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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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3672108144 · Jun 202019922001200920172026
48 results for uncertainties

Unified method for input, data, and model uncertainty in neural networks.

problem Uncertainty in neural network inputs and outputs.
method Propagating uncertainty through inputs using a unified formulation.
result More stable decision boundaries with input noise, and propagation of input uncertainty to model outputs.

This paper benchmarks uncertainty disentanglement across various tasks.

problem Disentangling multiple sources of uncertainty for specialized tasks.
method Reimplemented and evaluated a wide range of uncertainty estimators.
result No existing approach provides disentangled uncertainty estimators in practice.

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.

Proposes a new criterion for reliable uncertainty estimation in deep neural networks.

problem Inability of existing approaches to provide reliable uncertainty estimates for deep neural networks.
method Develops a density uncertainty layer architecture that satisfies the proposed criterion.
result Density uncertainty layers provide more reliable uncertainty estimates and robust out-of-distribution detection.

Proposes a method to quantify uncertainty in graph neural networks for node classification.

problem Uncertainty in graph neural networks for node classification.
method Bayesian uncertainty propagation (BUP) method embedding GNNs in a Bayesian framework.
result Demonstrates superior performance of the proposed method on benchmark datasets.

Survey on uncertainty in ML and DL, covering sources, quantification, and decision-making.

problem Understanding and quantifying uncertainty in ML and DL for risk-sensitive applications.
method Structured review of literature, categorizing uncertainty, assessing uncertainty quantification techniques.
result Broadened scope of uncertainty discussion and updated DL uncertainty quantification methods.

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.

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.

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.

Estimating how uncertain an AI system is in its predictions is important to improve the safety of such systems. Uncertainty in predictive can result from uncertainty in model parameters, irreducible data uncertainty and uncertainty due to distributional mismatch between the test and training data distributions. Differe…

2018-02-28abs ↗pdf ↗

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.

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.

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.

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.

This study introduces axioms to assess regression uncertainty measures.

problem Limited formal justification and evaluations of uncertainty measures in regression settings.
method Introduces axioms and analyzes entropy- and variance-based measures in a predictive exponential family context.
result Provides a principled foundation for reliable uncertainty assessment in regression.

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.

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.

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.

This paper tackles uncertainty in deep learning for construction of prediction intervals.

problem Deep learning models lack the ability to provide reliable prediction intervals for high-risk tasks.
method The authors design a special loss function to learn both aleatory and epistemic uncertainties without requiring uncertainty labels.
result The method constructs prediction intervals that are competitive with state-of-the-art methods on publicly available datasets.

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.

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.

This paper uses a diffusion model to forecast electrical loads with uncertainty.

problem Uncertainties in electrical load forecasting due to renewable energy and external events.
method Diffusion-based Seq2Seq structure for epistemic uncertainty and robust additive Cauchy distribution for aleatoric uncertainty.
result Ability to separate and quantify both types of uncertainties in load forecasting.

Proposes a simple method to explain aleatoric uncertainty in neural networks.

problem Lack of transparent explanations for uncertainty estimates in AI models.
method Adapting a neural network with Gaussian output to estimate predictive variance and applying explainers to the variance output.
result The proposed method explains uncertainty more reliably than complex approaches and outperforms them in most settings.

Overparametrized neural networks retain significant epistemic uncertainty even with sufficient data.

problem Epistemic uncertainty in overparametrized neural networks persists despite model identifiability.
method Analysis of non-identifiability and characterization of residual uncertainty in one-hidden-layer ReLU networks.
result Substantial parameter uncertainty remains even when the underlying function is fully identified.

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.

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.

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.

Proposes a new method for robust uncertainty quantification in regression tasks.

problem Robust uncertainty estimation for deep neural networks in regression tasks.
method Generalized Auxiliary Uncertainty Estimator (AuxUE) scheme, considering both aleatoric and epistemic uncertainties.
result DIDO method provides robust uncertainty estimates in noisy inputs, scalable to image-level and pixel-wise tasks.

When the cost of misclassifying a sample is high, it is useful to have an accurate estimate of uncertainty in the prediction for that sample. There are also multiple types of uncertainty which are best estimated in different ways, for example, uncertainty that is intrinsic to the training set may be well-handled by a B…

2018-10-29abs ↗pdf ↗

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.

Reinforcement learning agents are faced with two types of uncertainty. Epistemic uncertainty stems from limited data and is useful for exploration, whereas aleatoric uncertainty arises from stochastic environments and must be accounted for in risk-sensitive applications. We highlight the challenges involved in simultan…

2019-05-23abs ↗pdf ↗

Uncertainty Toolbox aids in assessing and improving uncertainty quantification in machine learning.

problem Disparate evaluation metrics and implementations hinder direct comparison of uncertainty quantification results.
method Provides an open-source Python library for assessing, visualizing, and improving uncertainty quantification.
result Facilitates more accurate and comparable uncertainty quantification across different works.

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.

The paper proposes a framework for information-theoretic predictive uncertainty measures.

problem The need for reliable estimation of predictive uncertainty in machine learning.
method Revisiting core concepts, categorizing predictive uncertainty measures based on model and approximation of true distribution.
result Identification of conditions under which certain predictive uncertainty measures excel.