Canopy Tree Height Estimation Using Quantile Regression: Modeling and Evaluating Uncertainty in Remote Sensing
- URL: http://arxiv.org/abs/2604.06988v1
- Date: Wed, 08 Apr 2026 12:05:13 GMT
- Title: Canopy Tree Height Estimation Using Quantile Regression: Modeling and Evaluating Uncertainty in Remote Sensing
- Abstract summary: We apply quantile regression to existing tree height estimation models based on satellite data to incorporate uncertainty quantification.<n>Results correlate with known challenges in remote sensing, indicating that the model is less confident in more challenging conditions.
- Score: 1.2081808043723938
- License: http://creativecommons.org/licenses/by-sa/4.0/
- Abstract: Accurate tree height estimation is vital for ecological monitoring and biomass assessment. We apply quantile regression to existing tree height estimation models based on satellite data to incorporate uncertainty quantification. Most current approaches for tree height estimation rely on point predictions, which limits their applicability in risk-sensitive scenarios. In this work, we show that, with minor modifications of a given prediction head, existing models can be adapted to provide statistically calibrated uncertainty estimates via quantile regression. Furthermore, we demonstrate how our results correlate with known challenges in remote sensing (e.g., terrain complexity, vegetation heterogeneity), indicating that the model is less confident in more challenging conditions.
Related papers
- Deep Evidential Regression for Sparse Forest Height Estimation from Multimodal Satellite Imagery [8.450481081455147]
Deep Evidential Regression (DER) is an efficient framework for uncertainty-aware forest structure estimation from Earth observation data.<n>DER achieves predictive performance comparable to a deterministic U-Net while additionally providing well-calibrated uncertainty estimates.<n>These findings demonstrate the potential of evidential learning as an efficient framework for uncertainty-aware forest structure estimation.
arXiv Detail & Related papers (2026-08-03T09:46:14Z) - Uncertainty Quantification for EO Regression Tasks: Building Height, Tree Canopy Height and Above-ground Biomass Estimation [1.7205106391379026]
Most deep learning models yield only deterministic predictions, providing no indication of per-pixel reliability.<n>We propose two complementary approaches: (i) Gaussian UC, which jointly predicts mean and standard deviation under a Gaussian assumption, and (ii) Quantile UC, which estimates the 10th, 50th, and 90th quantiles to capture asymmetric and heteroscedastic error distributions.<n>Results show that both approaches match or surpass deterministic benchmarks and existing global products, while delivering well-calibrated, interpretable, and operationally useful confidence estimates.
arXiv Detail & Related papers (2026-07-13T11:18:10Z) - Tree-Based Predictive Models for Noisy Input Data [0.0]
We propose measurement error BART (meBART), a novel extension to the BART model that directly incorporates measurement error in the independent variable(s)<n>We show that in the presence of measurement error, our model enables more accurate parameter estimation, more robust uncertainty quantification, and superior predictive performance.
arXiv Detail & Related papers (2026-03-08T01:41:55Z) - Km-scale dynamical downscaling through conformalized latent diffusion models [45.94979929172337]
Dynamical downscaling is crucial for deriving high-resolution meteorological fields from coarse-scale simulations.<n>Generative Diffusion models (DMs) have recently emerged as powerful data-driven tools for this task.<n>However, DMs lack finite-sample guarantees against overconfident predictions, resulting in miscalibrated grid-point-level uncertainty estimates.<n>We tackle this issue by augmenting the downscaling pipeline with a conformal prediction framework.
arXiv Detail & Related papers (2025-10-15T08:41:36Z) - Uncertainty Quantification for Regression using Proper Scoring Rules [76.24649098854219]
We introduce a unified UQ framework for regression based on proper scoring rules, such as CRPS, logarithmic, squared error, and quadratic scores.<n>We derive closed-form expressions for the uncertainty measures under practical parametric assumptions and show how to estimate them using ensembles of models.<n>Our broad evaluation on synthetic and real-world regression datasets provides guidance for selecting reliable UQ measures.
arXiv Detail & Related papers (2025-09-30T17:52:12Z) - Regression Trees Know Calculus [1.8130068086063336]
We find a simple estimate of the gradient which can be efficiently computed using quantities exposed by popular tree learning libraries.<n>This allows the tools developed in the context of differentiable algorithms, like neural nets and Gaussian processes, to be deployed to tree-based models.
arXiv Detail & Related papers (2024-05-22T17:14:03Z) - Quantifying predictive uncertainty of aphasia severity in stroke patients with sparse heteroscedastic Bayesian high-dimensional regression [47.1405366895538]
Sparse linear regression methods for high-dimensional data commonly assume that residuals have constant variance, which can be violated in practice.
This paper proposes estimating high-dimensional heteroscedastic linear regression models using a heteroscedastic partitioned empirical Bayes Expectation Conditional Maximization algorithm.
arXiv Detail & Related papers (2023-09-15T22:06:29Z) - 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) - Flexible Model Aggregation for Quantile Regression [92.63075261170302]
Quantile regression is a fundamental problem in statistical learning motivated by a need to quantify uncertainty in predictions.
We investigate methods for aggregating any number of conditional quantile models.
All of the models we consider in this paper can be fit using modern deep learning toolkits.
arXiv Detail & Related papers (2021-02-26T23:21:16Z) - Approaching Neural Network Uncertainty Realism [53.308409014122816]
Quantifying or at least upper-bounding uncertainties is vital for safety-critical systems such as autonomous vehicles.
We evaluate uncertainty realism -- a strict quality criterion -- with a Mahalanobis distance-based statistical test.
We adopt it to the automotive domain and show that it significantly improves uncertainty realism compared to a plain encoder-decoder model.
arXiv Detail & Related papers (2021-01-08T11:56:12Z) - Censored Quantile Regression Forest [81.9098291337097]
We develop a new estimating equation that adapts to censoring and leads to quantile score whenever the data do not exhibit censoring.
The proposed procedure named it censored quantile regression forest, allows us to estimate quantiles of time-to-event without any parametric modeling assumption.
arXiv Detail & Related papers (2020-01-08T23:20:23Z)
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.