Uncertainty Quantification

Also known as UQ

Latest papers 431

Oct 7, 2026cs.LG

Fluctuations of Nonlinear Observables in Mean Field Neural Network Training

Mean field limits describe the training dynamics of wide neural networks through the evolution of the empirical distribution of their parameters. Although functional central limit theorems characterize the asymptotic fluctuations of this distribution, quantities of practical interest are typically nonlinear observables of the parameter distribution rather than the distribution itself. In this work, we show how these mean field fluctuations propagate to finite dimensional nonlinear observables for shallow neural networks trained by stochastic gradient descent. Working in the weighted Sobolev space in which the limiting fluctuation process is constructed, we apply a functional Delta method under ordinary Fr{é}chet differentiability, without requiring Lions derivatives with respect to the measure variable. We obtain a central limit theorem for the observables and, under a suitable representation of their differentials, an explicit covariance formula inherited from the underlying mean field fluctuation theory. We also study whether prescribed quantities of interest can be recovered from the selected observations. Under a constant rank assumption, we prove that a quantity of interest factors locally through the observation functional if and only if, throughout a neighborhood, the kernel of the differential of the observation is contained in that of the quantity of interest. Thus, a differential condition expressed directly in the ambient Sobolev space yields an exact nonlinear local factorization. These results provide a framework both for quantifying finite-width uncertainty on observable, statistically or physically meaningful quantities and for assessing whether the chosen observations contain the information required to identify them.
Oct 7, 2026cs.AI

A Tale of Two Error Categories: Exploring Concealed Trade-Offs in the Errors of Automated Judges in Evaluation of Uncertainty Quantifiers

The wide adoption of LLMs across broad NLG applications heightens the importance of providing users with the means to avert errors and hallucinations. Uncertainty quantification is poised to fill that gap; with low uncertainty (high confidence), as a proxy for correctness, allowing users to be selective (e.g., reject low-confidence, likely incorrect responses). Correlation between confidence and correctness then serves as a useful criterion for evaluation of uncertainty quantifiers (UQs). But in NLG, where diverse responses can be adequate to a prompt, obtaining reliable correctness judgements is not simple, especially without human intervention. Errors in automated judgement are hardly avoidable and known to diminish the reliability of evaluation protocols (Santilli et al., 2025; Ielanskyi et al., 2025). In a meta-analysis of published work, we show that automated judgement is the present norm. Besides, automated judgements are rarely validated against human ones, and the validation of the UQ evaluation they automate is even rarer. With experiments in question answering, using 4 LLMs, human and automated judgements and 7 popular UQs, we find that i) a judge's performance can only coarsely predict the observed impact of its errors on the reliability of UQ evaluation, and that ii) judgement errors tend to misrepresent informative UQs most. We link these observations to patterns of correlation between confidence and categories of judgement error.
Oct 7, 2026cs.CV

SpatialUQ: Post-Hoc Uncertainty Quantification from Spatial Consistency in Black-Box Vision Models

Clinical vision models are often deployed as frozen black boxes with no access to internals, retraining, or ground truth at inference time. We introduce \textbf{SpatialUQ}, a post-hoc uncertainty method using only output probabilities. It measures the Jensen-Shannon divergence between the global prediction and the mean of five fixed spatial crops in six deterministic forward passes. The premise is simple, trustworthy predictions are spatially consistent. On NIH ChestX-ray14 (DenseNet-121, N=25,596N{=}25{,}596), our Multicrop Uncertainty Score (MUS) reaches 0.7840.784 failure-detection AUC versus 0.6640.664 for MC-Dropout (p<10−6p{<}10^{-6}) at one-fifth the compute, with native calibration (SCE=0.049\text{SCE}{=}0.049 vs.\ 0.1270.127 for ℓ1\ell_1), the best-calibrated among methods above 0.78 AUC. A supervised fusion of MUS with entropy, confidence, and ℓ1\ell_1 reaches 0.8320.832, outperforming a five-member ensemble (0.8130.813). MUS scales with model quality, reaching 0.8990.899 with BiomedCLIP (ρ=0.846ρ= 0.846), while this relationship remains meaningful in-distribution (ρ=0.523ρ= 0.523) but breaks down under severe distribution shift (VinBigData, ρ=0.027ρ= 0.027). MUS is well-suited to diffuse findings but is less dependable for small focal lesions such as nodules. Code and experimental materials are publicly available at https://huggingface.co/datasets/kawsher11/SpatialUQ.
Oct 6, 2026cs.CV

