Tag: frequentist

Frequentist Validity of Epistemic Uncertainty Estimators arXiv:2510.22063v1 Announce Type: new Abstract: Decomposing prediction uncertainty into its aleatoric (irreducible) and epistemic (reducible) components is critical for the development and deployment of machine learning systems. A popular, principled measure for epistemic uncertainty is the mutual information between the response variable and model parameters. However, evaluating this measure…