arXiv:2608. 05995v1 Announce Type: new Abstract: Reliable uncertainty estimates are critical in safety-sensitive applications, where understanding the sources of predictive uncertainty is essential.
By Frieder Wizgall, Georg Tirpitz, Moritz Seiler, Kerstin Ritter, B\'alint Mucs\'anyi
The paper introduces a ground‑truth framework for disentangling uncertainty into epistemic and aleatoric components using sample‑conditional pointwise posterior risk. It evaluates current methods, finding that Spectral‑normalized Neural Gaussian Processes and Variational Latent Gaussian Processes best recover the ground‑truth uncertainty, while most methods align more closely with posterior variance and miss predictor bias. The study also explores the entanglement of estimated uncertainties and the impact of modeling choices, providing practical guidance and releasing 13 semi‑synthetic datasets for further validation.
By Frieder Wizgall, Georg Tirpitz, Moritz Seiler, Kerstin Ritter, B\'alint Mucs\'anyi
arXiv:2606. 20538v1 Announce Type: new Abstract: Bayesian predictive inference provides a principled framework for uncertainty quantification, data efficiency, and robust generalization.
By Qingyang Zhu, Eric Karl Oermann, Kyunghyun Cho
arXiv:2510. 10981v3 Announce Type: replace-cross Abstract: This paper develops a finite-sample statistical theory for in-context learning (ICL), analyzed within a meta-learning framework that accommodates mixtures of diverse task types.
By Tomoya Wakayama, Taiji Suzuki
arXiv:2410. 14843v4 Announce Type: replace-cross Abstract: Vanilla variational inference finds an optimal approximation to the Bayesian posterior distribution, but even the exact Bayesian posterior is often not meaningful under model misspecification.
By Jinlin Lai, Antonio Linero, Yuling Yao
arXiv:2602. 19126v2 Announce Type: replace Abstract: We propose a robust Bayesian formulation of random feature (RF) regression that accounts explicitly for prior and likelihood misspecification via Huber-style contamination sets.
By Michele Caprio, Katerina Papagiannouli, Siu Lun Chau, Sayan Mukherjee