Shape-Bayes: Bayesian Inference of Structured Shapes under Visual Ambiguity

Perceiving structured shapes, such as human faces, from pixels is an inherently ambiguous task in real-world conditions. Yet, shape inference is largely posed as a deterministic regression task predicting fixed spatial coordinates. We find that deterministic regression is brittle when visual evidence is ambiguous or incomplete; under severe occlusions deterministic models exhibit structural collapse, predicting incoherent shapes or reverting to generic averages. To address this, we introduce Shape-Bayes, a probabilistic framework that couples uncertainty-aware visual perception with Bayesian shape reasoning. Rather than forcing point estimates, Shape-Bayes dynamically weights visual evidence against geometric priors to infer a structurally valid shape posterior. Demonstrated on human face shape regression, a rigorous testbed featuring complex non-rigid deformations and strict anatomical constraints, Shape-Bayes comprises: (1) a base model predicting noisy landmarks alongside distilled aleatoric uncertainties; (2) a lightweight Transformer encoding these observations into an adaptive prior over a PCA shape manifold; and (3) a differentiable Bayesian solver computing closed-form posteriors by balancing the noisy predictions against this prior. By guaranteeing complete structural integrity, Shape-Bayes achieves an absolute improvement of up to ~34% IDR over state-of-the-art deterministic models. Simultaneously, it yields highly calibrated uncertainty bounds and reduces relative error by up to 12.5%, establishing a new state-of-the-art for robust 2D face shape regression under severe occlusion. The project page is at https://shape-bayes.github.io.
Oct 6, 2026cs.LG

Uncertainty Quantification Is Indispensable for Reliable Connectome-Based Graph Learning: A Narrative Review and Case Study

While graph neural networks (GNNs) have shown substantial promise in connectome-based diagnostic classification, deterministic models inevitably suppress pipeline-induced noise and model ambiguities, yielding overconfident predictions. Although uncertainty quantification (UQ) is widely adopted in voxel-level segmentation, its role in connectomic graph learning remains largely unaddressed. This paper presents a comprehensive narrative review of UQ frameworks tailored to connectome graph learning alongside an empirical case study demonstrating the perils of uncalibrated predictions. We delineate sources of aleatoric and epistemic uncertainty across neuroimaging pipelines and review prominent UQ paradigms, from Bayesian approximations and ensemble methods to evidential learning and conformal prediction. In our case study, a temporal Graph Attention Network (GAT) trained on dynamic functional connectivity (dFC) matrices from the SUDMEX CONN dataset achieves 80.0% diagnostic accuracy (F1 = 0.794) for Cocaine Use Disorder. However, a post-hoc uncertainty audit via Monte Carlo dropout reveals severe overconfidence (ECE = 0.127), with misclassified subjects assigned prediction confidences up to 95%. This empirical divergence between discrimination and calibration underscores the confidence paradox in deep connectomics. Our findings establish that rigorous UQ, calibration, and selective prediction mechanisms are indispensable for deploying trustworthy graph-based biomarkers in clinical neuroscience.
Oct 6, 2026cs.CV

Revar3r: gauge-aware perturbation uncertainty for feed-forward 3d reconstruction

A correctly reconstructed distant point appears uncertain even when a frozen 3D model processes equivalent inputs because its output frame rotates fractionally. This exposes a weakness of trainingfree perturbation uncertainty: when outputs contain an unobserved symmetry, run-to-run variation potentially reflects symmetry rather than error. Existing alternatives have trade-offs: built-in confidence is outperformed in most evaluated conditions, while trained evidential heads require modelspecific supervision. For point maps, this research derives a closed-form, error-independent variance term that grows with scene extent and potentially overwhelms the desired signal. Simulation reproduces the effect; all 30 real VGGT view-sets tested exhibit its predicted ∥xp∥2\|x_p\|^2 signature. ReVar3R robustly registers predictions to a common similarity frame before computing per-point variance, without retraining or modifying the frozen model. Optional calibration and fusion use a held-out split. Across VGGT, π3, and MASt3R on six datasets, the same estimator on every backbone lowers AUSE below built-in confidence in 15 of 18 conditions. The staged evaluation yields 11 of 18 wins for the label-free core, 12/18 for label-free equal-weight fusion, 14/18 with held-out weights, and 15/18 when the built-in signal is included. Against a trained evidential head, the result is a trade-off: the head calibrates magnitude better and leads in its training domain, whereas ReVar3R transfers across backbones without adaptation. Its ranking improves point filtering, but it does not detect stable systematic bias, aid novel-view synthesis, or transfer calibration across domains.
Oct 5, 2026cs.LG

Targeted search shows that random-device testing underestimates worst-case error in a simulated wave-based neural operator

Wave-based processors promise fast, energy-efficient Fourier layers for neural operators. They are usually validated on randomly sampled devices, but using them requires knowing how large their error can become under fabrication and alignment variation. In a stylised numerical case study, a hybrid Fourier neural operator runs its four spectral layers on simulated coherent 4f processors with 32 toleranced knobs, whose half-widths are representative rather than calibrated. For 120 models (four tasks, six training methods, five seeds), we compared the worst of N random in-spec devices with a searched one. On a deterministic simulator with one frozen draw of the random static errors, the searched device's held-out error was 1.08-3.10 times the maximum over 200 Monte Carlo devices and 1.06-2.71 times that over 1000. With 20 fresh static draws, it still exceeded the maximum over 200 random devices in 116 of 120 models. Under uniform sampling, the probability of drawing such a device is at most 0.37% per model (two-sided 95% Clopper-Pearson), which says nothing about how large its error is. The gap persisted with uniform or Sobol' sampling at the search's budget, shared knobs, a second crosstalk model, box scales of 0.25-2 and a pixel-level device model. Models trained only with random static errors reached 3.7-39.9 times their nominal error on searched devices, and fine-tuning on random and gradient-searched devices gave the lowest searched error of the six in all 20 task-seed pairs. For two heat-exchanger quantities, a search targeted at each exceeded the worst of 1000 random devices in all 39 models, and hence the Wilks 95/95 limit (worst of 59). For the mean pressure of 11 models, no random device exceeded a 1% error threshold, but the searched device did. Random testing estimates how often errors exceed a threshold; worst-device search gives a lower bound on how large they can be.
Oct 5, 2026cs.RO

