Uncertainty Quantification

Also known as UQ

Overview

Uncertainty quantification studies what is unknown in a prediction or inference, where that uncertainty comes from, and how it should affect decisions. Common approaches include Bayesian methods, ensembles and Gaussian processes, which model predictive distributions; conformal prediction, which provides distribution-free coverage guarantees; and calibration methods that adjust confidence or intervals against observed errors. Researchers apply these tools to settings from medical imaging and physical simulations to language models, evaluating calibration, coverage, error detection and performance under distribution shift. A central challenge is that well-calibrated or narrow estimates do not always identify actual failures, so methods must be tested in the conditions and for the decisions where they will be used, while balancing reliability against computational cost.

Latest papers

663 papers58 papers in the last four weeks, level with the four weeks before. 0.3% of all new papers.

Feb 27, 2026

Scalable Gaussian process modeling of parametrized spatio-temporal fields

We introduce a scalable Gaussian process (GP) framework with deep product kernels for data-driven learning of parametrized spatio-temporal fields over fixed or parameter-dependent domains. The proposed framework learns a continuous representation, enabling predictions at arbitrary spatio-temporal coordinates, independent of the training data resolution. We leverage Kronecker matrix algebra to formulate a computationally efficient training procedure with complexity that scales nearly linearly with the total number of spatio-temporal grid points. A key feature of our approach is the efficient computation of the posterior variance at essentially the same computational cost as the posterior mean (exactly for Cartesian grids and via rigorous bounds for unstructured grids), thereby enabling scalable uncertainty quantification. Numerical studies on a range of benchmark problems demonstrate that the proposed method achieves accuracy competitive with operator learning methods such as Fourier neural operators and deep operator networks. On the one-dimensional unsteady Burgers' equation, our method surpasses the accuracy of projection-based reduced-order models. These results establish the proposed framework as an effective tool for data-driven surrogate modeling, particularly when uncertainty estimates are required for downstream tasks.
Feb 27, 2026

Evidential Neural Radiance Fields

Understanding sources of uncertainty is fundamental to trustworthy three-dimensional scene modeling. While recent advances in neural radiance fields (NeRFs) achieve impressive accuracy in scene reconstruction and novel view synthesis, the lack of uncertainty estimation significantly limits their deployment in safety-critical settings. Existing uncertainty quantification methods for NeRFs fail to separately capture both aleatoric and epistemic uncertainties. Among those that do quantify one or the other, many of them either compromise rendering quality or incur significant computational overhead to obtain uncertainty estimates. To address these issues, we introduce Evidential Neural Radiance Fields, a probabilistic approach that seamlessly integrates with the NeRF rendering process, enabling direct quantification of both aleatoric and epistemic uncertainties from a single forward pass. We compare multiple uncertainty quantification methods on three standardized benchmarks, where our approach demonstrates state-of-the-art scene reconstruction fidelity and uncertainty estimation quality. Code is available at https://github.com/KerryDRX/EvidentialNeRF.
Feb 27, 2026

VaSST: Variational Inference for Symbolic Regression using Soft Symbolic Trees

Symbolic regression (SR) has gained recent traction in AI-driven scientific discovery for learning closed-form physical laws. Yet existing methods are dominated by heuristic search or data-intensive approaches that often assume low-noise regimes and lack principled uncertainty quantification, while fully probabilistic SR formulations remain scarce. We introduce a scalable probabilistic framework for SR, VaSST, based on variational inference. VaSST uses soft symbolic trees, a continuous relaxation of symbolic expression trees in which discrete operator and feature assignments are replaced by probability distributions over allowable components. This transforms combinatorial symbolic search through an astronomically large expression space into efficient gradient-based optimization while preserving a coherent probabilistic interpretation. The learned soft representations induce posterior distributions over symbolic structures, enabling uncertainty quantification across plausible symbolic forms through posterior-aware symbolic model selection. On simulated experiments and the Feynman Symbolic Regression Database, VaSST achieves strong structural recovery and predictive accuracy compared to state-of-the-art competing SR methods.
Feb 26, 2026

Conformalized Neural Networks for Federated Uncertainty Quantification under Dual Heterogeneity

Federated learning (FL) faces challenges in uncertainty quantification (UQ). Without reliable UQ, FL systems risk deploying overconfident models at under-resourced agents, leading to silent local failures despite seemingly satisfactory global performance. Existing federated UQ approaches often address data heterogeneity or model heterogeneity in isolation, overlooking their joint effect on coverage reliability across agents. Conformal prediction is a widely used distribution-free UQ framework, yet its applications in heterogeneous FL settings remains underexplored. We provide FedWQ-CP, a simple yet effective approach that balances empirical coverage performance with efficiency at both global and agent levels under the dual heterogeneity. FedWQ-CP performs agent-server calibration in a single communication round. On each agent, conformity scores are computed on calibration data and a local quantile threshold is derived. Each agent then transmits only its quantile threshold and calibration sample size to the server. The server simply aggregates these thresholds through a weighted average to produce a global threshold. Experimental results on seven public datasets for both classification and regression demonstrate that FedWQ-CP empirically maintains agent-wise and global coverage while producing the smallest prediction sets or intervals.
Feb 26, 2026

