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What Uncertainties Do We Need for Dynamical Systems?

arXiv 2606.11988 ↗First posted 10 Jun 2026cs.LG stat.MLcited by 0

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Abstract (arXiv)

The distinction between aleatoric and epistemic uncertainty has received considerable attention in machine learning research, mainly in the context of supervised learning but also in other settings such as generative modeling. In this paper, we offer a machine learning perspective on uncertainty modeling for dynamical systems, which has been studied much less so far. In particular, we ask: what uncertainties do we need for dynamical systems? We discuss sources of uncertainty, clarify their nature (aleatoric or epistemic), and consider how the objectives of representing and quantifying uncertainty vary across different tasks.

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References · 6

  1. 2022FourCastNet: A Global Data-driven High-resolution Weather Model using Adaptive Fourier Neural Operatorscited by 776
  2. 2019Neural Stochastic Differential Equations: Deep Latent Gaussian Models in the Diffusion Limitcited by 176
  3. 2015Deep Kalman Filterscited by 166
  4. 2018Stable Recurrent Modelscited by 66
  5. 2020Bayesian Neural Ordinary Differential Equationscited by 45
  6. 2023Sources of Uncertainty in Supervised Machine Learning -- A Statisticians' Viewcited by 28

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