Expressiveness, Equivalence, and Uncertainty in Velocity Obstacles and Closest Point of Approach Metrics

Time to Closest Point of Approach (TCPA), Distance to Closest Point of Approach (DCPA), and Velocity Obstacles (VOs), are widely used to assess and mitigate collision risk in autonomous navigation, yet their relationship and behavior under uncertainty remain largely unexplored. Assuming perfect state information, we establish a relationship between these representations over finite and infinite prediction horizons and derive conditions under which they provide equivalent characterizations of collision risk. Under bounded uncertainty, we extend the Closest Point of Approach (CPA) metrics and VO to convex relative-state sets. We show that in this setting, independently computed TCPA and DCPA bounds lose the joint relationship required for VO membership, while uncertainty-aware VOs preserve this relationship through a set-valued representation of collision-inducing velocities.
Oct 5, 2026eess.AS

Ensemble-Based Perceptual Audio Quality Assessment with Confidence Intervals

Objective audio quality metrics typically provide point estimates, whereas listening tests yield score distributions from which mean opinion scores (MOS), confidence intervals (CIs), and significance decisions are derived. We propose a lightweight intrusive metric that combines a PEAQ-style perceptual front-end (ITU-R BS.1387) with a bagging ensemble of regressors. Calibration with subjective data aligns ensemble outputs with listener scores. The resulting item-dependent score distributions enable uncertainty assessment, panel-size-matched CIs, and identification of less conclusive predictions. Calibration improves agreement with subjective distributions and CI coverage across all evaluated datasets while preserving MOS accuracy. Using only 11 fixed PEAQ features, low-capacity regressors, and public training data, the method performs comparably to more data-intensive end-to-end approaches. Its output can support uncertainty-aware assessment and target listening tests towards uncertain conditions. The distributions also enable approximate pairwise comparisons, but not yet reliable significance inference.
Oct 5, 2026cs.RO

Propagating Elevation-Map Uncertainty Through the Contact Maximum in Closed Form

Risk-aware planners score paths on uncertain elevation maps using the path cost's mean and standard deviation. Modeling rigid contact, however, requires computing a maximum over several uncertain cells. First-order propagation loses accuracy here by differentiating at only a single cell, while Monte Carlo sampling requires a full path evaluation per draw. We compute the moments of that contact maximum in closed form using Clark's pairwise recursion. By tracking each contact's covariance against the shared map cells, we propagate the smooth remainder using exact Gaussian quadratic-form identities. A contest-depth calibration, fitted once on two design traverses, closes the aggregate standard-deviation shortfall that remains. On 317 held-out rover path segments, scored against a Monte Carlo reference from the same belief, every pre-registered criterion was met. The corrected Clark fold cuts the median error of the mean from linearization's 2.3% to 0.19% and attains the lowest error in the conditional value at risk (CVaR) at the 90% level of every method tested. A benchmark plan costs just 5.5 microseconds on a GPU. These accuracy gains concentrate at contested contacts. While they seldom change which path is chosen on this terrain, the fold still selects the reference-best path in 98% of decisions against linearization's 93 to 96%. On a second dataset the mean transfers, though the risk number does not.
Oct 4, 2026stat.ML

A Statistical Inference Framework for PMI Estimation and SGNS Word Embeddings

Pointwise Mutual Information (PMI) is a core measure of testing word association, and Skip-gram with Negative Sampling (SGNS) is essentially a method that implicitly factorizes a shifted PMI matrix. However, a systematic and well-rounded characterization of finite-sample uncertainty in PMI estimation remains absent and imperative to venture into. We provide a statistical framework for PMI estimation and its connection to SGNS. We prove consistency, asymptotic unbiasedness, and asymptotic normality of the empirical PMI estimator, derive its variance via the Delta method, and, applying stochastic approximation theory, obtain a variance decomposition for SGNS-based PMI estimation that separates data variance from optimization variance. Simulation experiments validate the Delta method approximation. Real-data experiments on the Brown Corpus (d = 100) reveal that SGNS systematically deviates from the theoretical relationship PMI + log K. The empirical relationship shows an attenuated PMI coefficient, an amplified log K effect, and a positive intercept, indicating systematic bias. Word analogy validation confirms the models are effective. The failure to validate the variance decomposition under low-dimensional conditions does not diminish its theoretical value; rather, it identifies the unbiasedness assumption as the key bottleneck and clarifies the gap between asymptotic theory and practice, providing implications for both practice and theory.
Oct 1, 2026cs.AI

Auditing Routing Entropy as an Uncertainty Signal in Attention-Residual Transformers