An automatic counting algorithm for the quantification and uncertainty analysis of the number of microglial cells trainable in small and heterogeneous datasets

Counting immunopositive cells on biological tissues generally requires either manual annotation or (when available) automatic rough systems, for scanning signal surface and intensity in whole slide imaging. In this work, we tackle the problem of counting microglial cells in lumbar spinal cord cross-sections of rats by omitting cell detection and focusing only on the counting task. Manual cell counting is, however, a time-consuming task and additionally entails extensive personnel training. The classic automatic color-based methods roughly inform about the total labeled area and intensity (protein quantification) but do not specifically provide information on cell number. Since the images to be analyzed have a high resolution but a huge amount of pixels contain just noise or artifacts, we first perform a pre-processing generating several filtered images {(providing a tailored, efficient feature extraction)}. Then, we design an automatic kernel counter that is a non-parametric and non-linear method. The proposed scheme can be easily trained in small datasets since, in its basic version, it relies only on one hyper-parameter. However, being non-parametric and non-linear, the proposed algorithm is flexible enough to express all the information contained in rich and heterogeneous datasets as well (providing the maximum overfit if required). Furthermore, the proposed kernel counter also provides uncertainty estimation of the given prediction, and can directly tackle the case of receiving several expert opinions over the same image. Different numerical experiments with artificial and real datasets show very promising results. Related Matlab code is also provided.
Feb 26, 2026

Set-based v.s. Distribution-based Representations of Epistemic Uncertainty: A Comparative Study

Epistemic uncertainty in neural networks is commonly modeled using two second-order paradigms: distribution-based representations, which rely on posterior parameter distributions, and set-based representations based on credal sets (convex sets of probability distributions). These frameworks are often regarded as fundamentally non-comparable due to differing semantics, assumptions, and evaluation practices, leaving their relative merits unclear. Empirical comparisons are further confounded by variations in the underlying predictive models. To clarify this issue, we present a controlled comparative study enabling principled, like-for-like evaluation of the two paradigms. Both representations are constructed from the same finite collection of predictive distributions generated by a shared neural network, isolating representational effects from predictive accuracy. Our study evaluates each representation through the lens of 3 uncertainty measures across 8 benchmarks, including selective prediction and out-of-distribution detection, spanning 6 underlying predictive models and 10 independent runs per configuration. Our results show that meaningful comparison between these seemingly non-comparable frameworks is both feasible and informative, providing insights into how second-order representation choices impact practical uncertainty-aware performance.
Feb 25, 2026

Learning Complex Physical Regimes via Coverage-oriented Uncertainty Quantification: An application to the Critical Heat Flux

A central challenge in scientific machine learning (ML) is the correct representation of physical systems governed by multi-regime behaviours. In these scenarios, standard data analysis techniques often fail to capture the nature of the data, as the system's response varies significantly across the state space due to its stochasticity and the different physical regimes. Uncertainty quantification (UQ) should thus not be viewed merely as a safety assessment, but as a support to the learning task itself, guiding the model to internalise the behaviour of the data. We address this by focusing on the Critical Heat Flux (CHF) benchmark and dataset presented by the OECD/NEA Expert Group on Reactor Systems Multi-Physics. This case study represents a test for scientific ML due to the non-linear dependence of CHF on the inputs and the existence of distinct microscopic physical regimes. These regimes exhibit diverse statistical profiles, a complexity that requires UQ techniques to internalise the data behaviour and ensure reliable predictions. In this work, we conduct a comparative analysis of UQ methodologies to determine their impact on physical representation. We contrast post-hoc methods, specifically conformal prediction, against end-to-end coverage-oriented pipelines, including (Bayesian) heteroscedastic regression and quality-driven losses. These approaches treat uncertainty not as a final metric, but as an active component of the optimisation process, modelling the prediction and its behaviour simultaneously. We show that while post-hoc methods ensure statistical calibration, coverage-oriented learning effectively reshapes the model's representation to match the complex physical regimes. The result is a model that delivers not only high predictive accuracy but also a physically consistent uncertainty estimation that adapts dynamically to the intrinsic variability of the CHF.
Feb 24, 2026

RU4D-SLAM: Reweighting Uncertainty in Gaussian Splatting SLAM for 4D Scene Reconstruction

