{"slug": "it-depends-incorporating-correlations-for-joint-aleatoric-and-epistemic-of-high", "title": "It depends: Incorporating correlations for joint aleatoric and epistemic uncertainties of high-dimensional output spaces", "summary": "A new arXiv preprint (2608.24518v1) proposes a method for jointly modeling aleatoric and epistemic uncertainties in high-dimensional regression tasks, using a low-rank plus diagonal covariance structure to capture output correlations efficiently. The approach, which targets applications such as medical image segmentation, image inpainting, colorization, optical flow, and depth estimation, outperforms prior work in uncertainty quantification while supporting downstream analyses like sampling and log-likelihood evaluation.", "body_md": "arXiv:2608.24518v1 Announce Type: new\nAbstract: Uncertainty Quantification (UQ) plays a vital role in enhancing the reliability of deep learning model predictions, especially in scenarios with high-dimensional output spaces. This paper addresses the dual nature of uncertainty -- aleatoric and epistemic -- focusing on their joint integration in high-dimensional regression tasks. For example, in applications like medical image segmentation or restoration, aleatoric uncertainty captures inherent data noise, while epistemic uncertainty quantifies the model's confidence in unfamiliar conditions. Modeling both jointly enables more reliable predictions by reflecting both unavoidable variability and knowledge gaps, whereas modeling only one limits transparency and robustness. We propose a novel approach that approximates the resulting joint uncertainty using a low-rank plus diagonal covariance structure, capturing essential output correlations while avoiding the computational burdens of full covariance matrices. Unlike prior work, our method explicitly combines aleatoric and epistemic uncertainties into a unified second-order distribution that supports robust downstream analyses like sampling and log-likelihood evaluation. We further introduce stabilization strategies for efficient training and inference, achieving superior UQ in the tasks of image inpainting, colorization, optical flow, and depth estimation.", "url": "https://wpnews.pro/news/it-depends-incorporating-correlations-for-joint-aleatoric-and-epistemic-of-high", "canonical_source": "https://www.machinebrief.com/news/it-depends-incorporating-correlations-for-joint-aleatoric-an-hfw6", "published_at": "2026-08-26 04:00:00+00:00", "updated_at": "2026-08-26 07:14:10.107132+00:00", "lang": "en", "topics": ["machine-learning", "artificial-intelligence", "ai-research"], "entities": ["arXiv"], "alternates": {"html": "https://wpnews.pro/news/it-depends-incorporating-correlations-for-joint-aleatoric-and-epistemic-of-high", "markdown": "https://wpnews.pro/news/it-depends-incorporating-correlations-for-joint-aleatoric-and-epistemic-of-high.md", "text": "https://wpnews.pro/news/it-depends-incorporating-correlations-for-joint-aleatoric-and-epistemic-of-high.txt", "jsonld": "https://wpnews.pro/news/it-depends-incorporating-correlations-for-joint-aleatoric-and-epistemic-of-high.jsonld"}}