Dynamic architectures leave a per-example routing trace beside each prediction, and diffuse routing is easy to read as a sign that the prediction is unreliable. We audit that reading for routing entropy in Attention-Residual (AR) variants of Swin-Tiny and DeiT-Small, trained from scratch on CIFAR-10/100 with a soft-binned calibration auxiliary loss, asking whether the trace carries information about correctness beyond what the model's own confidence already reveals. Three checks probe this increment: does a routing signal appear at fixed confidence, does it replicate across training seeds, and can a held-out predictor exploit it against output-only and shuffled-trace controls? A sensitivity audit then injects effects of known size and measures the fraction of each that the probes recover. No test in the fixed 30-test binned family survives multiplicity correction, and neither the nominal hit nor a borderline result recurs in its sibling seeds. Across 24 paired runs a scalar routing probe yields no pooled improvement in routing-stratified calibration, and an entropy-profile probe predicts correctness better than the same probe given shuffled profiles yet worse than a confidence-only predictor in both binary log-loss and Brier score: a gain over shuffled traces does not become a gain over the output. Conditioning on the complete logit vector leaves the corresponding comparison unresolved. The audit bounds how far these non-detections can be read: at an injected effect of 0.010 nats the profile probe recovers 24-59% of the oracle gain, and a reference-preserving correction probe recovers 8% and 23% in the two CIFAR-100 settings, below the threshold we fixed for applying it to real labels. The results establish control-dependent gains and incomplete estimator recovery, not the absence of conditional routing information.
Oct 1, 2026cs.CV

Localisation-Aware Uncertainty for Pretrained Object Detection

Reliable uncertainty estimation is essential for deploying object detectors when distribution/covariate shift and adversarial attacks may occur. Existing approaches often require detector retraining, architectural modification, or repeated inference, which may be infeasible or incur significant overheads. We introduce a lightweight post-hoc evidential meta-model that learns when object localisations should be considered uncertain while keeping the base detector frozen. Our approach automatically identifies localisation-relevant features and uses saliency-guided modification to construct an increasingly challenging curriculum. Detection-level targets combine localisation error, modification level, and prediction instability to guide an evidential meta-model to estimate uncertainty for each predicted bounding box. Our approach requires no changes to the detector and preserves its original localisation outputs. Across adversarial attacks and evaluated strengths, GRACE improves TP-FP AUROC by 22% relative to the strongest comparator in some cases while maintaining in-distribution detection performance.
Oct 1, 2026cs.LG

Reliability-aware short-term roll prediction for unmanned surface vehicles via multi-task learning and adaptive centralization

Reliable roll prediction of unmanned surface vehicles (USVs) is essential for ensuring navi?gational safety and enhancing autonomous decision-making. While existing studies primarily focus on improving prediction accuracy, the quantification of prediction reliability remains insufficiently addressed. To bridge this gap, this paper proposes a reliability-aware prediction paradigm that integrates confidence assessment into the predictive pipeline. The architecture utilizes a multi-task learning structure where a shared feature extraction backbone feeds into dual heads: a regression head for precise roll prediction and a quantification head for confidence scoring. This configuration provides accurate prediction and corresponding confidence for risk?sensitive downstream tasks. In addition, an adaptive centralization strategy tailored for short?term real-time roll prediction is introduced to improve model generalization under varying operational conditions. Experiments conducted on a real-sea dataset demonstrate that the proposed method effectively quantifies the reliability of prediction results and maintains superior generalization under varying conditions, offering significant potential for practical engineering applications.
Sep 30, 2026stat.ML

Adaptive Conformal Prediction for Image Regression Models with Application to an Inertial Confinement Fusion Emulator

Uncertainty quantification is critical in scientific machine learning, where black-box, image-based models are increasingly deployed in high-stakes settings. In many such applications, model outputs inform costly decisions, yet most methods provide only point estimates without quantifying predictive uncertainty. This challenge is compounded by the limited accessibility and interpretability of model internals, making it difficult to assess reliability across different regions of the input space. As a result, there is a growing need for methods that can provide input-dependent uncertainty estimates to guide both model development and downstream experimentation. To address this need, we propose Adaptive Conformal Prediction using Nearest Neighbors (ACPNN), an input-adaptive conformal framework for image regression. ACPNN leverages information from neighboring samples to produce locally adaptive uncertainty estimates while maintaining low computational cost. The neighborhood structure is defined using a scaled distance metric learned via a Gaussian Process with an automatic relevance determination (ARD) kernel. We demonstrate the effectiveness of ACPNN on a diffusion model for emulating inertial confinement fusion (ICF) simulations, showing that it achieves reliable and adaptive uncertainty quantification.
Sep 30, 2026cs.CV

Towards Trustworthy AI for Glioma Diagnosis: A Task-Aware Evaluation of Uncertainty Quantification

Uncertainty Quantification (UQ) is a key requirement for trustworthy AI in high-stakes medical image analysis. In this work, we evaluate UQ in a multi-task Deep Learning framework for MRI-based glioma diagnosis that performs tumor segmentation and predicts IDH mutation status, 1p/19q co-deletion status, and tumor grade. Monte Carlo Dropout (MCD) is used for a detailed task-aware analysis of predictive, aleatoric, and epistemic uncertainty. We assess MC sample convergence, calibration, error detection, selective prediction, associations with segmentation performance, and the effect of voxel-wise uncertainty aggregation on case-level reliability. We also compare MCD with Deep Ensembles (DE) and Monte Carlo Deep Ensembles (MCDE), examine interactions between segmentation quality and classification, and evaluate a composite trust score integrating segmentation and classification uncertainty. Across tasks, uncertainty estimates supported meaningful error detection, while calibration depended on the dropout rate, with moderate rates yielding the most reliable probabilities. Uncertainty decomposition provided task-dependent interpretability but did not consistently improve error detection over predictive uncertainty alone. DE and MCDE showed comparable operational utility, with no method consistently dominating across tasks and metrics. The composite trust score did not consistently outperform classification uncertainty for selective prediction. Overall, our results provide a task-aware evaluation strategy and practical guidance for the development of trustworthy AI for glioma diagnosis.
Sep 29, 2026cs.AI