Combining 3D Gaussian splatting with Simultaneous Localization and Mapping (SLAM) has gained popularity as it enables continuous 3D environment reconstruction during motion. However, existing methods struggle in dynamic environments, particularly moving objects complicate 3D reconstruction and, in turn, hinder reliable tracking. The emergence of 4D reconstruction, especially 4D Gaussian splatting, offers a promising direction for addressing these challenges, yet its potential for 4D-aware SLAM remains largely underexplored. Along this direction, we propose a robust and efficient framework, namely Reweighting Uncertainty in Gaussian Splatting SLAM (RU4D-SLAM) for 4D scene reconstruction, that introduces temporal factors into spatial 3D representation while incorporating uncertainty-aware perception of scene changes, blurred image synthesis, and dynamic scene reconstruction. We enhance dynamic scene representation by integrating motion blur rendering, and improve uncertainty-aware tracking by extending per-pixel uncertainty modeling, which is originally designed for static scenarios, to handle blurred images. Furthermore, we propose a semantic-guided reweighting mechanism for per-pixel uncertainty estimation in dynamic scenes, and introduce a learnable opacity weight to support adaptive 4D mapping. Extensive experiments on standard benchmarks demonstrate that our method substantially outperforms state-of-the-art approaches in both trajectory accuracy and 4D scene reconstruction, particularly in dynamic environments with moving objects and low-quality inputs. Code available: https://ru4d-slam.github.io
Feb 24, 2026

Structure-Aware Epistemic Uncertainty Quantification for Neural Operator PDE Surrogates

Neural operators (NOs) provide fast, resolution-invariant surrogates for mapping input fields to PDE solution fields, but their predictions can exhibit significant epistemic uncertainty due to finite data, imperfect optimization, and distribution shift. For practical deployment in scientific computing, uncertainty quantification (UQ) must be both computationally efficient and spatially faithful, i.e., uncertainty bands should align with the localized residual structures that matter for downstream risk management. We propose a structure-aware epistemic UQ scheme that exploits the modular anatomy common to modern NOs (lifting-propagation-recovering). Instead of applying unstructured weight perturbations (e.g., naive dropout) across the entire network, we restrict Monte Carlo sampling to a module-aligned subspace by injecting stochasticity only into the lifting module, and treat the learned solver dynamics (propagation and recovery) as deterministic. We instantiate this principle with two lightweight lifting-level perturbations, including channel-wise multiplicative feature dropout and a Gaussian feature perturbation with matched variance, followed by standard calibration to construct uncertainty bands. Experiments on challenging PDE benchmarks (including discontinuous-coefficient Darcy flow and geometry-shifted 3D car CFD surrogates) demonstrate that the proposed structure-aware design yields more reliable coverage, tighter bands, and improved residual-uncertainty alignment compared with common baselines, while remaining practical in runtime.
Feb 23, 2026

On the Equivalence of Random Network Distillation, Deep Ensembles, and Bayesian Inference

Uncertainty quantification is central to safe and efficient deployments of deep learning models, yet many computationally practical methods lack lacking rigorous theoretical motivation. Random network distillation (RND) is a lightweight technique that measures novelty via prediction errors against a fixed random target. While empirically effective, it has remained unclear what uncertainties RND measures and how its estimates relate to other approaches, e.g. Bayesian inference or deep ensembles. This paper establishes these missing theoretical connections by analyzing RND within the neural tangent kernel framework in the limit of infinite network width. Our analysis reveals two central findings in this limit: (1) The uncertainty signal from RND -- its squared self-predictive error -- is equivalent to the predictive variance of a deep ensemble. (2) By constructing a specific RND target function, we show that the RND error distribution can be made to mirror the centered posterior predictive distribution of Bayesian inference with wide neural networks. Based on this equivalence, we moreover devise a posterior sampling algorithm that generates i.i.d. samples from an exact Bayesian posterior predictive distribution using this modified Bayesian RND model. Collectively, our findings provide a unified theoretical perspective that places RND within the principled frameworks of deep ensembles and Bayesian inference, and offer new avenues for efficient yet theoretically grounded uncertainty quantification methods.
Feb 23, 2026

Softmax is not Enough (for Adaptive Conformal Classification)

The merit of Conformal Prediction (CP), as a distribution-free framework for uncertainty quantification, depends on generating prediction sets that are efficient, reflected in small average set sizes, while adaptive, meaning they signal uncertainty by varying in size according to input difficulty. A central limitation for deep conformal classifiers is that the nonconformity scores are derived from softmax outputs, which can be unreliable indicators of how certain the model truly is about a given input, sometimes leading to overconfident misclassifications or undue hesitation. In this work, we argue that this unreliability can be inherited by the prediction sets generated by CP, limiting their capacity for adaptiveness. We propose a new approach that leverages information from the pre-softmax logit space, using the Helmholtz Free Energy as a measure of model uncertainty and sample difficulty. By reweighting nonconformity scores with a monotonic transformation of the energy score of each sample, we improve their sensitivity to input difficulty. Our experiments with four state-of-the-art score functions on multiple datasets and deep architectures show that this energy-based enhancement improves the adaptiveness of the prediction sets, leading to a notable increase in both efficiency and adaptiveness compared to baseline nonconformity scores, without introducing any post-hoc complexity.
Feb 18, 2026

