Reliable Uncertainty Quantification

Cooperative perception enabled by Vehicle-to-Everything (V2X) communication enhances autonomous driving safety by creating a unified environmental representation through shared sensory data. While recent works have advanced multi-agent fusion for improved perception, uncertainty quantification in such cooperative frameworks remains largely unexplored. This paper introduces Hyper-V2X, a hypernetwork-based framework for estimating both epistemic and aleatoric uncertainties in V2X-based perception. Specifically, we propose a partial weight generation scheme and V2X context embedding module that conditions a Bayesian hypernetwork on fused multi-agent features to generate weight distributions for stochastic Bird's-Eye-View (BEV) segmentation. Unlike existing deterministic BEV models, Hyper-V2X enables efficient uncertainty estimation with little computation overhead. Our approach is architecture-agnostic, and can be seamlessly integrating with modern cooperative backbones such as CoBEVT. Experiments on the OPV2V benchmark demonstrate that Hyper-V2X provides accurate, well-calibrated uncertainty estimates and improves overall perception reliability. Our code and benchmark are publicly available under an open-source license: https://github.com/abhishekjagtap1/Hyper-V2X

Standard clinical Natural Language Processing (NLP) benchmarks often yield inflated metrics by forcing deterministic classification on ambiguous instances, thereby obscuring the clinical risks of overconfident predictions. To bridge this gap, we propose a risk-aware hybrid selective classification framework, evaluated on early Human Immunodeficiency Virus suspicion identification in Spanish clinical notes. Our dual-verification approach explicitly decouples aleatoric uncertainty through Mondrian conformal prediction and epistemic uncertainty using a Multi-Centroid Mahalanobis Distance veto. Empirical evaluations reveal that standard uncertainty metrics and baseline classifiers are structurally insufficient for safe medical triage, suffering severe coverage collapse when forced to operate under strict reliability constraints. In contrast, by demanding that clinical narratives pass both probabilistic and geometric safeguards, the proposed framework successfully isolates a highly trustworthy operational domain.

In high-stakes automated decision-making, access to predictive uncertainty is essential for enabling users -- human or downstream systems -- to accept or reject predictions based on application-specific cost trade-offs. Such uncertainty-augmented (UA) systems -- i.e., systems that output both predictions and uncertainty scores -- are currently being assessed in the literature in a variety of ways, using separate metrics to evaluate the predictions and the uncertainty scores, setting a cost function with a fixed rejection cost or integrating over a coverage-risk curve. We argue that these evaluation approaches are inadequate for assessing overall performance of the UA system for decision making under uncertainty and propose a novel family of metrics, ECUAS$_n$, formulated as proper scoring rules for the task of interest. The parameter $n$ controls the trade-off between the cost of incorrect predictions and imperfect uncertainties depending on the needs of the use-case. We demonstrate the advantages of the ECUAS$_n$ metrics both theoretically and empirically, through experiments on diverse classification and generation datasets, including a manually annotated subset of TriviaQA.

Effective medication management in Parkinson's Disease (PD) is challenging due to heterogeneous disease progression, variable patient response, and medication side effects. While AI models can forecast levodopa equivalent daily dose (LEDD) as a measure of medication needs, standard uncertainty quantification often fails to communicate the reliability of these predictions, treating high and low confidence clinical decisions identically. We introduce CASCADE (Calibrated Adaptive Scaling via Conformal And Distributional Estimation), a novel conformal prediction framework that propagates epistemic uncertainty from a screening classifier to adapt downstream predictions. Unlike standard conformal methods that rely on auxiliary residual regression, we leverage epistemic uncertainty from a primary classification task (identifying whether a medication change is needed) to dynamically scale the prediction intervals of a secondary regression task (predicting how much change). By mapping Venn-Abers multi-probabilistic uncertainty directly to non-conformity scores, our framework achieves continuous risk adaptation. We demonstrate that this ``cascade effect'' produces highly efficient intervals for confident patients (38.9% narrower than standard conformal baselines) while automatically expanding intervals to ensure robust coverage for uncertain cases, bridging the gap between discrete clinical decision-making and continuous dose forecasting in PD.

Bayesian conformal optimisation methods often use the same held-out data both to search for efficient prediction sets and to certify coverage or risk. This coupling is natural for high-probability risk-control guarantees, but it is not necessary when the target is standard finite-sample marginal conformal coverage. We propose Decoupled Conformal Optimisation (DCO), a train-tune-calibrate design principle that uses an independent tuning split for efficiency-oriented structural selection and a fresh calibration split for the final conformal quantile. Conditional on the tuned structure, standard split-conformal exchangeability yields finite-sample marginal coverage for any candidate class, without a confidence parameter or multiple-testing correction. DCO therefore targets a different finite-sample guarantee from PAC-style methods: marginal conformal coverage rather than high-probability risk control. Under consistency assumptions on the coupled risk bound, the two approaches nevertheless converge to the same population threshold. Across classification and regression benchmarks, including ImageNet-A, CIFAR-100, Diabetes, California Housing, and Concrete, DCO tracks the nominal coverage level closely while often reducing average prediction-set size or interval width relative to PAC-style calibration. On ImageNet-A, for example, the average set size decreases from $26.52$ to $25.26$ and the 95th-percentile set size from $58.95$ to $53.73$; on Diabetes, the average interval width decreases from $2.098$ to $1.914$.

Robotic systems often use predictive uncertainty to decide whether to act autonomously or defer to a fallback policy. In threshold-gated autonomy, uncertainty matters mainly through its ability to rank likely errors. Standard metrics such as expected calibration error and AUROC do not directly test whether uncertainty changes act/defer decisions. We therefore evaluate uncertainty using Spearman rank correlation, paired bootstrap equivalence testing, and act/defer agreement. Across three temporal activity-recognition benchmarks, we find a dataset-dependent competence regime below which uncertainty provides a weak and unstable error ranking. Above this regime, softmax heuristics, MC Dropout, and ensembles produce similar gating behavior, while threshold choice has a much larger effect on execution outcomes. A multi-seed embodied simulation shows the same pattern for collision rate and cost once realized autonomy is matched. Under temporal covariate shift, ranking quality remains stable, but fine grained semantic OOD detection remains near chance. These results suggest that simple uncertainty proxies can suffice for selective gating once the base model is competent, but not for semantic novelty detection.

Uncertainty quantification (UQ) is critical for safety-critical domains like healthcare, yet it is rarely evaluated under realistic out-of-distribution (OOD) conditions. Here, we assessed predictive performance and uncertainty reliability for deep learning-based blood pressure (BP) estimation from photoplethysmography (PPG) signals under both in-distribution (ID) and OOD settings. Using an XResNet1D-50 trained on PulseDB and tested on four external datasets, we compared deep ensembles (DE) and Monte Carlo dropout (MCD) with Gaussian negative log-likelihood (GNLL) and mean squared error (MSE) losses, optionally followed by post-hoc recalibration via conformal prediction (CP), temperature scaling (TS), and isotonic regression (IR). The key findings of our study are as follows: (1) DE provides stronger predictive robustness under domain shift than MCD, an advantage that becomes clear primarily under external shift. (2) Recalibrated GNLL-based methods yield the best uncertainty calibration (e.g., GNLL+DE+CP for systolic blood pressure (SBP), GNLL+DE+TS for diastolic blood pressure (DBP)), while MSE-based uncertainty requires recalibration to become practically useful. (3) Across settings, CP and TS offer the most consistent gains, with IR remaining competitive in several cases. Overall, our results identify DE-based methods as most robust for predictive performance under domain shift, GNLL as strongest for native UQ, and recalibration as essential for making MSE-based uncertainty practical. These findings highlight the need to jointly assess predictive accuracy and calibration on external data for trustworthy cuffless BP estimation

Any system that models the world under finite representational capacity must compress; any compression entails a prior; and the prior is the system's bias. What has not been established is whether uncertainty participates in the dynamics governing future behavior, or merely describes the output distribution without consequence. We introduce a structural distinction between descriptive uncertainty, which does not recursively modulate the system's policy, and regulatory uncertainty, which directly enters the optimization landscape and drives persistent adaptive restructuring. We prove formally that current transformer architectures are confined to descriptive uncertainty at inference. We ground this in thermodynamics via Landauer's principle: for uncertainty to be regulatory, epistemic error must cost real energy; in a decoupled system, hallucinations and correct derivations dissipate identical energy. We test this empirically across three locally-deployed language models (3B, 8B, 70B parameters). Token-level Shannon entropy is statistically invariant across tasks spanning pattern retrieval, causal operator application, and out-of-distribution causal generalization in all three models (all pairwise p >= 0.568; within-model ranges 0.011-0.028 nats), while task accuracy varies substantially across the same conditions (0%-100%). Entropy and accuracy are orthogonal. The decoupling is scale-invariant: larger models achieve higher accuracy but identical entropy flatness. This structural incapacity is not resolvable by additional parameters or training data. Genuine epistemic grounding requires physical coupling between thermodynamic substrate state and information processing cost.

