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R. Alamri

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#machine learning Jul 2026

Subjective Risk Decomposition: A New View for Uncertainty Quantification

It is shown how epistemic and aleatoric uncertainty measures can be derived via decomposition of a subjective risk, based on a strictly proper loss, and considered a first step towards a full learning-theoretic framework for uncertainty quantification.

R. Alamri, Michele Caprio, Gavin Brown · arXiv.org · 1 citation · ⚡1