Eigenmood Space: Uncertainty-Aware Spectral Graph Analysis of Psychological Patterns in Classical Persian Poetry

Classical Persian poetry is a historically sustained archive in which affective life is expressed through metaphor, intertextual convention, and rhetorical indirection. These properties make close reading indispensable while limiting reproducible comparison at scale. We present an uncertainty-aware computational framework for poet-level psychological analysis based on large-scale automatic multi-label annotation. Each verse is associated with a set of psychological concepts, per-label confidence scores, and an abstention flag that signals insufficient evidence. We aggregate confidence-weighted evidence into a Poet ×\times Concept matrix, interpret each poet as a probability distribution over concepts, and quantify poetic individuality as divergence from a corpus baseline using Jensen--Shannon divergence and Kullback--Leibler divergence. To capture relational structure beyond marginals, we build a confidence-weighted co-occurrence graph over concepts and define an Eigenmood embedding through Laplacian spectral decomposition. On a corpus of 61{,}573 verses across 10 poets, 22.2% of verses are abstained, underscoring the analytical importance of uncertainty. We further report sensitivity analysis under confidence thresholding, selection-bias diagnostics that treat abstention as a category, and a distant-to-close workflow that retrieves verse-level exemplars along Eigenmood axes. The resulting framework supports scalable, auditable digital-humanities analysis while preserving interpretive caution by propagating uncertainty from verse-level evidence to poet-level inference.
Feb 18, 2026

UCTECG-Net: Uncertainty-aware Convolution Transformer ECG Network for Arrhythmia Detection

Deep learning has improved automated electrocardiogram (ECG) classification, but limited insight into prediction reliability hinders its use in safety-critical settings. This paper proposes UCTECG-Net, an uncertainty-aware hybrid architecture that combines one-dimensional convolutions and Transformer encoders to process raw ECG signals and their spectrograms jointly. Evaluated on the MIT-BIH Arrhythmia and PTB Diagnostic datasets, UCTECG-Net outperforms LSTM, CNN1D, and Transformer baselines in terms of accuracy, precision, recall and F1 score, achieving up to 98.58% accuracy on MIT-BIH and 99.14% on PTB. To assess predictive reliability, we integrate three uncertainty quantification methods (Monte Carlo Dropout, Deep Ensembles, and Ensemble Monte Carlo Dropout) into all models and analyze their behavior using an uncertainty-aware confusion matrix and derived metrics. The results show that UCTECG-Net, particularly with Ensemble or EMCD, provides more reliable and better-aligned uncertainty estimates than competing architectures, offering a stronger basis for risk-aware ECG decision support.
Feb 17, 2026

How Uncertain Is the Grade? A Benchmark of Uncertainty Metrics for LLM-Based Automatic Assessment

The rapid rise of large language models (LLMs) is reshaping the landscape of automatic assessment in education. While these systems demonstrate substantial advantages in adaptability to diverse question types and flexibility in output formats, they also introduce new challenges related to output uncertainty, stemming from the inherently probabilistic nature of LLMs. Output uncertainty is an inescapable challenge in automatic assessment, as assessment results often play a critical role in informing subsequent pedagogical actions, such as providing feedback to students or guiding instructional decisions. Unreliable or poorly calibrated uncertainty estimates can lead to unstable downstream interventions, potentially disrupting students' learning processes and resulting in unintended negative consequences. To systematically understand this challenge and inform future research, we benchmark a broad range of uncertainty quantification methods in the context of LLM-based automatic assessment. Although the effectiveness of these methods has been demonstrated in many tasks across other domains, their applicability and reliability in educational settings, particularly for automatic grading, remain underexplored. Through comprehensive analyses of uncertainty behaviors across multiple assessment datasets, LLM families, and generation control settings, we characterize the uncertainty patterns exhibited by LLMs in grading scenarios. Based on these findings, we evaluate the strengths and limitations of different uncertainty metrics and analyze the influence of key factors, including model families, assessment tasks, and decoding strategies, on uncertainty estimates. Our study provides actionable insights into the characteristics of uncertainty in LLM-based automatic assessment and lays the groundwork for developing more reliable and effective uncertainty-aware grading systems in the future.
Feb 17, 2026

