# Uncertainty Estimation using Variance-Gated Distributions

arXiv: https://arxiv.org/abs/2509.08846 · HTML: https://mlsanity.com/paper/2509.08846/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Builds on 8 of its 12 references that are in the map.
- First posted on arXiv 7 Sep 2025.

## Builds on (most cited first, 8 of 8)

- [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)
- [Prevalence of Neural Collapse during the terminal phase of deep learning training](https://mlsanity.com/paper/2008.08186/) (2020)
- [Why M Heads are Better than One: Training a Diverse Ensemble of Deep Networks](https://mlsanity.com/paper/1511.06314/) (2015)
- [Quantifying Aleatoric and Epistemic Uncertainty in Machine Learning: Are Conditional Entropy and Mutual Information Appropriate Measures?](https://mlsanity.com/paper/2209.03302/) (2022)
- [Introducing an Improved Information-Theoretic Measure of Predictive Uncertainty](https://mlsanity.com/paper/2311.08309/) (2023)
- [(Implicit) Ensembles of Ensembles: Epistemic Uncertainty Collapse in Large Models](https://mlsanity.com/paper/2409.02628/) (2024)
- [Function Space Diversity for Uncertainty Prediction via Repulsive Last-Layer Ensembles](https://mlsanity.com/paper/2412.15758/) (2024)

## Built on by (most cited first, 2 of 2)

- [Improving Detection of Rare Nodes in Hierarchical Multi-Label Learning](https://mlsanity.com/paper/2602.08986/) (2026)
- [Uncertainty quantification for trustworthy deep learning: Methods and measures](https://mlsanity.com/paper/2607.28248/) (2026)

## Abstract (arXiv)

Evaluation of per-sample uncertainty quantification from neural networks is essential for decision-making involving high-risk applications. A common approach is to use the predictive distribution from Bayesian or approximation models and decompose the corresponding predictive uncertainty into epistemic (model-related) and aleatoric (data-related) components. However, additive decomposition has recently been questioned. In this work, we propose an intuitive framework for uncertainty estimation and decomposition based on the signal-to-noise ratio of class probability distributions across different model predictions. We introduce a variance-gated measure that scales predictions by a confidence factor derived from ensembles. We use this measure to discuss the existence of a collapse in the diversity of committee machines.