activity
20192026
most citedAleatoric uncertainty for Errors-in-Variables models in deep regression

7 citations · 7 across the 5 of their papers we have counts for

collaborators

8 papers

cs.LG2026

cc-Shapley: Measuring Multivariate Feature Importance Needs Causal Context

Jörg Martin, Stefan Haufe

Explainable artificial intelligence promises to yield insights into relevant features, thereby enabling humans to examine and scrutinize machine learning models or even facilitatin…

cs.LG2024

Explainable AI needs formalization

Stefan Haufe, Rick Wilming, Benedict Clark +4

The field of "explainable artificial intelligence" (XAI) seemingly addresses the desire that decisions of machine learning systems should be human-understandable. However, in its c…

cs.LG2021

A framework for benchmarking uncertainty in deep regression

Franko Schmähling, Jörg Martin, Clemens Elster

We propose a framework for the assessment of uncertainty quantification in deep regression. The framework is based on regression problems where the regression function is a linear…

cs.LG2021★ 7 cited

Aleatoric uncertainty for Errors-in-Variables models in deep regression

Jörg Martin, Clemens Elster

A Bayesian treatment of deep learning allows for the computation of uncertainties associated with the predictions of deep neural networks. We show how the concept of Errors-in-Vari…

cs.LG2021

About exchanging expectation and supremum for conditional Wasserstein GANs

Jörg Martin

In cases where a Wasserstein GAN depends on a condition the latter is usually handled via an expectation within the loss function. Depending on the way this is motivated, the discr…

cs.LG2020

Detecting unusual input to neural networks

Jörg Martin, Clemens Elster

Evaluating a neural network on an input that differs markedly from the training data might cause erratic and flawed predictions. We study a method that judges the unusualness of an…

cs.LG2019

Inspecting adversarial examples using the Fisher information

Jörg Martin, Clemens Elster

Adversarial examples are slight perturbations that are designed to fool artificial neural networks when fed as an input. In this work the usability of the Fisher information for th…

math.ST2019

The variation of the posterior variance and Bayesian sample size determination

Jörg Martin, Clemens Elster

We consider Bayesian sample size determination using a criterion that utilizes the first two moments of the expected posterior variance. We study the resulting sample size in depen…