Geometry-Aware Uncertainty Quantification via Conformal Prediction on Manifolds

Conformal prediction gives finite-sample coverage guarantees for regression, but most standard constructions are designed for Euclidean output spaces. When the response lies on a Riemannian manifold, Euclidean residuals and coordinate-based regions can ignore the geometry that defines meaningful error. We propose adaptive geodesic conformal prediction, a simple framework that builds nonconformity scores from geodesic distances and normalizes them with a cross-validated estimate of local prediction difficulty. On the sphere, this produces geodesic caps whose area is independent of position, while their radii still adapt to heteroscedastic noise. In both a synthetic sphere experiment and an IGRF-14 geomagnetic field forecasting task, the adaptive method preserves valid marginal coverage, reduces variation in conditional coverage, and improves worst-case coverage relative to non-adaptive and coordinate-based baselines.
Feb 17, 2026

RaCo: Ranking and Covariance for Practical Learned Keypoints

This paper introduces RaCo, a lightweight neural network designed to learn robust and versatile keypoints suitable for a variety of 3D computer vision tasks. The model integrates three key components: the repeatable keypoint detector, a differentiable ranker to maximize matches with a limited number of keypoints, and a covariance estimator to quantify spatial uncertainty in metric scale. Trained on perspective image crops only, RaCo operates without the need for covisible image pairs. It achieves strong rotational robustness through extensive data augmentation, even without the use of computationally expensive equivariant network architectures. The method is evaluated on several challenging datasets, where it demonstrates state-of-the-art performance in keypoint repeatability and two-view matching, particularly under large in-plane rotations. Ultimately, RaCo provides an effective and simple strategy to independently estimate keypoint ranking and metric covariance without additional labels, detecting interpretable and repeatable interest points. The code is available at https://github.com/cvg/RaCo.
Feb 16, 2026

Kalman Filtering Based Flight Management System Modeling for AAM Aircraft

Advanced Air Mobility (AAM) operations are planned to utilize strategic flight planning services that predict temporal uncertainties to validate flight plans against hazards such as weather cells, restricted airspaces, and CNS disruption areas. This paper presents a Kalman Filter-based uncertainty propagation method that models Flight Management System (FMS) correction behavior through a sigmoid-blended measurement noise covariance. The sigmoid formulation generalizes existing discrete FMS activation thresholds into a continuous, tunable function that smoothly transitions the filter's measurement noise based on progress toward each waypoint. When the measurement noise is high, due to an inverse relationship, the Kalman gain is small and thus uncertainty grows; as the aircraft nears a waypoint, measurement noise decreases as a function of progress, the Kalman gain increases, and state covariance contracts which models the FMS progressively correcting toward the planned trajectory. The approach is computationally efficient (up to two orders of magnitude faster than Monte Carlo methods), scales with control inputs, and is parametrically tunable for different classes of aircraft. The measurement noise covariance is calibrated using real Automatic Dependent Surveillance-Broadcast (ADS-B) data from commercial Instrument Flight Rules (IFR) flights serving as surrogates for future AAM operations, achieving coverage probability conservative relative to theoretical Gaussian predictions at the 1-sigma confidence level on a hold out verification dataset (N = 36). Parameter sensitivity analysis across multiple flight routes demonstrates robust behavior, and comparative evaluation against Monte Carlo and Linear Propagation methods contextualizes the method's computational and accuracy trade-offs.
Feb 16, 2026

Activation-Space Uncertainty Quantification for Pretrained Networks

Reliable uncertainty estimates are crucial for deploying pretrained models; yet, many strong methods for quantifying uncertainty require retraining, Monte Carlo sampling, or expensive second-order computations and may alter a frozen backbone's predictions. To address this, we introduce Gaussian Process Activations (GAPA), a post-hoc method that shifts Bayesian modeling from weights to activations. GAPA replaces standard nonlinearities with Gaussian-process activations whose posterior mean exactly matches the original activation, preserving the backbone's point predictions by construction while providing closed-form epistemic variances in activation space. To scale to modern architectures, we use a sparse variational inducing-point approximation over cached training activations, combined with local k-nearest-neighbor subset conditioning, enabling deterministic single-pass uncertainty propagation without sampling, backpropagation, or second-order information. Across regression, classification, image segmentation, and language modeling, GAPA matches or outperforms strong post-hoc baselines in calibration and out-of-distribution detection while remaining efficient at test time.
Feb 10, 2026

Flow Matching with Uncertainty Quantification and Guidance

Despite the remarkable success of sampling-based generative models such as flow matching, they can still produce samples of inconsistent or degraded quality. To assess sample reliability and improve sample fidelity, we propose uncertainty-aware flow matching (UA-Flow), a lightweight extension of flow matching that predicts the velocity field together with heteroscedastic uncertainty. UA-Flow estimates spatially localized sample uncertainty by propagating velocity uncertainty through the flow dynamics. The resulting estimates serve as reliability signals that reflect data-manifold support for each generated sample or region. We further use them to steer generation via uncertainty-aware guidance (UG) and uncertainty-aware classifier-free guidance (UCFG). Experiments on ImageNet and CIFAR-10 show that UA-Flow's uncertainty tracks sample fidelity more consistently than element-wise baselines and that these signals also carry information about data-manifold support. On ImageNet, UG increases precision at the cost of recall and improves FID, while UCFG maintains lower FID than CFG at large guidance scales.
Feb 5, 2026