Probability is Not Enough: Exploring and Counting Divergent Tokens for Reasoning Uncertainty Quantification in LLMs

As the chain-of-thought reasoning capabilities of large language models improve, evaluating and calibrating their reasoning confidence is becoming increasingly important for quantifying the uncertainty of their answers. Current methods for estimating the confidence of large language models are generally based on probabilities of selected key tokens, but the underlying mechanism remains unclear. Our pilot study finds that replacing selected token probabilities with coarse substitutes can also improve calibration, motivating us to further explore effective signals of model confidence. We introduce Divergent Token Confidence (DTC), a framework that estimates confidence by counting tokens at which two models strongly disagree during decoding. DTC identifies these divergent tokens using the Jensen-Shannon divergence between next-token distributions evaluated along the same reasoning trajectory. We find that their count is almost negatively associated with answer accuracy, thereby serving as a simple yet effective signal for uncertainty quantification. DTC supports both white-box and black-box evaluation using auxiliary models, without explicit training and affecting the generation process. Experiments across multiple model families and six mathematical benchmarks demonstrate improved calibration over probability-based and verbalized baselines. Under white-box evaluation, the count-only estimator achieves an average expected calibration error of 13.0%, compared with 32.7%-42.4% for standard full-sequence confidence methods. In black-box settings, it also improves calibration over the original verbalized scores. For example, mean expected calibration error falls from 32.1%-40.2% to 13.7%-16.3% on DeepSeek-V3.2. These findings provide new insights for improving reasoning uncertainty quantification in large language models. The code is released at https://github.com/szu-tera/DTC.git.
Sep 29, 2026cs.LG

Lucid Dreaming for World Models: Learning to Doubt Imagination and Decide by Trust

World models enable agents to learn and plan in imagination, but predictions beyond their experience can become unreliable and mislead decisions. Existing uncertainty estimates derived from predictions can remain overconfident on unfamiliar state-action pairs. We propose the Lucid World Model (LucidWM), which learns doubt from experience and propagates trust through imagination. By integrating Subjective Logic into categorical latent transitions, LucidWM distinguishes predicted outcomes from their evidential support and assigns each transition a degree of doubt. The complement of this doubt defines transition-level trust, which accumulates multiplicatively along imagined trajectories to reweight returns for policy learning and guide action selection. Uncertainty estimation requires no additional parameters or forward passes. Evaluated on four base world models against seventeen uncertainty readouts, LucidWM detects environmental changes and signals uncertainty during action-corrupted rollouts. In a controlled navigation case study, acting on trust reduces the number of steps required to reach the goal from 362 to 190. Fifteen demonstration videos show how LucidWM doubts its dreams and acts on that doubt. Videos are available at https://lucidwm.github.io.
Sep 28, 2026cs.LG

A Unified Uncertainty Representation for Graph Neural Networks via Doubly-Spectral Stochastic Expansion

Reliable deployment of graph neural networks requires calibration, out-of-distribution (OOD) detection, and robustness to distribution shift, yet existing methods address these needs with separate models and objectives. We model uncertain node embeddings as random graph signals: graph Fourier filters capture structural variation, and a scalar orthogonal-polynomial chaos coordinate captures latent stochastic variation. The resulting doubly-spectral stochastic (DSS) expansion supplies task-matched readouts from one representation: the mean coefficient encodes class evidence for the energy-based OOD score, the higher-order coefficients encode structured logit variation, and quadrature averaging over the chaos coordinate defines the single predictive distribution used for prediction and calibration. A capacity theorem shows that, under a full-rank feature assumption, a restricted subfamily matches the chaos coefficients of any Gaussian-latent random graph signal, with exponentially decaying truncation error under a growth condition; the task-level claims are established empirically. DSS-GNN has two deployment modes: standalone, or as a residual branch beside a deterministic encoder (DSS-Hybrid). Standalone DSS-GNN achieves the lowest Brier score among the compared uncertainty-aware baselines on all 14 node classification benchmarks without post-hoc correction; DSS-Hybrid achieves the best AUROC on most node-OOD settings, competitive cross-graph OOD detection, and the strongest shifted accuracy on all 7 GOOD concept-shift benchmarks under standard empirical risk minimization (ERM). Cross-evaluating both modes on all three tasks shows that each remains effective on the other's tasks, with documented exceptions, and yields explicit deployment guidance.
Sep 28, 2026stat.ML

Multi-Task Learning of Conditional Mean Operators: applications to dynamical systems and uncertainty quantification

