Nonparametric Distribution Regression Re-calibration
arXiv:2602. 13362v2 Announce Type: replace-cross Abstract: A key challenge in probabilistic regression is ensuring that predictive distributions accurately reflect true empirical uncertainty.
arXiv:2510. 25599v2 Announce Type: replace Abstract: Regression tasks, notably in safety-critical domains, require reliable uncertainty quantification, yet the literature remains largely classification-focused.
arXiv:2602. 13362v2 Announce Type: replace-cross Abstract: A key challenge in probabilistic regression is ensuring that predictive distributions accurately reflect true empirical uncertainty.
arXiv:2504. 18433v3 Announce Type: replace Abstract: Uncertainty quantification is crucial in machine learning, yet most (axiomatic) studies of uncertainty measures focus on classification, leaving a gap in regression settings with limited formal justification and evaluations.
arXiv:2603. 16481v3 Announce Type: replace Abstract: Non-conservative uncertainty bounds are essential for making reliable predictions about latent functions from noisy data, and thus, a key enabler for safe learning-based control.
arXiv:2606. 19569v1 Announce Type: new Abstract: Uncertainty quantification (UQ) is essential for reliable decision-making in safety-critical applications in probabilistic machine learning.
arXiv:1812.09632v3 Announce Type: replace Abstract: We propose a data-driven approach to quantify the uncertainty of models constructed by kernel methods. Our approach minimizes the needed distributi...
arXiv:2507. 08150v4 Announce Type: replace-cross Abstract: Accurate uncertainty quantification is critical for reliable predictive modeling.
The paper argues against using the Gaussian (squared exponential/RBF) kernel as a default in Gaussian process regression, citing its brittleness. It shows that the kernel leads to unrealistically small conditional variances, causing overconfidence in predictive uncertainty, and that this small variance induces numerical ill‑conditioning, necessitating tricks like nugget terms that alter the model. The authors attribute these issues to the kernel’s analytic, highly smooth nature and suggest that analytic stationary kernels in general should be avoided.
arXiv:2607. 14817v1 Announce Type: cross Abstract: Current evaluation of epistemic uncertainty relies on tasks such as out-ofdistribution detection and active learning.
arXiv:2606. 25188v1 Announce Type: new Abstract: Efficient uncertainty quantification (UQ) is essential for trustworthy large-scale learning.
The paper argues against using the Gaussian (squared exponential/RBF) kernel as a default in Gaussian process regression, citing its brittleness. Two key issues are highlighted: the kernel produces unrealistically small conditional variances leading to overconfident predictions, and it causes numerical ill‑conditioning that necessitates ad‑hoc fixes like nugget terms. The authors attribute these problems to the kernel’s analytic, infinitely smooth nature, suggesting that analytic stationary kernels in general should be avoided.
arXiv:2606. 01427v1 Announce Type: cross Abstract: Foundation models (FMs) have achieved substantial success in generalizing across tasks without problemspecific training or fine-tuning.
Uncertainty Quantification (UQ) plays a vital role in enhancing the reliability of deep learning model predictions, especially in scenarios with high-dimensional output spaces. This paper addresses th...