow cytometry.

SDE-Net quantifies uncertainty in deep nets using stochastic dynamics.

problem Uncertainty quantification in deep neural networks.
method Viewing DNN transformations as state evolution of a stochastic dynamical system, introducing a Brownian motion term for epistemic uncertainty.
result SDE-Net outperforms existing methods in uncertainty estimation across various tasks.

Paper tackles uncertainties in reduced-order modeling of complex systems.

problem Model-form uncertainties in reduced-order modeling of complex systems.
method Combines Riemannian projection and retraction operators on a subset of the Stiefel manifold with an information-theoretic formulation.
result Identifies and quantifies the impact of model-form uncertainties on inferred operators.

Proposes a framework for quantifying aleatoric uncertainty in image restoration.

problem Quantifying aleatoric uncertainty in image restoration problems.
method Divides conditional probability modeling into deterministic and stochastic levels, enabling efficient sampling and regularization.
result Shows significant potential in giving state-of-the-art point estimates and associated uncertainty information.