Estimating conditional statistics and learning representations of a population of conditional distributions are central problems in many data-driven applications, including uncertainty quantification and dynamical systems analysis. Conditional mean operators (CMOs), a class of linear operators between function spaces, resolve these objectives by providing access to a broad class of conditional statistics. However, existing methods typically estimate each CMO independently or constrain it to prespecified function spaces, thereby preventing the exploitation of shared structure across related distributions. In this work, we posit that related CMOs share finite-dimensional input and output function spaces, and are specialized for each task with a linear operator mapping these spaces. Based on this hypothesis, we introduce MTL-CMO, a multi-task framework that jointly learns shared function spaces and task-specific operators across multiple datasets. We further introduce T-CMO, a transfer learning method that reuses the shared spaces to estimate, in closed form, the operator of a new conditional distribution. We establish statistical guarantees quantifying the benefits of jointly learning the shared function spaces. Our experiments demonstrate that learning shared function spaces improves uncertainty quantification across a broad range of conditional distributions and, when applied to Langevin and plasma dynamics, yields compact representations of complex dynamics that retain physically meaningful information and enable parameter identification.
Sep 28, 2026q-bio.QM

Uncertainty Quantification in Cardiac Model Personalisation from Ultrafast Ultrasound

Cardiac model personalisation requires inferring mechanical parameters that are not directly measurable in vivo. Ultrafast ultrasound shear wave elastography (SWE) enables non-invasive tracking of myocardial stiffness dynamics over the cardiac cycle, providing a target for personalisation. However, mapping these observations to subject specific model parameters remains ill-posed, as multiple parameter sets can reproduce the same stiffness dynamics. We formulate SWE-informed personalisation as a statistical inference problem using simulation-based inference (SBI). Using a subject-adapted 0D cardiovascular model and neural posterior estimation, we estimate model-conditional posterior distributions over active stiffness scale k0, contraction rate kATP, and relaxation rate kSR, conditioned on SWE-derived curve features and subject specific context. Among six healthy volunteers, four passed objective prior-support diagnostics and were retained for quantitative posterior analysis. Curve-level RMSE against the observed SWE target decreased from 12.61 ±\pm 5.55 kPa for the prior predictive median to 1.14 ±\pm 0.38 kPa for the posterior predictive median, an 89.7 ±\pm 4.2% reduction. Posterior analysis revealed parameter-specific uncertainty, k0-kATP compensation, weaker constraint of kSR, and the importance of prior-predictive diagnostics for assessing whether each subject is represented within the modelled SWE feature space. These results support SBI for uncertainty aware SWE-based personalisation, while identifying prior support and forward-model adequacy as key diagnostics.
Sep 28, 2026cs.AI

Does Model Uncertainty Track Human Ambiguity? Evidence from Multi-Annotator Vision Benchmarks

Human-model alignment is critical for trustworthy AI-assisted decision-making systems. Yet, most work evaluates model predictions against single ground-truth labels, overlooking that humans themselves often disagree on labels, a signal of genuine ambiguity. We investigate whether models struggle on the same instances that humans find difficult. We measure this on two vision datasets (FER+ and CIFAR-10H) where multiple human annotations per image capture human disagreement patterns. We evaluate eight pretrained models across three architectures (ResNet, EfficientNet, MobileNetV3) in two parts: first, whether model uncertainty (softmax confidence, entropy) correlates with human disagreement, and second, whether predictive multiplicity measures (inter-model disagreement, Jensen-Shannon divergence) do. We find that it does not: alignment is weak in both dimensions. At the discrete label level, 50.4% of CIFAR-10H images and 33.5% of FER+ images receive multiple valid classifications from humans, while the models converge on only one. These instances represent a critical failure case where humans perceive ambiguity and would request expert review, yet models decide confidently. At the continuous score level, single-model uncertainty correlates weakly with human disagreement (ρ=0.24−−0.55ρ= 0.24--0.55), and predictive multiplicity provides only modest improvement. Widely-used uncertainty quantification methods do not reliably identify instances humans find ambiguous. Model uncertainty should not be treated as a trustworthy signal by default for decision-making in high-stakes scenarios.
Sep 28, 2026cs.LG

Probabilistic electrical power demand forecasting with uncertainty quantification

The majority of research on electricity consumption forecasting has focused on deterministic approaches, which generate a single point estimate for each time step in the forecasting horizon. However, the increasing penetration of renewable energy sources and the growing complexity of modern smart grids have introduced greater variability and uncertainty into power-system demand and operation. Consequently, probabilistic forecasting, which quantifies the uncertainty and variability associated with future electricity demand, is becoming increasingly important for reliable power-system planning and operation. This study presents an empirical comparison of four contemporary probabilistic forecasting models for electricity consumption, highlighting their respective strengths and limitations. We have performed comparision on real-world power systems related datasets. Across all power-consumption zones, NGBoost demonstrates superior probabilistic forecasting performance, achieving the lowest MAE and RMSE while providing well-calibrated uncertainty estimates with high prediction-interval coverage and reasonably narrow intervals. These results indicate that NGBoost offers a more accurate and reliable forecasting framework than Bayesian, Monte Carlo (MC) Dropout, and Gaussian Process Regression (GPR) models for the considered electricity consumption data.
Sep 27, 2026cs.AI

Is your uncertainty map wrong, or is its target? Exact diagnostics for the Tweedie diagonal, and a gradient-free alternative