Detecting Misbehaviors of Large Vision-Language Models by Evidential Uncertainty Quantification

%Large vision-language models (LVLMs) have shown substantial advances in multimodal understanding and generation. However, when presented with incompetent or adversarial inputs, they frequently produce unreliable or even harmful content, such as fact hallucinations or dangerous instructions. This misalignment with human expectations, referred to as misbehaviors of LVLMs, raises serious concerns for deployment in critical applications. These misbehaviors are found to stem from epistemic uncertainty, specifically either conflicting internal knowledge or the absence of supporting information. However, existing uncertainty quantification methods, which typically capture only overall epistemic uncertainty, have shown limited effectiveness in identifying such issues. To address this gap, we propose Evidential Uncertainty Quantification (EUQ), a fine-grained method that captures both information conflict and ignorance for effective detection of LVLM misbehaviors. In particular, we interpret features from the model output head as either supporting (positive) or opposing (negative) evidence. Leveraging Evidence Theory, we model and aggregate this evidence to quantify internal conflict and knowledge gaps within a single forward pass. %We extensively evaluate our method across four categories of misbehavior, including hallucinations, jailbreaks, adversarial vulnerabilities, and out-of-distribution (OOD) failures, using state-of-the-art LVLMs, and find that EUQ consistently outperforms strong baselines, showing that hallucinations correspond to high internal conflict and OOD failures to high ignorance. Furthermore, layer-wise evidential uncertainty dynamics analysis helps interpret the evolution of internal representations from a new perspective. The source code is available at https://github.com/HT86159/EUQ.
Feb 5, 2026

HealthMamba: An Uncertainty-aware Spatiotemporal Graph State Space Model for Effective and Reliable Healthcare Facility Visit Prediction

Healthcare facility visit prediction is essential for optimizing healthcare resource allocation and informing public health policy. Despite advanced machine learning methods being employed for better prediction performance, existing works usually formulate this task as a time-series forecasting problem without considering the intrinsic spatial dependencies of different types of healthcare facilities, and they also fail to provide reliable predictions under abnormal situations such as public emergencies. To advance existing research, we propose HealthMamba, an uncertainty-aware spatiotemporal framework for accurate and reliable healthcare facility visit prediction. HealthMamba comprises three key components: (i) a Unified Spatiotemporal Context Encoder that fuses heterogeneous static and dynamic information, (ii) a novel Graph State Space Model called GraphMamba for hierarchical spatiotemporal modeling, and (iii) a comprehensive uncertainty quantification module integrating three uncertainty quantification mechanisms for reliable prediction. We evaluate HealthMamba on four large-scale real-world datasets from California, New York, Texas, and Florida. Results show HealthMamba achieves around 6.0% improvement in prediction accuracy and 3.5% improvement in uncertainty quantification over state-of-the-art baselines.
Feb 4, 2026

Extending ROC Analysis to Uncertainty-Aware Risk Prediction with an Interval-Based AUC (iAUC)

In high-stakes risk prediction, interval-valued predictions provide a natural way to represent predictive uncertainty. However, standard evaluation tools such as the receiver operating characteristic (ROC) curve and the area under the curve (AUC) are designed for point-valued predictions and do not capture how uncertainty affects discrimination performance. To address this gap, we develop an uncertainty-aware ROC framework and corresponding interval-based AUC (iAUC) metrics for evaluating the performance of interval-valued risk predictions. The framework constructs two ROC-style curves with associated areas AUCL\mathrm{AUC}_L and AUCU\mathrm{AUC}_U, and shows that these quantities induce a three-region decomposition of positive-negative rankings into confidently correct, ambiguous, and confidently incorrect orderings. Under valid class-conditional coverage, AUCL\mathrm{AUC}_L and AUCU\mathrm{AUC}_U, together with the pairwise miscoverage rate, provide theoretical bounds on the optimal AUC, linking interval coverage to achievable discrimination. The framework is compatible with a range of methods for quantifying epistemic uncertainty in risk prediction, including Bayesian, bootstrap, and ensemble-based procedures, and provides a practical way to compare predictive models and interval-generation methods. Experiments on clinical benchmark data and MIMIC-IV mortality prediction show that models with similar point AUC can have different uncertainty-aware ranking profiles, and that the proposed decomposition can support risk-aware model selection and threshold-based abstention.
Feb 4, 2026

