# Uncertainty Quantification using Generative Approach

arXiv: https://arxiv.org/abs/2310.09338 · HTML: https://mlsanity.com/paper/2310.09338/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 24 of its 30 references that are in the map.
- First posted on arXiv 13 Oct 2023.

## Builds on (most cited first, 24 of 24)

- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [Generative Adversarial Networks](https://mlsanity.com/paper/2203.00667/) (2022)
- [Dropout as a Bayesian Approximation: Representing Model Uncertainty in Deep Learning](https://mlsanity.com/paper/1506.02142/) (2015)
- [Simple and Scalable Predictive Uncertainty Estimation using Deep Ensembles](https://mlsanity.com/paper/1612.01474/) (2016)
- [A Baseline for Detecting Misclassified and Out-of-Distribution Examples in Neural Networks](https://mlsanity.com/paper/1610.02136/) (2016)
- [Aleatoric and Epistemic Uncertainty in Machine Learning: An Introduction to Concepts and Methods](https://mlsanity.com/paper/1910.09457/) (2019)
- [Deep Bayesian Active Learning with Image Data](https://mlsanity.com/paper/1703.02910/) (2017)
- [Evidential Deep Learning to Quantify Classification Uncertainty](https://mlsanity.com/paper/1806.01768/) (2018)
- [Unifying Count-Based Exploration and Intrinsic Motivation](https://mlsanity.com/paper/1606.01868/) (2016)
- [Weight Uncertainty in Neural Networks](https://mlsanity.com/paper/1505.05424/) (2015)
- [Training Confidence-calibrated Classifiers for Detecting Out-of-Distribution Samples](https://mlsanity.com/paper/1711.09325/) (2017)
- [Aleatoric uncertainty estimation with test-time augmentation for medical image segmentation with convolutional neural networks](https://mlsanity.com/paper/1807.07356/) (2018)
- [EMNIST: an extension of MNIST to handwritten letters](https://mlsanity.com/paper/1702.05373/) (2017)
- [Exploring Uncertainty Measures in Deep Networks for Multiple Sclerosis Lesion Detection and Segmentation](https://mlsanity.com/paper/1808.01200/) (2018)
- [Gaussian YOLOv3: An Accurate and Fast Object Detector Using Localization Uncertainty for Autonomous Driving](https://mlsanity.com/paper/1904.04620/) (2019)
- [Towards Safe Autonomous Driving: Capture Uncertainty in the Deep Neural Network For Lidar 3D Vehicle Detection](https://mlsanity.com/paper/1804.05132/) (2018)
- [Efficient Exploration through Bayesian Deep Q-Networks](https://mlsanity.com/paper/1802.04412/) (2018)
- [Classification Uncertainty of Deep Neural Networks Based on Gradient Information](https://mlsanity.com/paper/1805.08440/) (2018)
- [Exploiting Epistemic Uncertainty of Anatomy Segmentation for Anomaly Detection in Retinal OCT](https://mlsanity.com/paper/1905.12806/) (2019)
- [Bayesian QuickNAT: Model Uncertainty in Deep Whole-Brain Segmentation for Structure-wise Quality Control](https://mlsanity.com/paper/1811.09800/) (2018)
- [Active Learning for Sequence Tagging with Deep Pre-trained Models and Bayesian Uncertainty Estimates](https://mlsanity.com/paper/2101.08133/) (2021)
- [Deep Sub-Ensembles for Fast Uncertainty Estimation in Image Classification](https://mlsanity.com/paper/1910.08168/) (2019)
- [Bridging the Gap Between Explainable AI and Uncertainty Quantification to Enhance Trustability](https://mlsanity.com/paper/2105.11828/) (2021)
- [Uncertainty-Aware Few-Shot Image Classification](https://mlsanity.com/paper/2010.04525/) (2020)

## Abstract (arXiv)

We present the Incremental Generative Monte Carlo (IGMC) method, designed to measure uncertainty in deep neural networks using deep generative approaches. IGMC iteratively trains generative models, adding their output to the dataset, to compute the posterior distribution of the expectation of a random variable. We provide a theoretical guarantee of the convergence rate of IGMC relative to the sample size and sampling depth. Due to its compatibility with deep generative approaches, IGMC is adaptable to both neural network classification and regression tasks. We empirically study the behavior of IGMC on the MNIST digit classification task.