Uncertainty quantification is essential in safety-critical settings--from autonomous driving to aviation, finance, and health--where decisions must rely on conservative bounds rather than point estimates. Predictor-level intervals (e.g., from quantile regression, conformal prediction, variance networks, or Bayesian models) generally do not compose: adding two per-variable intervals need not yield a valid interval for their sum or preserve coverage. In aviation, Gaussian overbounding replaces complex error distributions with a conservative Gaussian whose tails dominate the truth, so conservatism propagates through linear operations. Yet classical overbounds are global, often overly conservative, and hard to adapt to feature-conditioned errors. We propose a unified learning framework that trains neural networks to produce context-aware Gaussian overbounds--mean and scale--with provable conservatism on a finite quantile grid and, under three explicit regularity assumptions, continuous-tail conservatism on a certified interval. Our overbounding loss enforces conservativeness at selected quantiles while penalizing distributional distance with a Wasserstein-style term. The learned bounds support conservative linear-combination and convolution analysis on the enforced grid, and on the certified interval when assumptions hold, while being less redundant than traditional methods. We provide a scoped analysis of discrete-to-continuous conservatism and compact-domain objective regularity, and validate on synthetic data and real-world datasets, including multipath, ionospheric, and tropospheric residual errors. Across these settings, the method yields tighter bounds while maintaining conservatism on the enforced grid and in experiments. The framework is modality-agnostic and applicable to learning systems that require conservative, feature-conditioned uncertainty estimates in dynamic environments.

Recently, deep generative models have been used for posterior inference in inverse problems, including high-stakes applications in medical imaging and scientific discovery, where the uncertainty of a prediction can matter as much as the prediction itself. However, posterior uncertainty is difficult to interpret because it can mix ambiguity inherent to the forward operator with uncertainty propagated through inference. We introduce a structural decomposition of posterior uncertainty that isolates intrinsic ambiguity. A cascade formulation makes this ambiguity accessible for calibration analysis, enabling qualitative diagnostics and simulation-based calibration tests that reveal failure modes that remain hidden when models are selected by reconstruction quality alone. We first validate the approach on a Gaussian example with analytical posterior structure, then illustrate the decomposition on accelerated magnetic resonance imaging (MRI), and finally apply the calibration diagnostics to electroencephalography (EEG) source imaging.

Carotid atherosclerosis is a major contributor to ischemic stroke and transient ischemic attack. Conventional ultrasound assessment is commonly based on intima-media thickness, plaque appearance, stenosis degree, and peak systolic velocity, but these morphology- and velocity-based indicators may not fully capture patient-specific vascular risk. This study presents AtheroFlow-XNet, a CUBS-compatible ultrasound morphology and uncertainty-aware learning baseline for carotid intima-media segmentation and preliminary risk prediction. Using the Carotid Ultrasound Boundary Study dataset, manual lumen-intima and media-adventitia boundary annotations were converted into dense intima-media masks for supervised segmentation. Clinical variables were incorporated into an auxiliary risk-prediction branch, and Monte Carlo dropout was used for uncertainty-aware inference. The model was evaluated using a patient-level train-validation-test split with 1,522 training images, 326 validation images, and 328 testing images. The proposed model achieved a Dice coefficient of 0.7930 for LI-MA mask segmentation, a segmentation loss of 0.2359, and an area under the receiver operating characteristic curve of 0.6910 for preliminary risk prediction. Qualitative results showed that predicted masks were generally aligned with manual annotations, while uncertainty maps highlighted ambiguous wall-boundary regions. These results suggest that ultrasound-derived carotid morphology can support automated wall analysis and uncertainty-aware interpretation. Since CUBS does not provide Doppler waveforms or CFD-derived hemodynamic biomarkers, this work should be interpreted as a reproducible morphology-driven baseline. Future work will incorporate Doppler-derived flow profiles, patient-specific vascular reconstruction, and CFD-based wall shear biomarkers.

Active learning for continuous regression has lacked an acquisition function that targets epistemic uncertainty when the predictive distribution is multimodal: variance misses modal disagreement, and information-theoretic targets like BALD are designed for discrete outputs. We introduce a Two-Index framework that makes this separation explicit: one stochastic index selects among competing model hypotheses (epistemic source), while a second governs within-hypothesis randomness (aleatoric source). An entropy decomposition within the framework identifies the mutual information between the output and the epistemic index as a principled acquisition objective, and we prove this quantity vanishes as the model is trained on growing datasets, confirming that it captures exactly the uncertainty data can resolve. Because this mutual information is intractable for continuous outputs, we derive the Mutual Information Lower Bound (MI-LB) acquisition function, a closed-form approximation for Mixture Density Network ensembles. On benchmarks featuring multimodal systems, MI-LB matches or beats every baseline evaluated and is the only method to do so consistently -- geometric and Fisher-based baselines compete only when the input space already encodes the multimodality, and collapse otherwise.

How should an agent's performance in a multiagent environment be evaluated when there is a limited sample size or a high cost of running a trial? The AIVAT family of variance reduction techniques was proposed to address this challenge by introducing unbiased low-variance estimators of agents' expected payoffs. An important component of AIVAT is a heuristic value function that discriminates between potentially low- and high-value counterfactual histories. A notable gap in the literature is that there is little to no constraint or guideline on how the heuristic value function should be chosen or how uncertainty in its output should be handled. In our first contribution, we parameterize the heuristic value function to highlight AIVAT's potential vulnerabilities: a) the sample variance can be set pathologically low by directly applying gradient descent on the sample variance, and b) one can p-hack to draw a desired statistical conclusion via gradient descent/ascent on the test statistic. The main takeaway is that the heuristic value function should be fixed prior to observing the evaluation data! In our second contribution, we show how the heuristic uncertainty can be propagated to quantify the uncertainty of AIVAT estimates. It is then possible to further reduce the variance using inverse-variance weighted averaging, but AIVAT's unbiasedness guarantee may have to be sacrificed. In our experiments, we use a dataset of 10,000 poker hands to demonstrate our heuristic pathology and uncertainty results, with the latter yielding a 43.0% reduction in the number of samples (poker hands) needed to draw statistical conclusions.

In safety-critical applications, language models should be able to characterize their uncertainty with meaningful probabilities. Many uncertainty quantification approaches require supervised data; however, finding suitable unseen challenging data is increasingly difficult for large language models trained on vast amounts of scraped data. If the model is consistently (and correctly) confident in its predictions, the uncertainty quantification method may consistently overestimate confidence on new and unfamiliar data. Finding data which exhibits enough uncertainty to train supervised uncertainty quantification methods for high-performance models may therefore be challenging, and will increase in difficulty as LLMs saturate datasets. To address this issue, we first introduce the problem of inducing artificial uncertainty in language models, then investigate methods of inducing artificial uncertainty on trivially easy data in the absence of challenging data at training time. We use probes trained to recognize artificial uncertainty on the original model, and find that these probes trained on artificial uncertainty outperform probes trained without artificial uncertainty in recognizing real uncertainty, achieving notably higher calibration on hard data with minimal loss of performance on easy data.

