Organizations: AI and Data Engineering Department, Istanbul Technical University, Istanbul, Türkiye · Eurasia Institute of Earth Sciences, Istanbul Technical University, Istanbul, Türkiye · Civil & Environmental Engineering, University of Washington, Seattle, WA, USA
Abstract
We study regression-based data fusion under uncertainty, where multiple noisy and biased measurement sources are available but ground-truth labels are absent during training. This setting arises in sensor networks, simulation ensembles, and scientific monitoring systems where supervision is costly or infeasible. We propose the Neural Conjugate Aggregation Model (NCAM), a hierarchical Bayesian framework that combines neural networks with conjugate Gaussian inference for unsupervised multi-source fusion. NCAM learns source-specific bias and reliability conditioned on contextual covariates, yielding an analytically tractable posterior over a latent target variable with decomposed epistemic and aleatoric uncertainty. Structural non-identifiability is resolved through sensor anchoring and variance regularization, enabling stable and interpretable posterior aggregation. To complement Bayesian uncertainty with finite-sample guarantees, we integrate locally adaptive Monte Carlo conformal prediction, producing heteroscedastic prediction intervals with coverage guarantees under exchangeability assumptions. Experiments on synthetic and real-world air-quality datasets demonstrate improved predictive accuracy and well-calibrated uncertainty compared to unsupervised baselines, including mean aggregation, probabilistic PCA, and Kalman filtering.
Quantifying uncertainty in neural network predictions is essential for high-stakes domains such as autonomous driving, healthcare, and manufacturing. While existing approaches often depend on costly sampling or restrictive distributional assumptions, we propose Hyperspherical Confidence Mapping (HCM), a simple yet principled framework for sampling-free and distribution-free uncertainty estimation. HCM decomposes outputs into a magnitude and a normalized direction vector constrained to lie on the unit hypersphere, enabling a novel interpretation of uncertainty as the degree of violation of this geometric constraint. This yields deterministic and interpretable estimates applicable to both regression and classification. Experiments across diverse benchmarks and real-world industrial tasks demonstrate that HCM matches or surpasses ensemble and evidential approaches, with far lower inference cost and stronger confidence-error alignment. Our results highlight the power of geometric structure in uncertainty estimation and position HCM as a versatile alternative to conventional techniques.
Nonlinear state estimation requires sequentially fusing model-based predictions with noisy measurements. Under imperfect dynamics and unknown, time-varying noise statistics, this fusion can degrade in both accuracy and statistical consistency. Existing learning-aided filters largely treat accuracy and uncertainty estimation separately, limiting their ability to correct model-mismatch-induced bias while retaining an explicit, calibrated posterior covariance. This paper introduces Unscented KalmanNet (UKN), a model-based deep learning architecture that extends the Unscented Kalman Filter (UKF) with learned mechanisms for these two sources of filtering error while preserving explicit posterior covariance propagation. NoiseNet learns time-varying process and measurement covariances as bounded multiplicative corrections to baseline covariances, guaranteeing positive definiteness, while GainNet learns a bounded residual correction to the analytical UKF gain to compensate for model-mismatch-induced bias. A calibration-aware training objective couples state error with posterior covariance and innovation consistency terms through adaptive weighting, jointly optimizing accuracy and calibration. UKN is benchmarked against UKF, KalmanNet, and Bayesian KalmanNet on three synthetic systems and real-flight UZH-FPV data. It achieves the lowest state-estimation error in all four examples and reduces RMSE by 26.4-49.7% compared with UKF in the synthetic cases. Leave-one-sequence-out cross-validation over 11 flights shows 22.4% and 34.3% reductions in mean position and velocity RMSE, respectively. UKN also yields the lowest fold-to-fold variability, with dimension-normalized NEES and empirical coverage closest to nominal values among covariance-reporting filters. These results show that structured learned adaptation improves estimation accuracy while retaining calibrated uncertainty.
Multimodal fusion architectures typically assume all modalities are available at inference, yet sensor failures, acquisition variability, and cost constraints routinely produce incomplete observations. Existing work treats modality absence as a prediction-accuracy problem, leaving a more basic question unanswered: whether a model's confidence estimates remain calibrated when an entire input stream is removed. We argue that missing-modality robustness and calibrated uncertainty are a single coupled property, and introduce Modality-Conditioned Conformal Fusion (MCCF), an architecture that addresses both at once. MCCF combines a multimodal bottleneck fusion backbone trained with modality dropout, per-modality evidential heads producing modality-decomposed Dirichlet distributions, and a Dempster-Shafer combination rule that fuses the per-modality evidence into a joint predictive distribution; an absent modality contributes vacuous evidence that is structurally ignored, so the fused uncertainty automatically reflects the reduced information without test-time imputation. A Mondrian conformal calibration module keyed on the modality-presence mask then provides finite-sample group-conditional coverage for every non-empty modality subset. MCCF is, to our knowledge, the first method with formal coverage guarantees under arbitrary modality availability through architectural integration rather than post-hoc recalibration, and the evidential decomposition yields per-modality vacuity scores that localise uncertainty to the absent modality responsible. Across a synthetic problem and three real multimodal benchmarks, MCCF holds its target coverage on every modality-presence subset, substantially narrows the coverage gap between full and partial modalities relative to a marginal split-conformal baseline, and imposes no measurable accuracy cost relative to temperature-scaled and evidential baselines.