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Quantifying Epistemic Uncertainty in Diffusion Models

Aditi Gupta
Raphael A. Meyer
Yotam Yaniv
Elynn Chen
N. Benjamin Erichson
Main:10 Pages
6 Figures
Bibliography:2 Pages
4 Tables
Appendix:10 Pages
Abstract

To ensure high quality outputs, it is important to quantify the epistemic uncertainty of diffusionthis http URLmethods are often unreliable because they mix epistemic and aleatoric uncertainty. We introduce a method based on Fisher information that explicitly isolates epistemic variance, producing more reliable plausibility scores for generated data. To make this approach scalable, we propose FLARE (Fisher-Laplace Randomized Estimator), which approximates the Fisher information using a uniformly random subset of model parameters. Empirically, FLARE improves uncertainty estimation in synthetic time-series generation tasks, achieving more accurate and reliable filtering than other methods. Theoretically, we bound the convergence rate of our randomized approximation and provide analytic and empirical evidence that last-layer Laplace approximations are insufficient for this task.

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