We introduce Observation-aware Conformal Uncertainty Local-Calibration (OCULAR), a conformal prediction-based algorithm that uses perception information to provide uncertainty quantification guarantees for unseen test-time environments. While previous conformal approaches lack the ability to discriminate between state-action space regions leading to higher or lower model mismatch, and require environment-specific data, our method uses data collected from visually similar environments to provably calibrate a linear Gaussian dynamics model of arbitrary fidelity. The prediction regions generated from OCULAR are guaranteed to contain the future system states with, at least, a user-set likelihood, despite both aleatoric and epistemic uncertainty -- i.e., uncertainty arising from both stochastic disturbances and lack of data. Our guarantees are non-asymptotic and distribution-free, not requiring strong assumptions about the unknown real system dynamics. Our calibration procedure enables distinguishing between observation-velocity-action inputs leading to higher and lower next-state-uncertainty, which is helpful for probabilistically-safe planning. We numerically validate our algorithm on a double-integrator system subject to random perturbations and significant model mismatch, using both a simplified sensor and a more realistic simulated camera. Our approach calibrates approximate uncertainty estimates both when in-distribution and out-of-distribution, producing volume-efficient prediction regions without requiring environment-specific data.

In this work, we study how to ensure probabilistic safety for nonlinear systems under distributional ambiguity. Our approach builds on a backup-based safety filtering framework that switches between a high-performance nominal policy and a certified backup policy to ensure safety. To handle arbitrary uncertainties from ambiguous distributions, i.e., where the distribution is not of specific structure and the true distribution is unknown, we adopt a distributionally robust (DR) formulation using Wasserstein ambiguity sets. Rather than solving a high-dimensional DR trajectory optimization problem online, we exploit the structure of backup-based safety filtering to reduce safety certification to a one-dimensional search over the switching time between nominal and backup policies. We then develop a sampling-based certification procedure with finite-sample guarantees, where empirical failure probabilities are compared against a Wasserstein-inflated threshold. We validate our method through simulations across three systems, from a Dubins vehicle to a high-speed racing car and a fighter jet, demonstrating the broad applicability and computational efficiency.

Conformal prediction provides a principled framework for uncertainty quantification with finite-sample coverage guarantees. While recent work has extended conformal prediction to online and sequential settings, existing methods typically focus on a single coverage level and do not ensure consistency across multiple confidence levels. In many real-world applications, such as weather forecasting, macroeconomic prediction, and risk management, different users operate under heterogeneous risk tolerances and require calibrated uncertainty estimates across a range of coverage levels. In such settings, it is desirable to produce prediction sets corresponding to different coverage levels that are nested and valid simultaneously. In this paper, we propose two novel online conformal prediction methods that output \emph{nested prediction sets} across a range of coverage levels, enabling simultaneous uncertainty quantification across the entire risk spectrum. Beyond interpretability, jointly estimating multiple coverage levels is known to improve statistical efficiency in classical quantile regression by enforcing non-crossing constraints and sharing information across quantiles. Our approaches leverage an online optimization perspective with small regret that translates to quantile estimation error control while enforcing nestedness of prediction sets. Empirical results on synthetic and real-world datasets, including applications in forecasting tasks with heterogeneous risk requirements, demonstrate that our method achieves stable coverage across all levels, strictly nested prediction sets, and improved efficiency compared to existing online conformal baselines.

Approximate Bayesian inference typically revolves around computing the posterior parameter distribution. In practice, however, the main object of interest is often a model's predictions rather than its parameters. In this work, we propose to bypass the parameter posterior and focus directly on approximating the posterior predictive distribution. We achieve this by drawing inspiration from self-training within self-supervised and semi-supervised learning. Essentially, we quantify a Bayesian model's predictive uncertainty by refitting on self-predicted data. The idea is strikingly simple: If a model assigns high likelihood to self-predicted data, these predictions are of low uncertainty, and vice versa. This yields a deterministic, sampling-free approximation of the posterior predictive. The modular structure of our Self-Supervised Laplace Approximation (SSLA) further allows us to plug in different prior specifications, enabling classical Bayesian sensitivity (w.r.t. prior choice) analysis. In order to bypass expensive refitting, we further introduce an approximate version of SSLA, called ASSLA. We study (A)SSLA both theoretically and empirically in regression models ranging from Bayesian linear models to Bayesian neural networks. Across a wide array of regression tasks with simulated and real-world datasets, our methods outperform classical Laplace approximations in predictive calibration while remaining computationally efficient.

Uncertainty quantification has become an important factor in understanding the data representations produced by Graph Neural Networks (GNNs). Despite their predictive capabilities being ever useful across industrial workspaces, the inherent uncertainty induced by the nature of the data is a huge mitigating factor to GNN performance. While aleatoric uncertainty is the result of noisy and incomplete stochastic data such as missing edges or over-smoothing, epistemic uncertainty arises from lack of knowledge about a system or model (e.g., a graph's topology or node feature representation), which can be reduced by gathering more data and information. In this paper, we propose an original new framework in which node-level epistemic uncertainty is modelled in a belief function (finite random set) formalism. The resulting Random-Set Graph Neural Networks have a belief-function head predicting a random set over the list of classes, from which both a precise probability prediction and a measure of epistemic uncertainty can be obtained. Extensive experiments on 9 different graph learning datasets, including real-world autonomous driving benchmarks as such Nuscene and ROAD, demonstrate RS-GNN's superior uncertainty quantification capabilities

Probabilistic partial least squares (PPLS) is a central likelihood-based model for two-view learning when one needs both interpretable latent factors and calibrated uncertainty. Building on the identifiable parameterization of Bouhaddani et al.\ (2018), existing fitting pipelines still face two practical bottlenecks: noise--signal coupling under joint EM/ECM updates and nontrivial handling of orthogonality constraints. Following the fixed-noise scalar-likelihood protocol, we develop an end-to-end framework that combines noise pre-estimation, constrained likelihood optimization, and prediction calibration in one pipeline. We estimate the observation noise from the low-eigenvalue noise subspace and enforce orthogonality through exact Stiefel-manifold optimization. The noise-subspace estimator attains a signal-strength-independent leading finite-sample rate and matches a minimax lower bound, whereas a full-spectrum noise estimator carries a deterministic bias under the same model. We further extend the framework to sub-Gaussian settings via optional Gaussianization and provide closed-form standard errors through a block-structured Fisher analysis. Across synthetic high-noise settings and two multi-omics benchmarks (TCGA-BRCA and PBMC CITE-seq), the method achieves near-nominal coverage without post-hoc recalibration, reaches Ridge-level point accuracy on TCGA-BRCA at rank $r=3$, matches or exceeds PO2PLS on cross-view prediction while providing native calibrated uncertainty, and improves stability of parameter recovery.

Large language models (LLMs) are increasingly deployed on long-horizon tasks in partially observable environments, where they must act while inferring and tracking a complex environment state over many steps. This leads to two challenges: partial observability requires maintaining uncertainty over unobserved world attributes, and long interaction history causes context to grow without bound, diluting task-relevant information. A principled solution to both challenges is a belief state: a posterior distribution over environment states given past observations and actions, which compactly encodes history for decision making regardless of episode length. In LLM agents, however, the open-ended nature of text makes it unclear how to represent such a distribution. Therefore, we introduce Agent-BRACE: Agent Belief state Representation via Abstraction and Confidence Estimation, a method that decouples an LLM agent into a belief state model and a policy model, jointly optimized via reinforcement learning. The belief state model produces a structured approximation of the belief distribution: a set of atomic natural language claims about the environment, each annotated with an ordinal verbalized certainty label ranging from certain to unknown. The policy model conditions on this compact, structured approximate belief rather than the full history, learning to select actions under explicit uncertainty. Across long-horizon, partially observable embodied language environments, Agent-BRACE achieves an average absolute improvement of +14.5% (Qwen2.5-3B-Instruct) and +5.3% (Qwen3-4B-Instruct), outperforming strong RL baselines while maintaining a near-constant context window independent of episode length. Further analysis shows that the learned belief becomes increasingly calibrated over the course of an episode as evidence accumulates.

Automated scientific discovery using large language models relies on identifying genuinely novel solutions. Standard reinforcement learning penalizes high-variance mutations, which leads the policy to prioritize familiar patterns. As a result, the maximum reward plateaus even as the average reward increases. Overcoming this limitation requires a signal that distinguishes unexplored regions from intrinsically difficult problems. This necessitates measuring disagreement across independently adapted weight hypotheses rather than relying on a single network's confidence. UG-TTT addresses this challenge by maintaining a small ensemble of low-rank adapters over a frozen base model. The per-token disagreement, quantified as the mutual information between ensemble predictions and weight hypotheses, isolates epistemic uncertainty and identifies positions where insufficient coverage leads to adapter divergence rather than intrinsic problem difficulty. This measure is incorporated as an exploration bonus into the policy gradient, directing the policy toward positions where persistent adapter disagreement signals low training coverage, the same frontier where genuine discovery is possible. A nuclear norm regularizer ensures the adapters remain distinct from one another, thereby preserving the exploration signal throughout training. Across four scientific discovery benchmarks, UG-TTT increases the maximum reward on three tasks, maintains substantially higher solution diversity, and an ablation study confirms that the regularizer is essential for sustaining this behavior.