Semantic Self-Distillation for Language Model Uncertainty

Large language models present challenges for principled uncertainty quantification, in part due to their complexity and the diversity of their outputs. Semantic dispersion, or the variance in the meaning of sampled answers, has been proposed as a useful proxy for model uncertainty, but the associated computational cost prohibits its use in latency-critical applications. We show that sampled semantic distributions can be distilled into lightweight student models which estimate a prompt-conditioned density before the language model generates an answer token. The student model predicts a semantic distribution over possible answers; the entropy of this distribution provides a prompt-level uncertainty signal, and the probability density allows answer-level reliability evaluation. Across experiments on TriviaQA and MMLU, we find our student models perform competitively relative to the teacher's sampled semantic dispersion on a hallucination prediction task, whilst offering additional uncertainty primitives for out-of-domain detection and multiple-choice answer selection. We term this technique Semantic Self-Distillation (SSD), which can serve as a general framework for distilling predictive uncertainty in complex output spaces beyond language.
Feb 3, 2026

Multiparameter Uncertainty Mapping in Quantitative Molecular MRI using a Physics-Structured Variational Autoencoder (PS-VAE)

Quantitative imaging methods, such as magnetic resonance fingerprinting (MRF), aim to extract interpretable pathology biomarkers by estimating biophysical tissue parameters from signal evolutions. However, the pattern-matching algorithms or neural networks used in such inverse problems often lack principled uncertainty quantification, which limits the trustworthiness and transparency, required for clinical acceptance. Here, we describe a physics-structured variational autoencoder (PS-VAE) designed for rapid extraction of voxelwise multi-parameter posterior distributions. Our approach integrates a differentiable spin physics simulator with self-supervised learning, and provides a full covariance that captures the inter-parameter correlations of the latent biophysical space. The method was validated in a multi-proton pool chemical exchange saturation transfer (CEST) and semisolid magnetization transfer (MT) molecular MRF study, across in-vitro phantoms, tumor-bearing mice, healthy human volunteers, and a subject with glioblastoma. The resulting multi-parametric posteriors are in good agreement with those calculated using a brute-force Bayesian analysis, while providing an orders-of-magnitude acceleration in whole brain quantification. In addition, we demonstrate how monitoring the multi-parameter posterior dynamics across progressively acquired signals provides practical insights for protocol optimization and may facilitate real-time adaptive acquisition.
Feb 3, 2026

Variational Sparse Paired Autoencoders (vsPAIR) for Inverse Problems and Uncertainty Quantification

Inverse problems are fundamental to many scientific and engineering disciplines; they arise when one seeks to reconstruct hidden, underlying quantities from noisy measurements. Many applications demand not just point estimates but interpretable uncertainty. Providing fast inference alongside uncertainty estimates remains challenging yet desirable in numerous applications. We propose the Variational Sparse Paired Autoencoder (vsPAIR) to address this challenge. The architecture pairs a standard VAE encoding observations with a sparse VAE encoding quantities of interest (QoI), connected through a learned latent mapping. The variational structure enables uncertainty estimation, the paired architecture encourages interpretability by anchoring QoI representations to clean data, and sparse encodings provide structure by concentrating information into identifiable factors rather than diffusing across all dimensions. To validate the effectiveness of our proposed architecture, we conduct experiments on blind inpainting, computed tomography (CT), and initial-condition inference for the heat equation, demonstrating that vsPAIR is a capable inverse problem solver that can provide interpretable and structured uncertainty estimates.
Feb 2, 2026

Beyond Prediction-Set Size: Quantifying Conformal Uncertainty through Credal Geometry

Prediction-set size offers a coarse summary of conformal uncertainty. We develop a richer perspective through the geometry of credal sets: families of probability distributions compatible with conformal prediction (CP) regions. We establish this representation for split CP, extending a correspondence recently identified for full CP. Building on this representation, we derive analytical characterisations and exact algorithms for several widely used credal uncertainty measures, reducing potentially exponential computations to linear time after sorting the conformal p-values. We further unify several of these measures with classical conformal summaries by integrating set-size penalties based on Tsallis entropies across error levels. We also prove an impossibility theorem: for common split-conformal regression constructions, uncertainty summaries of the induced credal sets cannot distinguish between inputs. Classification experiments on selective prediction and distribution-shift detection show that these summaries often recover useful ranking information lost by prediction-set size at a fixed error level, enabling finer-grained uncertainty assessment. These results establish credal geometry as a principled framework for quantifying conformal uncertainty and understanding its limitations.
Jan 23, 2026

Interpolation of GEDI Biomass Estimates with Calibrated Uncertainty Quantification

Wall-to-wall biomass density estimation from NASA's GEDI mission requires interpolating sparse LIDAR observations across heterogeneous landscapes. While Random Forest and XGBoost are widely used, they predict each location independently from satellite features, without adapting to the varying difficulty of heterogeneous landscapes. We introduce Attentive Neural Processes (ANPs), a probabilistic meta-learning architecture that explicitly conditions predictions on local observation sets as well as geospatial foundation model embeddings. ANPs learn a flexible spatial covariance approximator that is more uncertain in complex landscapes and less in homogeneous areas. We validate this approach across five distinct biomes ranging from tropical Amazonian forests to boreal, temperate, and alpine ecosystems, demonstrating that ANPs achieve competitive accuracy while maintaining uncertainty calibration. We demonstrate a scalable, empirically calibrated alternative to ensemble architectures for continental-scale biomass mapping.
Jan 21, 2026