A diffusion model can predict a follow-up medical scan from a baseline, but a clinician needs a per-voxel map of where that prediction can be trusted. Many such maps approximate the diagonal of the Tweedie posterior covariance, and are evaluated against another approximation of it, so whether the estimator or the target limits them is unclear. We compute the exact diagonal on six checkpoints across fourteen model-corpus conditions. Hutchinson at M=200 tracks it at rank agreement of at least 0.92 everywhere, yet in four of the fourteen the exact diagonal is anti-correlated with the denoising error, reaching -0.13, so a faithful estimator reproduces that reversal. All four are real-image conditions; on the models' own samples the reversal does not appear, so evaluating on generated samples flatters this family. What limits these maps is the target, not the estimator. We then introduce Tweedie Probe-Tangent (T-PT), a gradient-free residual probe that corrupts one model-supported prediction repeatedly and measures the voxel-wise variance of the denoiser's response. T-PT reads a different functional of the same Jacobian, and its exact second-order form ranks with the diagonal wherever the diagonal reverses; at thirty probes it returns a map too unstable to reproduce that ranking, while Hutchinson at M=5 already reproduces it, so T-PT there is not evidence against the reversal. We offer it as an instrument, not a better approximation. On brain MRI at full resolution, where every Jacobian-based estimator we test runs out of memory, T-PT leads a twenty-chain Monte-Carlo ensemble on five of eight endpoints inside tissue and trails it on none, at 16x fewer network evaluations; over the whole volume the ensemble leads, and fifty chains close the tissue gap. On lung CT the ensemble is ahead throughout. Both lose most of their discrimination where the change is, which remains open.
Sep 27, 2026cs.LG

Optimal Transport Dropout for Structured Predictive Uncertainty

Deterministic neural networks and neural operators provide point predictions with no intrinsic measure of reliability. Yet, predictive uncertainty may stem from irreducible outcome variability, finite data, or limitations of the chosen model class. Monte Carlo dropout offers a computationally convenient way to construct a predictive distribution through stochastic feature masking, without training multiple independent networks or explicitly inferring a posterior over model parameters. However, its perturbation law is largely prescribed a priori and typically factorised across latent coordinates. We introduce Optimal Transport Dropout (OTD), which instead learns the predictive mapping and the law of its latent perturbations jointly. Starting from a simple independent reference distribution, OTD transports latent perturbations through a learnable flow and propagates them through the predictive neural network, thereby inducing a structured predictive law. Training uses the strictly proper Energy Score, while a kinetic-action term geometrically regularises the transport. Synthetic benchmarks show that OTD captures multimodal predictive distributions, generates meaningful dispersion when the model is misspecified, and exhibits contracting dispersion as more training data or greater model capacity are provided. For a field-valued partial differential equation surrogate, predictive dispersion strongly aligns with the spatial pattern of prediction errors. On this task, compared with Monte Carlo dropout, OTD yields more accurate predictions and better-calibrated, substantially narrower intervals. On real-world regression benchmarks, it further shows competitive accuracy and better probabilistic predictions compared to established baselines. OTD therefore offers a way to learn structured predictive uncertainty without explicit posterior inference or ensembles of independently trained predictors.
Sep 25, 2026cs.AI

UQ-LOB: Uncertainty-Aware Limit Order Book Mid-Price Forecasting

Forecasting short-horizon mid-price movements from limit order book (LOB) data is central to algorithmic trading, yet most deep LOB forecasters are point predictors: they output a direction or a displacement, but never indicate which of their forecasts can be trusted. We introduce UQ-LOB, a lightweight, encoder-agnostic uncertainty quantification module that attaches to any pretrained LOB encoder and, in the spirit of attentive neural processes, conditions each forecast on a context set of recently completed windows whose outcomes are already realised. The UQ-regression variant outputs a calibrated Gaussian over the future tick displacement, while the UQ-classification variant outputs a categorical distribution over down/up/stationary. Both expose a scalar confidence (predicted signal-to-noise ratio or class probability) that supports selective prediction. On 5.2 billion LOB events across seven cryptocurrency assets and horizons of 5, 10 and 15 seconds, UQ-regression attains near-nominal 68% interval coverage, and restricting to the most confident 10% of predictions raises directional macro F1 by 0.11-0.15 for UQ-regression and 0.05-0.11 for UQ-classification, at every horizon. On large, economically meaningful moves, the tightest confidence tier reaches a directional F1 of 0.88 (down) and 0.83 (up) at the 5-second horizon.
Sep 24, 2026cs.LG

Residual Correlation as a Diagnostic for Joint-Uncertainty Gains from GP Coregionalisation