Modeling uncertainty in heavy-tailed time series remains a critical challenge for deep probabilistic forecasting models, which often struggle to capture abrupt, extreme events. While Lévy stable distributions offer a natural framework for modeling such non-Gaussian behaviors, the intractability of their probability density functions severely limits conventional likelihood-based inference. To address this, we introduce DeepLévy, a neural framework that learns mixtures of Lévy stable distributions by minimizing the discrepancy between empirical and parametric characteristic functions. DeepLévy incorporates a mixture mechanism that adaptively learns context-dependent weights and parameters over multiple Lévy components, enabling flexible multi-horizon uncertainty modeling. Evaluations on both real and synthetic datasets demonstrate that DeepLévy outperforms state-of-the-art deep probabilistic forecasting approaches in tail risk metrics, especially under extreme volatility.

Reliable inference requires that artificial intelligence (AI) models provide trustworthy uncertainty estimates, not merely accurate predictions. Recent advances in Bayesian learning have made significant progress toward this goal, and growing concerns about computational overhead have jointly shifted the design criterion from reliability alone to the co-design of reliability and efficiency, i.e., reducing computational overhead while preserving trustworthy uncertainty quantification. This thesis develops a unified framework from two perspectives to address the central question: can we efficiently perform reliable inference?

LLM cascades and model routing promise lower inference cost by sending easy queries to a small model and escalating hard ones to a large model, but most deployed routers use uncalibrated confidence scores and require per-workload threshold tuning. We present UCCI, a calibration-first router that maps token-level margin uncertainty to a per-query error probability via isotonic regression and selects the escalation threshold by constrained cost minimization. Under three explicit assumptions, threshold policies on the calibrated score are cost-optimal, and isotonic calibration achieves O(n^{-1/3}) sample complexity for expected calibration error (ECE). On a production named entity recognition workload of 75,000 queries served by 4B and 12B instruction-tuned LLMs on H100 GPUs, UCCI cuts inference cost by 31% (95% CI: [27%, 35%]) at micro-F1 = 0.91 while reducing ECE from 0.12 to 0.03. At the same operating point, UCCI beats entropy thresholding, split-conformal routing, and a FrugalGPT-style learned threshold. All cascade results use end-to-end routing on actual model outputs and measured H100 latency, not simulated routing from global accuracies or nominal API prices.

Providing non-conservative uncertainty quantification for function estimates derived from noisy observations remains a fundamental challenge in statistical machine learning, particularly for applications in safety-critical domains. In this work, we propose novel non-asymptotic probabilistic uniform error bounds for kernel-based regression. Compared to related bounds in the literature that are restricted to (conditionally) independent sub-Gaussian noise, our bounds allow to consider a broad class of non-Gaussian distributions, such as sub-Gaussian, bounded, sub-exponential, and variance/moment-bounded noise. Moreover, our results apply to correlated and uncorrelated noise. We compare our proposed error bounds with existing results in terms of the induced uncertainty region and their performance in safe control, demonstrating the tightness of the proposed bounds.

In machine learning, a critical class of decision-related problems concerns preventing predicted undesirable outcomes, referred to as the \textit{avoiding undesired future} (AUF) problem. To address this, the \textit{rehearsal learning} framework has been proposed to model influence relations for effective decisions. However, existing rehearsal methods rely on restrictive parametric assumptions such as linear systems or additive noise, limiting their practical applicability. In this paper, we propose the first non-parametric rehearsal learning approach for AUF without assuming specific functional forms of data generation processes. Specifically, we use kernel machinery to reformulate the AUF objective into a unified representation that disentangles desirability modeling from action-induced distributional changes. To handle the discontinuity of desirability indicator, we present a smooth Probit surrogate and provide an approximation error bound. Meanwhile, we capture the action-induced changes via conditional mean embeddings, and develop a kernel ridge regression based nested estimator for AUF objective with consistency guarantees. Such a formulation naturally accommodates nonlinear systems and non-additive noise, and empirical results on synthetic and real-data-derived semi-synthetic benchmarks demonstrate the effectiveness and flexibility of our approach.

Uncertainty quantification complements model predictions by characterizing their reliability, which is essential for high-stakes decision making such as medical image segmentation. However, most existing methods reduce uncertainty to a scalar confidence estimate, leaving its spatial distribution semantically underconstrained. In this work, we focus on uncertainty interpretability, namely, whether estimated uncertainty behaves in a human-understandable manner with respect to sources of ambiguity. We identify three perception-aligned principles requiring the spatial distribution of uncertainty to reflect: (1) image contrast between structures, (2) severity of image corruption, and (3) geometric complexity in anatomical structures. Accordingly, we develop a principle-guided uncertainty supervision framework (PriUS) based on evidential learning, in which the corresponding supervision objectives are explicitly enforced during training. We further introduce quantitative metrics to measure the consistency between predicted uncertainty and image attributes that induce ambiguity. Experiments on ACDC, ISIC, and WHS datasets showed that, compared with state-of-the-art methods, PriUS produced more consistent uncertainty estimates while maintaining competitive segmentation performance.

LLMs are increasingly used to explain personal sensing data, translating traces of activity and mood into natural-language accounts of why an anomalous day may have occurred. However, such explanations can sound coherent and personally meaningful even when the underlying evidence is sparse or missing. We introduce epistemic overreach (EO) as a measure for cases where a generated explanation implies more than the available sensing evidence can justify. To audit how often and in what forms EO occurs, we obtained anomalous-day scenarios from three longitudinal sensing datasets of college students: StudentLife, GLOBEM, and CollegeExperience. Across activity, sleep, and affect anomalies, we generated 14,922 explanations using three LLM families -- Llama, Qwen, and GPT -- under two prompting conditions: one minimally constrained prompt and another prompt explicitly instructing models to bound claims to the data. For each scenario, we varied the amount of behavioral evidence available to the model to examine whether more evidence reduces EO. We evaluated each explanation using a structured rubric, decomposing EO into the dimensions of unsupported causal attribution, unacknowledged data gaps, overconfident language, temporal inconsistency, and diagnostic inference. We find that LLMs routinely attribute anomalous days to causes without sufficient support from the data, and that this pattern replicates across datasets, anomaly types, and model families. Further, providing richer context does not reliably reduce EO; bounded prompting helps but does not eliminate it. These findings suggest that evidential grounding should be a first-order evaluation criterion for LLM-generated personal sensing explanations, alongside fluency and plausibility. We argue that personal sensing explanations require evidential discipline: systems must distinguish what is observed, what is inferred, and what remains unknown.

Confidence sequences based on test martingales provide time-uniform uncertainty quantification for the mean of bounded IID observations without parametric distributional assumptions. Their practical efficiency, however, depends strongly on the choice of martingale updates, and many existing constructions do not exploit prior information about plausible data-generating distributions or mean values. We propose a Bayes-assisted framework that uses a Bayesian working predictive model to adaptively construct confidence sequences. For each candidate mean and time point, the predictive distribution selects, among valid one-step martingale factors, the update maximising predictive expected log-growth; validity is therefore preserved even when the prior or working model is misspecified. We prove that if the predictive distribution is Wasserstein-consistent, the resulting procedure is asymptotically log-optimal, matching the per-sample log-growth of an oracle procedure with access to the true distribution. We instantiate the framework using robust predictives based on Dirichlet-process mixtures and Bayesian exponentially tilted empirical likelihood. Experiments on synthetic data, sequential best-arm identification for LLM evaluation, and prediction-powered inference show that informative priors can substantially reduce confidence-sequence width and sampling effort while retaining anytime-valid coverage.