Calibrated uncertainty quantification for prosumer flexibility aggregation in ancillary service markets

Reliable forecasting of prosumer flexibility is critical for demand response aggregators in frequency controlled ancillary service markets, where reliability requirements such as the P90 standard are enforced. Limited behavioural data and dependence on exogenous forecasts introduce uncertainty into flexibility estimates, which can cause reserve overestimation and financial penalties. This study systematically evaluates established uncertainty quantification approaches based on Monte Carlo dropout (MCD), conformal prediction (CP), and conformalised quantile regression (CQR) to construct prediction intervals for aggregated prosumer flexibility and support uncertainty-aware bidding. The approaches are evaluated for a behind-the-meter aggregator in the Danish manual frequency restoration reserve capacity market, using a large-scale synthetic dataset generated with an industry-grade home energy management system and publicly available load, solar, price, activation, and device-level data. Multiple multivariate CP strategies are applied to MCD predictions, alongside CQR using a separately trained quantile regression model. Under nominal test conditions, conformal methods substantially improve joint coverage over uncalibrated MCD baselines. More conservative methods satisfy the 90% lower-tail reliability requirement, while CQR and multivariate CP (MCP) yield narrower intervals and higher economic value, retaining approximately 69% and 68% of perfect-information profit, respectively, under the stricter penalty interpretation. A controlled robustness analysis shows that increasing perturbations of load, solar, price, and activation inputs increase overbidding and reduce coverage and economic performance. The results highlight the trade-off between reliability, economic value, and robustness to input uncertainty in aggregator bidding.
Jan 19, 2026

Pixelwise Uncertainty Quantification of Accelerated MRI Reconstruction

Parallel imaging techniques reduce magnetic resonance imaging (MRI) scan time but image quality degrades as the acceleration factor increases. In clinical practice, conservative acceleration factors are chosen because no mechanism exists to automatically assess the diagnostic quality of undersampled reconstructions. This work introduces a general framework for pixel-wise uncertainty quantification in parallel MRI reconstructions, enabling automatic identification of unreliable regions without access to any ground-truth reference image. Our method integrates conformal quantile regression with image reconstruction methods to estimate statistically rigorous pixel-wise uncertainty intervals. We trained and evaluated our model on Cartesian undersampled brain and knee data obtained from the fastMRI dataset using acceleration factors ranging from 2 to 10. An end-to-end Variational Network was used for image reconstruction. Quantitative experiments demonstrate strong agreement between predicted uncertainty maps and true reconstruction error. Using our method, the corresponding Pearson correlation coefficient was higher than 90% at acceleration levels at and above four-fold; whereas it dropped to less than 70% when the uncertainty was computed using a simpler a heuristic notion (magnitude of the residual). Qualitative examples further show the uncertainty maps based on quantile regression capture the magnitude and spatial distribution of reconstruction errors across acceleration factors, with regions of elevated uncertainty aligning with pathologies and artifacts. The proposed framework enables evaluation of reconstruction quality without access to fully-sampled ground-truth reference images. It represents a step toward adaptive MRI acquisition protocols that may be able to dynamically balance scan time and diagnostic reliability.
Jan 12, 2026

Neural Architectures for Amortized Bayesian Inference: Statistical Foundations and Empirical Assessments

Since the turn of the century, approximate Bayesian inference has steadily evolved as new computational techniques have been incorporated to handle increasingly complex, large-scale predictive problems. The recent success of deep neural networks and foundation models has now given rise to a new paradigm in statistical modeling, in which Bayesian inference can be amortized through large-scale learned predictors. In amortized inference, substantial computation is required at the beginning to train a neural network, but it can subsequently produce approximate posteriors or predictions at much lower computational cost across a wide range of tasks. While the typical Bayesian inference procedures are computationally expensive due to repeated likelihood calculations and Monte Carlo steps for each new dataset, amortized inference provides a much lower computational cost at deployment. Despite the growing popularity of amortized inference, its statistical interpretation and position within Bayesian inference remain poorly explored. In this paper, we present a statistical perspective on several major neural architectures, including feedforward networks, Deep Sets, and Transformers, and examine how they naturally support amortized Bayesian inference. We explore how these models perform structured approximation and also probabilistic reasoning in ways that yield controlled generalization error throughout a wide range of deployment scenarios, and how these properties can be harnessed for Bayesian computation. Via simulation studies, we evaluate the accuracy, robustness, and uncertainty quantification of amortized inference across varying sample sizes, varying noise distributional families, varying sparsity levels, and multimodality, highlighting its strengths and limitations.