Quantifying Epistemic Uncertainty in Diffusion Models
- URL: http://arxiv.org/abs/2602.09170v1
- Date: Mon, 09 Feb 2026 20:22:33 GMT
- Title: Quantifying Epistemic Uncertainty in Diffusion Models
- Authors: Aditi Gupta, Raphael A. Meyer, Yotam Yaniv, Elynn Chen, N. Benjamin Erichson,
- Abstract summary: Empirically, FLARE improves uncertainty estimation in synthetic time-series generation tasks.<n>We provide analytic and empirical evidence that last-layer Laplace approximations are insufficient for this task.
- Score: 7.745621732213343
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: To ensure high quality outputs, it is important to quantify the epistemic uncertainty of diffusion models.Existing methods are often unreliable because they mix epistemic and aleatoric uncertainty. We introduce a method based on Fisher information that explicitly isolates epistemic variance, producing more reliable plausibility scores for generated data. To make this approach scalable, we propose FLARE (Fisher-Laplace Randomized Estimator), which approximates the Fisher information using a uniformly random subset of model parameters. Empirically, FLARE improves uncertainty estimation in synthetic time-series generation tasks, achieving more accurate and reliable filtering than other methods. Theoretically, we bound the convergence rate of our randomized approximation and provide analytic and empirical evidence that last-layer Laplace approximations are insufficient for this task.
Related papers
- Uncertainty Quantification for Deep Regression using Contextualised Normalizing Flows [1.8899300124593648]
We introduce MCNF, a novel uncertainty quantification method that produces both prediction intervals and the full conditioned predictive distribution.<n>MCNF operates on top of the underlying trained predictive model; thus, no predictive model retraining is needed.<n>We provide experimental evidence that the MCNF-based uncertainty estimate is well calibrated, is competitive with state-of-the-art uncertainty quantification methods, and provides richer information for downstream decision-making tasks.
arXiv Detail & Related papers (2025-11-30T11:08:40Z) - Cooperative Bayesian and variance networks disentangle aleatoric and epistemic uncertainties [0.0]
Real-world data contains aleatoric uncertainty - irreducible noise arising from imperfect measurements or from incomplete knowledge about the data generation process.<n>Mean variance estimation (MVE) networks can learn this type of uncertainty but require ad-hoc regularization strategies to avoid overfitting.<n>We propose to train a variance network with a Bayesian neural network and demonstrate that the resulting model disentangles aleatoric and epistemic uncertainties while improving the mean estimation.
arXiv Detail & Related papers (2025-05-05T15:50:52Z) - One step closer to unbiased aleatoric uncertainty estimation [71.55174353766289]
We propose a new estimation method by actively de-noising the observed data.
By conducting a broad range of experiments, we demonstrate that our proposed approach provides a much closer approximation to the actual data uncertainty than the standard method.
arXiv Detail & Related papers (2023-12-16T14:59:11Z) - Deep Evidential Learning for Bayesian Quantile Regression [3.6294895527930504]
It is desirable to have accurate uncertainty estimation from a single deterministic forward-pass model.
This paper proposes a deep Bayesian quantile regression model that can estimate the quantiles of a continuous target distribution without the Gaussian assumption.
arXiv Detail & Related papers (2023-08-21T11:42:16Z) - Anomaly Detection with Variance Stabilized Density Estimation [49.46356430493534]
We present a variance-stabilized density estimation problem for maximizing the likelihood of the observed samples.
To obtain a reliable anomaly detector, we introduce a spectral ensemble of autoregressive models for learning the variance-stabilized distribution.
We have conducted an extensive benchmark with 52 datasets, demonstrating that our method leads to state-of-the-art results.
arXiv Detail & Related papers (2023-06-01T11:52:58Z) - Normalizing Flow Ensembles for Rich Aleatoric and Epistemic Uncertainty
Modeling [21.098866735156207]
We propose an ensemble of Normalizing Flows (NF) which are state-of-the-art in modeling aleatoric uncertainty.
The ensembles are created via sets of fixed dropout masks, making them less expensive than creating separate NF models.
We demonstrate how to leverage the unique structure of NFs, base distributions, to estimate aleatoric uncertainty without relying on samples.
arXiv Detail & Related papers (2023-02-02T18:38:35Z) - The Implicit Delta Method [61.36121543728134]
In this paper, we propose an alternative, the implicit delta method, which works by infinitesimally regularizing the training loss of uncertainty.
We show that the change in the evaluation due to regularization is consistent for the variance of the evaluation estimator, even when the infinitesimal change is approximated by a finite difference.
arXiv Detail & Related papers (2022-11-11T19:34:17Z) - Reliability-Aware Prediction via Uncertainty Learning for Person Image
Retrieval [51.83967175585896]
UAL aims at providing reliability-aware predictions by considering data uncertainty and model uncertainty simultaneously.
Data uncertainty captures the noise" inherent in the sample, while model uncertainty depicts the model's confidence in the sample's prediction.
arXiv Detail & Related papers (2022-10-24T17:53:20Z) - Uncertainty Quantification for Traffic Forecasting: A Unified Approach [21.556559649467328]
Uncertainty is an essential consideration for time series forecasting tasks.
In this work, we focus on quantifying the uncertainty of traffic forecasting.
We develop Deep S-Temporal Uncertainty Quantification (STUQ), which can estimate both aleatoric and relational uncertainty.
arXiv Detail & Related papers (2022-08-11T15:21:53Z) - Dense Uncertainty Estimation via an Ensemble-based Conditional Latent
Variable Model [68.34559610536614]
We argue that the aleatoric uncertainty is an inherent attribute of the data and can only be correctly estimated with an unbiased oracle model.
We propose a new sampling and selection strategy at train time to approximate the oracle model for aleatoric uncertainty estimation.
Our results show that our solution achieves both accurate deterministic results and reliable uncertainty estimation.
arXiv Detail & Related papers (2021-11-22T08:54:10Z) - Unlabelled Data Improves Bayesian Uncertainty Calibration under
Covariate Shift [100.52588638477862]
We develop an approximate Bayesian inference scheme based on posterior regularisation.
We demonstrate the utility of our method in the context of transferring prognostic models of prostate cancer across globally diverse populations.
arXiv Detail & Related papers (2020-06-26T13:50:19Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.