We characterize the minimax rate of estimating the second-order calibration error for binary classification, which quantifies whether a higher-order predictor's epistemic-uncertainty estimate matches the conditional variance of the label probability on its level sets. Our key observation is that the sech perturbation kernel, previously used only to enforce smoothness of calibration functions, in fact makes them analytic in a strip of half-width $hπ/2$. Polynomial regression then estimates the calibration error at rate $\tilde{O}(1/\sqrt{n})$, with explicit constants, a qualitative improvement over the $O(n^{-1/4})$ rate achievable by bucketing or kernel smoothing. A matching $Ω(1/\sqrt{n})$ lower bound establishes minimax optimality up to logarithmic factors. As a corollary, we give the first finite-sample guarantee for second-order Platt scaling, yielding a post-hoc procedure that recalibrates both the mean prediction and the epistemic-variance estimate of any higher-order predictor. Along the way, we provide a bucket-free definition of second-order calibration and relate it quantitatively to the bucketed formulation of Ahdritz et al. [2025]. Our experiments confirm the predicted rate and the quality of the recalibrated uncertainties.

A key strategy for balancing performance and cost in modern machine learning systems is to dynamically route queries to either a low-cost model or a more expensive oracle (such as a large pretrained model or human expert), an approach known as model routing. In this work we present a new uncertainty-aware router that (1) avoids unnecessary oracle calls on inherently ambiguous queries, and (2) adapts dynamically to different loss functions and cost parameters through simple hyperparameter changes, without retraining. Our method, applicable to any classification setting where multiple independent annotations per input are available, is based on decomposing total uncertainty into irreducible and reducible components using higher-order predictors [Ahdritz et al., 2025]. This enables a unified approach to both routing and abstention: predict with the weak model when uncertainty is low, route to the oracle when reducible uncertainty is high, and abstain when irreducible uncertainty is high. Our router comes with strong theoretical guarantees bounding regret relative to optimal task-specific routers. We conduct experiments on both synthetic and real-world datasets that demonstrate the benefits of our approach in suitable regimes -- in particular, whenever reducible and irreducible uncertainty are not too correlated.

Semiconductor materials manufacturing presents unique challenges for machine learning deployment due to evolving process conditions, equipment degradation, and raw material variability that can cause model performance deterioration over time. This study benchmarks machine learning operations (MLOps) retraining strategies using five years of real manufacturing data to identify optimal retraining approaches for quality prediction. We evaluate various retraining frequencies and hyperparameter optimization strategies using control limit normalized residuals as key performance metric. Results demonstrate that a fixed retraining cadence every five production batches without hyperparameter retuning achieves superior performance across all drift conditions while significantly reducing computational overhead compared to strategies incorporating hyperparameter optimization. This approach effectively maintains model accuracy during both abrupt process changes and gradual equipment degradation patterns. To address the critical need for uncertainty quantification in manufacturing decision-making, we implement conformal prediction to generate prediction confidence intervals with strong statistical guarantees. This enables proactive quality control by identifying when prediction intervals fall within acceptable control limits, transforming traditional reactive quality management into a predictive framework. The findings provide practical guidelines for implementing robust MLOps strategies in manufacturing environments where computational efficiency and reliable uncertainty quantification are paramount for operational success.

While explicit reasoning trajectories enhance model interpretability, existing paradigms often rely on monolithic chains that lack intermediate verification, allowing early errors to cascade unchecked. This lack of modularity impedes granular auditing and compromises the epistemic trust required for high-stakes applications. We propose MAVEN (Multi-Agent Verification-Elaboration Network with In-Step Epistemic Auditing), a blackboard-inspired framework designed to transform LLMs into deliberate reasoners through explicit role-decoupling. At its core, MAVEN operationalizes an adversarial Skeptic-Researcher-Judge loop, simulating expert deliberation by functionally separating logical defense from factual grounding. Experiments on OpenBookQA, TruthfulQA, HALUEVAL and StrategyQA benchmarks demonstrate that MAVEN delivers superior reasoning quality across four fine-grained metrics. Notably, MAVEN consistently outperforms latent reasoning models such as GEMINI-3.1-Pro and consensus-based baselines (e.g., ReConcile) by generating explicitly structured, modular, and verifiable deliberation trajectories, rather than relying on implicit internal states or post-hoc consensus. Moreover, comprehensive evaluations confirm that MAVEN is fully model-agnostic, serving as a strong and transferable reasoning booster that yields substantial performance improvements across diverse backbone models.

Conformal Prediction (CP) is a distribution-free method for constructing prediction sets with marginal finite-sample coverage guarantees, making it a suitable framework for reliable uncertainty quantification in safety-critical object detection. However, object detection introduces structured multi-output predictions, complicating the application of classical CP theory developed for single outputs. In addition, standard, unscaled CP produces fixed-width prediction intervals across inputs, leading to unnecessary width for low-uncertainty predictions. While scaled CP addresses this by adapting the interval width to an input-dependent uncertainty estimate, prior work has neither systematically compared unscaled and scaled CP for multi-class object detection, nor integrated CP with a complementary uncertainty quantification method in this setting. We fill this gap by: (i) applying CP coordinate-wise to bounding box corners with a Bonferroni correction for box-level guarantees; (ii) scaling the resulting intervals using per-prediction aleatoric uncertainty estimates derived from a probabilistic object detector trained with loss attenuation, evaluated in uncalibrated and two calibrated variants; (iii) extending to a two-step pipeline that constructs prediction sets for the class using RAPS and conditions the conformalized bounding boxes on the predicted class set. Across three autonomous driving datasets (KITTI, BDD, CODA), including a cross-domain setting under distribution shift, scaled CP consistently improves interval sharpness over unscaled CP, achieving up to 19% higher IoU and 39% lower interval scores, without sacrificing coverage. Class-wise calibration further improves coverage for both variants with a negligible effect on sharpness. Together, these improvements yield more actionable uncertainty estimates for real-time, real-world object detection.

This paper proposes a novel framework for implicit multi-camera system calibration utilizing Gaussian Process (GP) regression. Conventional explicit calibration methods are constrained by rigid mathematical models and struggle with complex, non-linear distortions from unconventional optics, while existing neural network-based implicit approaches are typically data-hungry and lack inherent uncertainty quantification (UQ). Our GP-based model directly learns the complex, non-linear mapping from 2D image coordinates across all cameras to a 3D world coordinate, completely bypassing time-consuming estimation of explicit intrinsic and extrinsic parameters. Moreover, the inherent UQ is critical for transforming a simple 3D point prediction into a verifiable 3D measurement, complete with statistically-sound confidence bounds. To further enhance data efficiency and practical deployment, we integrate Active Learning (AL), which intelligently leverages the GP's predictive uncertainty to strategically guide the acquisition of new calibration data. This approach results in a robust, data-efficient, and reliable calibration solution, proving particularly effective in practical scenarios where collecting extensive calibration data is a dominant constraint. Our experiments show that the uncertainty for the 3D predictions is higher closer to the cameras. The data points in $uv$-coordinate space are more sparse in that region, even though they are not in 3D space. This work is relevant for anyone who is tasked with the calibration of complex multi-camera systems.

Distributed agents in real-world settings frequently must coordinate under uncertainty with only partial observations. Coordination is necessary to share beliefs to aid in task completion, but communication costs bandwidth, introduces latency, and if done poorly, can degrade collective reasoning. This tension is especially acute in bandwidth-constrained deployments such as distributed sensing networks, autonomous reconnaissance, and collaborative cyber defense, where excessive transmission carries direct operational costs. Existing work has focused on multi-agent exploration and communication strategies, but not on how communication frequency and content jointly shape the collective belief state. Central to this challenge is the degree to which agents maintain compatible internal beliefs about the environment, a property we term \textit{epistemic alignment}. When agents share beliefs effectively, they converge on correct hypotheses; when communication is poorly designed, agents may converge confidently on wrong ones. We formalize this distinction and show it is not detectable from coordination metrics alone such as Jensen-Shannon Divergence or rate to consensus.