In multi-target regression, correlated targets are often coupled through multi-output Gaussian processes with an intrinsic model of coregionalisation (GP-ICM), assuming that sharing statistical strength improves overall performance. In practice, the benefits are inconsistent. Across the settings studied, we find that the main benefit of coregionalisation is joint uncertainty quantification rather than point prediction. Raw target correlation does not predict when coupling helps; in the separable GP-ICM settings studied here, residual correlation, the cross-target dependence left unexplained by independent per-target predictors, is the strongest predictor of joint-uncertainty gains. We introduce a lightweight diagnostic, Dlogdet=−12log⁡det⁡RresD_{\rm logdet}=-\frac{1}{2}\log\det R_{\rm res}, which represents the idealised joint negative log-likelihood (NLL) gain from modelling a full rather than diagonal residual covariance and is computable from independent GPs alone. Across a controlled synthetic study, 16 multi-target benchmarks, and frozen transformer and convolutional neural network representations for keypoint regression, point prediction remains largely unchanged (ΔR2≈0ΔR^2\approx 0). In contrast, DlogdetD_{\rm logdet} strongly predicts observed ICM NLL improvements (ρs=−0.83ρ_s=-0.83, p<0.001p<0.001), outperforming heuristics such as the feature-to-sample ratio. We also propose Residual-ICM, which preserves independent marginal variances while adding residual-correlation structure to the joint covariance. Residual-ICM achieves the best average joint NLL among the compared methods, while the diagnostic indicates when covariance coupling is likely to be useful. The diagnostic is specific to global Gaussian residual dependence, the structure captured by separable coregionalisation.
Sep 24, 2026cs.LG

Direct Message Approximation (DMA): A Consistency-Based Framework for Tractable Approximate Inference on Factor Graphs

Approximate message passing on factor graphs underlies two dominant families of probabilistic inference algorithms: expectation propagation (EP) and variational message passing (VMP). Both methods approximate the marginal at each factor edge, forcing an iterative round-robin schedule, risking negative-precision messages, and, for VMP, collapsing to point estimates at Dirac-delta factors. We introduce Direct Message Approximation (DMA), which approximates factor-to-variable messages directly rather than the marginal. For normalisable factors, we define a consistency condition (requiring exactness when all other incoming messages are Dirac deltas) to guide message construction. We prove a master theorem (proper messages, any graph) bounding marginal KL from message KL, with three structural corollaries: Dirac-input consistency, no EP-style inner-loop iteration, and no negative-precision messages. Further, we prove a complementary O(1/r2)O(1/r^2) guarantee for the inherently improper backward message of the product factor, whose closed-form treatment has resisted prior work. As a concrete instantiation, we derive explicit DMA messages for the product and leaky-ReLU factors and assemble a Bayesian neural network (BNN) inference algorithm with one forward/backward sweep per training example and no gradient learning-rate hyperparameter, validating that the structural guarantees translate to predictive uncertainty that widens in data-sparse regions, including under model mismatch.
Sep 24, 2026cs.AI

Sharp Limits for Honest Uncertainty in Hard-Budget Repeated Evaluation

Repeated evaluation can estimate a benchmark score accurately while still requiring replication to certify narrow uncertainty. We characterize that requirement on a fixed grid of MM tasks with LL binary paths per task under the hard budget (M+t)K(M+t)K, where each path costs at most KK responses or episodes. For fixed L≥3L \ge 3 and 0<α≤1/120 < α\le 1/12, the optimal expected width on the worst pure cohort is Θα,L([M(t+1)]−1/2)Θ_{α,L}([M(t+1)]^{-1/2}) when every task is observed and Θα,L([M(t+M)]−1/2)Θ_{α,L}([M(t+\sqrt{M})]^{-1/2}) when omission is allowed. The lower bounds cover adaptive hard-budget policies, and fixed random-subset designs attain both rates through disagreement certificates. A joint mean/disagreement interval turns the task-covering law into practical finite-budget inference. In an equal-budget LiveCodeBench replay with 16 models, 880 tasks, and five outputs per task, the task-covering design reduces median point-estimation MSE by 87.0% relative to pooled uniform sampling, while the Joint certificate produces narrower confidence intervals in 15/16 panels and reduces median interval width by 30.6%. Finite-regime analyses identify task coverage as the effective choice at the evaluated scale and characterize how cohort size and within-task agreement determine the useful operating region. Together, the sharp laws and fixed-budget evidence make replication and task coverage explicit design variables for information-efficient repeated evaluation.
Sep 24, 2026cs.LG

Image Fidelity is Not Field Fidelity: Joint Thermodynamic Reconstruction and Error Localization in Neural Tomography

Neural fields for scientific tomography are optimized from 2D images, but the actual quantity of interest is often a latent 3D physical field. Because the forward map is many-to-one, low 2D image error need not certify a correct 3D field. Moreover, the latent field is not directly supervised during training, and its error cannot be evaluated against truth at deployment. We develop CoroNeRF to jointly optimize 3D electron density and temperature fields directly from multiview, multiline intensities through a differentiable atomic-emission renderer. Using solar coronal tomography as a controlled testbed, we evaluate physical-field recovery and test whether cross-seed instability provides a ground-truth-free-at-inference indicator of local physical-field error. We underscore the following two observations. (i) Image fidelity is not field fidelity: spectral ablations show that limited-channel reconstructions can fit their available observations well while recovering substantially worse fields, whereas evaluation on a common richer probe exposes the discrepancy. (ii) Cross-seed instability ranks local physical-field error across tested matched-model conditions, supported by sparsification and physical signal-strength controls. Seed-deviation projections provide complementary directional validation, but shared forward-model mismatch can still produce incorrect cross-seed consensus. These results characterize joint thermodynamic recovery and the usefulness and limits of seed-based error localization in a controlled, single-scene solar tomography testbed.