Vacuity, or Uncertainty Mass (UM), is commonly used as a metric to evaluate Out-of-Distribution (OOD) detection in Evidential Deep Learning (EDL). It generally involves dividing the number of classes ($K$) by the total strength of belief ($S$) of the model's predictions, where $S$ is derived from summing the Dirichlet parameters. As such, UM is sensitive to the cardinality of $K$. In particular, it is unlikely in practice that there is a linear relationship between $K$ and $S$ as $K$ and $S$ increase due to the nature of EDL (suppressing incorrectly assigned evidence). As a result, when comparing In Distribution (ID) and OOD results, it is important that $K_{\mathrm{ID}}$ and $K_{\mathrm{OOD}}$ are equal; something that is not always ensured in practice. We provide an empirical demonstration of how results for AUROC and AUPR can substantially differ when class cardinality between ID and OOD differs by 1, with AUROC differing by as much as 0.318 and AUPR by 0.613 for standard EDL, and AUROC by 0.360 and AUPR by 0.683 for IB-EDL. More concretely, our findings isolate an evaluation artefact: when K differs between ID and OOD, AUROC/AUPR can be artificially inflated without any change in model predictions. We further discuss the evaluation of EDL over causal language models using Multiple-Choice Question-Answer (MCQA) datasets and argue for clearer definitions of ID and OOD in this context. Our primary contribution is an empirical and theoretical demonstration that vacuity-based OOD detection in EDL-fine-tuned LLMs is highly sensitive to uncontrolled differences in evaluated class cardinality.

Knowledge Tracing (KT) is fundamental to intelligent education systems, yet relies on educational logs that are selectively observed. The non-random nature of exercise recommendations and student choices inevitably induces severe selection bias. Most existing KT methods neglect this issue, training on observed logs using standard empirical risk, which yields biased mastery estimates and accumulates errors in subsequent recommendations. To address this, we introduce a doubly robust (DR) formulation for KT that integrates a propensity model with an error imputation model, theoretically guaranteeing unbiasedness if either model is accurate. Beyond unbiasedness, in the sequential setting of KT, we identify that the estimator's performance is compromised by variance-dependent stochastic deviations that accumulate over time, thereby causing training instability and limiting performance. To mitigate this, we derive a generalization bound that explicitly characterizes the impact of estimator variance and identifies temporal smoothness as a key factor in controlling it. Building on these theoretical insights, we propose the Temporal Smoothness Doubly Robust (TSDR) framework. TSDR jointly optimizes the KT predictor and the imputation model with a smoothness regularizer, effectively reducing variance while preserving the unbiasedness guarantee of DR. Experiments on multiple real-world benchmarks demonstrate that TSDR consistently enhances various state-of-the-art KT backbones, underscoring the vital role of principled bias correction in KT.

Large language models (LLMs) have progressed rapidly in complex reasoning and question answering, yet LLM hallucination remains a central bottleneck that hinders practical deployment, especially for commercial black-box LLMs accessible only via APIs. Existing uncertainty quantification methods typically depend on computationally expensive multiple sampling or internal parameters, which prevents real-time estimation and fails to capture information implicit in the black-box reasoning process. To address this issue, we propose Distribution-Aligned Adversarial Distillation (DisAAD), which introduces a generation-discrimination architecture to guide a lightweight proxy model to learn the high-quality regions of the output distribution of the black-box LLM, thus effectively endowing it with the ability to know whether the black-box LLM knows or not. Subsequently, we use the proxy model to reproduce the specific responses of the black-box LLM and estimate the corresponding uncertainty based on evidence learning. Extensive experiments have verified the effectiveness and promise of our proposed method, indicating that a proxy model even one that only accounts for 1% of the target LLM's size can achieve reliable uncertainty quantification.

Reliable uncertainty estimation for 3D object detection is critical for deploying safe autonomous systems, yet modern detectors remain poorly calibrated, especially under distribution shifts. Although post-hoc calibration methods address this issue and provide improved calibration for in-distribution tests, they fail to adapt in distribution-shifted scenarios. In this work, we address this issue and introduce a density-aware calibration method that couples post-hoc calibrators with the feature density of latent object queries from DETR-style 3D object detectors. These queries form a compact, location and class-aware feature, ideal for density estimation, allowing our approach to adjust model confidences in distribution-shift scenarios. By fitting a density estimator on these query features, our approach jointly recalibrates both classification and bounding box regression uncertainties. On both a multi-view camera and LiDAR-based detector, our approach consistently outperforms standard post-hoc methods in both in-distribution and distribution-shifted scenarios. Code available https://tillbeemelmanns.github.io/query2uncertainty/ .

Automated mental health prediction using textual data has shown promising results with deep learning and large language models. However, deploying these models in high-stakes real-world settings remains challenging, as existing approaches largely rely on semantic representations and often produce overconfident predictions under ambiguous, noisy, or shifted data. Moreover, most methods lack reliable uncertainty estimation, undermining trust in risk-sensitive mental health applications. To address these limitations, we formulate the task as a multi-view learning problem that integrates semantic information from encoder-only models with higher-level reasoning information from decoder-only models, where reasoning-aware representations and uncertainty modeling are obtained in a trustworthy manner. To ensure reliable fusion, we adopt an evidential learning framework based on Subjective Logic to explicitly model uncertainty and introduce an evidential fusion strategy that balances complementary views while discounting unreliable evidence. Benchmarking on three real-world datasets, Dreaddit, SDCNL, and DepSeverity, reports accuracies of 0.835, 0.731, and 0.751, respectively, demonstrating its potential for reliable mental health prediction. Additional experiments on robustness to noise and case studies for interpretability confirm that our proposed framework not only improves predictive performance but also provides trustworthy uncertainty estimates and human-understandable reasoning signals, making it suitable for risk-sensitive applications in mental health assessment.

Uncertainty quantification (UQ) in graph neural networks (GNNs) is crucial in high-stakes domains but remains a significant challenge. In graph settings, message passing often relies on strong assumptions such as exchangeability, which are rarely satisfied in practice, and achieving reliable UQ typically requires costly resampling or post-hoc calibration. To address these issues, we introduce Quantile-free Prediction Interval GNN (QpiGNN), a framework that builds on quantile regression (QR) to enable GNN-based UQ by directly optimizing coverage and interval width without requiring quantile inputs or post-processing. QpiGNN employs a dual-head architecture that decouples prediction and uncertainty, and is trained with label-only supervision through a quantile-free joint loss. This design allows efficient training and yields robust prediction intervals, with theoretical guarantees of asymptotic coverage and near-optimal width under mild assumptions. Experiments on 19 synthetic and real-world benchmarks show QpiGNN achieves average 22% higher coverage and 50% narrower intervals than baselines, while ensuring efficiency and robustness to noise and structural shifts.

This article proposes a general optimization framework for solving hand-eye calibration problem. Unlike traditional methods, an iterative algorithm based on Lie algebra that achieves approximately global optimal solutions is developed. During the optimization process, the method strictly preserves the structural constraints of the calibration parameters and enables synchronized updates between calibration parameters. Recognizing that data used in real-word hand-eye calibration often contain uncertainty, especially in over-loading and large workspace industrial robot scenarios, which can significantly degrade accuracy, and accurately modeling such uncertainty is inherently difficult, this article avoids explicit uncertainty modeling. Instead, an uncertainty metric to evaluate the relative uncertainty between data sources is introduced and used to dynamically refine the iterative process. To further enhance convergence efficiency, an effective initial solution generation method that improves overall stability and accuracy is designed. Numerical simulations and real-world experiments validate the effectiveness of the proposed approach, and in synthetic datasets, the proposed approach improves the estimation accuracy by at least 67% under high-uncertainty conditions compared with the existing methods.

Uncertainty quantification (UQ) is an important technique for ensuring the trustworthiness of LLMs, given their tendency to hallucinate. Existing state-of-the-art UQ approaches for free-form generation rely heavily on sampling, which incurs high computational cost and variance. In this work, we propose the first gradient-based UQ method for free-form generation, SemGrad, which is sampling-free and computationally efficient. Unlike prior gradient-based methods developed for classification tasks that operates in parameter space, we propose to consider gradients in semantic space. Our method builds on the key intuition that a confident LLM should maintain stable output distributions under semantically equivalent input perturbations. We interpret the stability as the gradients in semantic space and introduce a Semantic Preservation Score (SPS) to identify embeddings that best capture semantics, with respect to which gradients are computed. We further propose HybridGrad, which combines the strengths of SemGrad and parameter gradients. Experiments demonstrate that both of our methods provide efficient and effective uncertainty estimates, achieving superior performance than state-of-the-art methods, particularly in settings with multiple valid responses.

Distributed collaborative intelligence (DCI), encompassing edge-to-edge architectures, federated learning, transfer learning, and swarm systems, creates environments in which emergent risk is structurally unavoidable: locally correct decisions by individual agents compose into globally unacceptable behavioral trajectories under uncertainty. Existing approaches such as constrained optimization, safe reinforcement learning, and runtime assurance evaluate acceptability at the level of individual actions rather than across behavioral trajectories, and none addresses the multi-participant, uncertainty-laden nature of DCI deployments. This paper introduces mechanical conscience (MC), a novel concept and simplified mathematical framework that operationalizes trajectory-level normative regulation for both single-agent and distributed intelligent systems. Mechanical conscience is defined as a supervisory filter that minimally corrects a baseline policy's actions to reduce cumulative deviation from a normatively admissible region, while accounting for epistemic uncertainty. We introduce associated constructs, conscience score, mechanical guilt, and resonant dependability, that provide an interpretable vocabulary and computable governance signals for this emerging field. Core theoretical properties are established: admissibility equivalence, existence of optimal regulation, and monotonic deviation reduction. Illustrative results demonstrate that MC-regulated agents maintain trajectory-level normative acceptability where conventional controllers drift outside admissible bounds, and that the framework naturally extends to suppress interaction-induced emergent risk in multi-agent DCI settings.

Evidential Deep Learning (EDL) enables single-pass uncertainty estimation by predicting Dirichlet evidence, but it can remain overconfident and poorly calibrated, and it often fails to represent multi-modal epistemic uncertainty. We introduce Gated Evidential Mixtures (GEM), a family of models that learns an in-model energy signal and uses it to gate evidential outputs end-to-end in a distance-informed manner. GEM-CORE learns a feature-level energy and maps it to a bounded gate that smoothly suppresses evidence when support is low. To capture epistemic multi-modality without multi-pass ensembling, GEM-MIX adds a lightweight mixture of evidential heads with learned routing weights while preserving single-pass inference. Finally, GEM-FI stabilizes mixture allocations via a Fisher-informed regularizer, reducing head collapse and producing smoother boundary uncertainty. Across image classification and OOD detection benchmarks, GEM improves calibration and ID/OOD separation with single-pass inference. On CIFAR-10, GEM-FI vs. DAEDL improves accuracy from 91.11 to 93.75 (+2.64 pp), reduces Brier x100 from 14.27 to 6.81 (-7.46), and also improves misclassification-detection AUPR from 99.08 to 99.94 (+0.86). For epistemic OOD detection, GEM-FI achieves AUPR/AUROC of 92.59/95.09 on CIFAR-10 to SVHN and 90.20/89.06 on CIFAR-10 to CIFAR-100, compared with 85.54/89.30 and 88.19/86.10 for DAEDL.

Bayesian predictive inference propagates parameter uncertainty to quantities of interest through the posterior-predictive distribution. In practice, this is typically performed using a two-stage procedure: first approximating the posterior distribution of model parameters, and then propagating posterior samples through the predictive model via Monte Carlo simulation. This sequential workflow can be computationally demanding, particularly for high-fidelity models such as those governed by partial differential equations. We propose a variational Bayesian framework that directly targets the posterior-predictive distribution and jointly learns variational approximations of both the posterior and the corresponding predictive distribution. The formulation introduces a variational upper bound on the Kullback--Leibler divergence together with moment-based regularization terms. The variational distributions are trained in an amortized manner, shifting computational effort to an offline stage and enabling efficient online inference. Numerical experiments ranging from analytical benchmarks to a finite-element solid mechanics problem demonstrate that the proposed method achieves more accurate predictive distributions than conventional two-stage variational inference, while substantially reducing the cost of online predictive inference.

Visual affordances identify regions in an image with potential interactions, offering a novel paradigm for scene understanding. Recognizing affordances allows autonomous robots to act more naturally, could enhance human-robot interactions, enrich augmented reality systems, and benefit prosthetic vision devices. Accurate and localized prediction of affordance regions, rather than general saliency maps is crucial for these applications. We present a model for instance segmentation of affordances by adopting sample-based and ensembles approaches for uncertainty estimation. We extend an attention-based architecture for our novel task, showing with detailed ablation experiments the effects of each component. By comparing the distribution of these different detections, we extract pixel-wise epistemic and aleatoric variances at both the semantic and spatial levels. In addition, we propose a novel measure called Probability-based Mask Quality, which enables a comprehensive analysis of semantic and spatial variations in a probabilistic instance segmentation model. Our results show that the global consensus of multiple sub-networks of Bayesian models improve deterministic networks due to a better mask refinement and generalization. This fact, joined with the more powerful features extracted by attention-based mechanisms, represent an improvement of +7.4 p.p on the $F_β^w$ score in the challenging IIT-Aff dataset. Bayesian models are also better calibrated, producing less overconfident probabilities and with a better uncertainty estimation. Qualitative results show that aleatoric variance appears in the contour of the objects, while the epistemic variance is observed in visual challenging pixels, adding interpretability to the neural network.

Financial market forecasting is inherently uncertain, yet most deep learning approaches rely on point predictions that provide only single-value estimates without quantifying uncertainty. Such predictions are insufficient for risk-aware decision-making, as they fail to capture the range of possible outcomes and the associated confidence of forecasts.The problem can be solved using prediction intervals, which allow obtaining an upper and lower bound for the prediction, thus enabling uncertainty representation in the model. Yet, the current methods tend to disregard relationships between assets or cannot simultaneously ensure good calibration and sharpness of the resulting intervals in dynamically changing market regimes. In our work, we propose a spatio-temporal graph-based approach with a bi-level chaotic fusion technique to solve this problem. Our model uses separate nonlinear transformation functions to estimate the interval center and width. Additionally, a volatility-aware gating mechanism is used to make predictions dependent on the regime in which the market operates. Temporal dependencies are considered by embedding graph structures and sequentially modeling them. Training is conducted according to a Lower-Upper Bound Estimation (LUBE) objective. Our experimental results show significant improvements compared to existing baselines (LSTM, GRU, GCN, HGNN) when applied to data from 2016 to 2026 with 43 leading companies in eight sectors of the NSE. It provides the lowest Winkler score (0.0778), tightest prediction intervals (PIAW = 0.1407), and highest coverage (PICP = 96.6%), with all differences statistically significant (p < 0.001) according to the Diebold-Mariano test.

Cross-lingual topic modeling aims to discover shared semantic structures across languages, yet existing models depend on sparse bilingual resources and often yield incoherent or weakly aligned topics. Recent LLM-based refinements improve interpretability but are costly, document-level, and prone to hallucination, with prior white-box approaches requiring inaccessible token probabilities. We propose LLM-XTM, a framework that integrates LLM-guided topic refinement with self-consistency uncertainty quantification, enabling black-box, stable, and scalable enhancement of cross-lingual topic models. Experiments on multilingual corpora show that LLM-XTM achieves superior topic coherence and alignment while reducing reliance on bilingual dictionaries and expensive LLM calls.

Accurate, unified models for event cameras (ECs) remain elusive, hampering calibration and algorithm design. We develop a foundational probabilistic model for EC event detection, grounded in photon statistics, that unifies the description of static scene noise events and step response curves (S-curves) within a single analytical framework. Three formulations of the probability distributions are derived, spanning all intensity regimes: exact Poisson, saddle-point, and Gaussian. The model reveals the underlying connection between these otherwise disparate EC behaviors and clarifies the interpretation of S-curves, which we show is more nuanced than selecting a fixed probability threshold. Based on this model, we propose Noise2Params, a method for determining camera-specific values of the log-contrast threshold $B$, the lux-to-photon conversion factor $α$, and the leakage term $θ$ (found to be intensity dependent), via error minimization against observed noise-event distributions. Noise2Params requires only recordings of static, uniform scenes, offering an experimentally accessible alternative to approaches that demand specialized dynamic light sources. We further support the validity the model by training convolutional neural networks (CNNs) on synthetic noise images generated from our distributions and evaluating their ability to reconstruct static scenes from experimental data. We further demonstrate the utility of our model by showing that CNNs incorporating synthetic data outperform those trained solely on experimental data. Our framework provides a quantitative foundation for EC calibration, noise-aware algorithm design, and applications in photon-limited regimes.

The effectiveness of active learning hinges on the choice of the acquisition criterion by which a learning algorithm selects potentially informative data points whose label is subsequently queried. This paper proposes a novel gradient-based acquisition criterion, derived from a generalization bound introduced by Luo et al. (2022). This criterion can be applied in lieu of uncertainty measures in uncertainty sampling, or incorporated into diversity-based methods that consider the spread of sampled points in addition to the uncertainty of their labels. We provide a theoretical justification of the proposed acquisition criterion, and demonstrate its effectiveness in an empirical evaluation.

Recursive reasoning systems alternate between acquiring new evidence and refining an accumulated understanding. Two design choices are typically left implicit: how to represent the evolving reasoning state, and when to stop iterating. This paper addresses both. We represent the reasoning state as an epistemic state graph encoding extracted claims, evidential relations, open questions, and confidence weights. We define the order-gap as the distance between the states reached by expand-then-consolidate versus consolidate-then-expand; a small order-gap suggests that the two orderings agree and further iteration is unlikely to help. Our main result gives a necessary and sufficient condition for the linearised order-gap to be non-degenerate near the fixed point, showing when the criterion is informative rather than algebraically vacuous. This is a local condition, not a global convergence guarantee. We apply the framework to recursive reasoning systems and sketch its application to agent loops, tree-of-thought reasoning, theorem proving, and continual learning.

Deep neural networks achieve impressive results across diverse applications, yet their overconfidence on unseen inputs necessitates reliable epistemic uncertainty modeling. Existing methods for uncertainty modeling face a fundamental dilemma: Bayesian approaches provide principled estimates but remain computationally prohibitive, while efficient second-order predictors lack rigorous connections between their specific objectives and epistemic uncertainty quantification. To resolve this dilemma, we introduce Dirichlet-approximated possibilistic posterior predictions (DAPPr), a principled framework grounded in possibility theory. We define a possibilistic posterior over parameters, project it to the prediction space via supremum operators, and approximate the projected posterior using learnable Dirichlet possibility functions. This projection-and-approximation strategy yields a simple training objective with closed-form solutions. Despite its simplicity, extensive experiments across diverse benchmarks show that DAPPr achieves competitive or superior uncertainty quantification performance over state-of-the-art second-order predictors while maintaining both principled derivation and computational efficiency. Code is available at https://github.com/MaxwellYaoNi/DAPPr.

Operator learning enables fast surrogate modelling of high-dimensional dynamical systems, but existing approaches face two fundamental limitations: the quadratic cost of dense neural layers and unreliable uncertainty quantification in safety-critical settings. We propose Conformalized Quantum DeepONet Ensembles, a framework that addresses both challenges simultaneously. Using Quantum Orthogonal Neural Networks (QOrthoNNs), we characterize the resource regime in which their established $\widetilde{\mathcal{O}}(n)$ hidden-layer running-time scaling improves on the $\mathcal{O}(n^2)$ cost of a classical dense layer. To quantify uncertainty, we combine ensemble predictions with split conformal calibration. For a new input-output function pair jointly exchangeable with the calibration pairs, we prove a finite-sample, distribution-free lower bound on the expected fraction of covered query locations. As a secondary proof-of-concept, we explore hybrid classical-quantum architectures and superposed execution to manage ensemble runtime and hardware requirements. Experiments on synthetic operator benchmarks and real-world power-system dynamics show accurate predictions under ideal simulation and empirical coverage near the target under both ideal conditions and selected compact-circuit simulations with depolarizing or device-calibrated composite noise. Together, these results connect resource-aware scalability analysis with finite-sample uncertainty guarantees for quantum operator learning.

Background: Timely, uncertainty-aware forecasting from irregular electronic health records (EHR) can support critical-care decisions, yet most approaches either impute to a grid or sacrifice interpretability. We introduce StructGP, a continuous-time multi-task Gaussian process that couples process convolutions with differentiable structure learning to uncover a sparse, ordered directed acyclic graph (DAG) of inter-variable dependencies while preserving principled uncertainty. We further propose LP-StructGP, which augments StructGP with latent pathways-shared, temporally shifted trajectories inferred via subject-specific coupling filters and a softmax gating mechanism-to capture cross-patient progression patterns. Both models are trained under sparsity and acyclicity constraints (augmented Lagrangian, Adam) using scalable low-rank updates. Results: In simulations, the approach reliably recovers ground-truth graphs (Structural Hamming Distance approaching 0 as cohorts grow) and pathway assignments (high Adjusted Rand Index). On a MIMIC-IV septic shock cohort (n=1,008; norepinephrine, creatinine, mean arterial pressure), StructGP improves short-horizon (6 h) forecasting over independent-task baselines (average RMSE 0.68 [95%CI: 0.63--0.74] vs. 0.88 [0.83-0.94]) and, with 15 additional inputs, markedly outperforms unstructured kernels (0.63 [0.58-0.69] vs. 3.02 [2.85-3.18]) with superior calibration (coverage 0.96 vs. 0.84). On the PhysioNet Challenge (12k patients, 41 variables), StructGP attains competitive accuracy (MAE 3.72e-2) relative to a state-of-the-art graph neural model while maintaining calibrated uncertainty. Conclusion: These results show that structured process convolutions with latent pathways deliver interpretable, scalable, and well-calibrated forecasting for irregular clinical time series.

Democratic discourse analysis systems increasingly rely on multi-agent LLM pipelines in which distinct evaluator models are assigned adversarial roles to generate structured, multi-perspective assessments of political statements. A core assumption is that models will reliably maintain their assigned roles. This paper provides the first systematic empirical test of that assumption using the TRUST pipeline. We develop an epistemic stance classifier that identifies advocate roles from reasoning text without relying on surface vocabulary, and measure role fidelity across 60 political statements (30 English, 30 German) using four metrics: Role Drift Index (RDI), Expected Drift Distance (EDD), Directional Drift Index (DDI), and Entropy-based Role Stability (ERS). We identify two failure modes - the Epistemic Floor Effect (fact-check results create an absolute lower bound below which the legitimizing role cannot be maintained) and Role-Prior Conflict (training-time knowledge overrides role instructions for factually unambiguous statements) - as manifestations of a single mechanism: Epistemic Role Override (ERO). Model choice significantly affects role fidelity: Mistral Large outperforms Claude Sonnet by 28pp (67% vs. 39%) and exhibits a qualitatively different failure mode - role abandonment without polarity reversal - compared to Claude's active switch to the opposing stance. Role fidelity is language-robust. Fact-check provider choice is not universally neutral: Perplexity significantly reduces Claude's role fidelity on German statements (Delta = -15pp, p = 0.007) while leaving Mistral unaffected. These findings have direct implications for multi-agent LLM validation: a system validated without role fidelity measurement may systematically misrepresent the epistemic diversity it was designed to provide.

We propose UAPAR, an Uncertainty-Aware Pedestrian Attribute Recognition framework. To the best of our knowledge, this is the first EDL-based uncertainty-aware framework for pedestrian attribute recognition (PAR). Unlike conventional deterministic methods, which fail to assess prediction reliability on low-quality samples, UAPAR effectively identifies unreliable predictions and thus enhances system robustness in complex real-world scenarios. To achieve this, UAPAR incorporates Evidential Deep Learning (EDL) into a CLIP-based architecture. Specifically, a Region-Aware Evidence Reasoning module employs cross-attention and spatial prior masks to capture fine-grained local features, which are further processed by an evidence head to estimate attribute-wise epistemic uncertainty. To further enhance training robustness, we develop an uncertainty-guided dual-stage curriculum learning strategy to alleviate the adverse effects of severe label noise during training. Extensive experiments on the PA100K, PETA, RAPv1, and RAPv2 datasets demonstrate that UAPAR achieves competitive or superior performance. Furthermore, qualitative results confirm that the proposed framework generates uncertainty estimates that are predictive of challenging or erroneous samples.

Uncertainty estimation is essential for robust decision-making in the presence of ambiguous or out-of-distribution inputs. Gaussian Processes (GPs) are classical kernel-based models that offer principled uncertainty quantification and perform well on small- to medium-scale datasets. Alternatively, formulating the weight space learning problem under tensor network assumptions yields scalable tensor network kernel machines. However, these assumptions break Gaussianity, complicating standard probabilistic inference. This raises a fundamental question: how can tensor network kernel machines provide principled uncertainty estimates? We propose a novel Bayesian Tensor Network Kernel Machine (LA-TNKM) that employs a (linearized) Laplace approximation for Bayesian inference. A comprehensive set of numerical experiments shows that the proposed method consistently matches or surpasses Gaussian Processes and Bayesian Neural Networks (BNNs) across diverse UCI regression benchmarks, highlighting both its effectiveness and practical relevance.