In classification tasks, softmax functions are ubiquitously used as output activations to produce predictive probabilities. Such outputs only capture aleatoric uncertainty. To capture epistemic uncertainty, approximate Gaussian inference methods have been proposed. We develop a common formalism to describe such methods, which we view as outputting Gaussian distributions over the logit space. Predictives are then obtained as the expectations of the Gaussian distributions pushed forward through the softmax.

Diffusion-based generative models have long depended on Gaussian priors, with little exploration of alternative distributions. We introduce a Proper Hölder-Kullback Dirichlet framework that uses time-varying multiplicative transformations to define both forward and reverse diffusion processes. Moving beyond conventional reweighted evidence lower bounds (ELBO) or Kullback-Leibler upper bounds (KLUB), we propose two novel divergence measures: the Proper Hölder Divergence (PHD) and the Proper Hölder-Kullback (PHK) divergence, the latter designed to restore symmetry missing in existing formulations. When optimizing our Dirichlet diffusion model with PHK, we achieve a Fréchet Inception Distance (FID) of 2.78 on unconditional CIFAR-10. Comprehensive experiments on natural-image datasets validate the generative strengths of model and confirm PHK's effectiveness in model training. These contributions expand the diffusion-model family with principled non-Gaussian processes and effective optimization tools, offering new avenues for versatile, high-fidelity generative modeling.

Uncertainty estimation is crucial for ensuring the reliability of machine learning models in safety-critical applications. Evidential Deep Learning (EDL) offers a principled framework by modeling predictive uncertainty through Dirichlet distributions over class probabilities. However, existing EDL methods predominantly rely on level-0 hard labels, which supervise an uncertainty-aware model with full certainty. We argue that hard labels not only fail to capture epistemic uncertainty but also obscure the aleatoric uncertainty arising from inherent data noise and label ambiguity. As a result, EDL models often produce degenerate Dirichlet distributions that collapse to near-deterministic outputs. To overcome these limitations, we propose a vicinal risk minimization paradigm for EDL by incorporating level-1 supervision in the form of vicinally smoothed conditional label distributions.

Uncertainty quantification (UQ) is crucial for deploying machine learning models in high-stakes applications, where overconfident predictions can lead to serious consequences. An effective UQ method must balance computational efficiency with the ability to generalize across diverse scenarios. Evidential deep learning (EDL) achieves efficiency by modeling uncertainty through the prediction of a Dirichlet distribution over class probabilities. However, the restrictive assumption of Dirichlet-distributed class probabilities limits EDL's robustness, particularly in complex or unforeseen situations. To address this, we propose *flexible evidential deep learning* ($\mathcal{F}$-EDL), which extends EDL by predicting a flexible Dirichlet distribution--a generalization of the Dirichlet distribution--over class probabilities. This approach provides a more expressive and adaptive representation of uncertainty, significantly enhancing UQ generalization and reliability under challenging scenarios. We theoretically establish several advantages of $\mathcal{F}$-EDL and empirically demonstrate its state-of-the-art UQ performance across diverse evaluation settings, including classical, long-tailed, and noisy in-distribution scenarios.

Single-pass uncertainty quantification (UQ) methods for classification represent uncertainty by predicting a tractable distribution over the class probability vector. While existing approaches primarily focus on enhancing the expressiveness of this distribution, they often provide limited insight into how predictive uncertainty is structured and aggregated, resulting in weak interpretability. We introduce the courtroom analogy, which conceptualizes uncertainty-aware classification as a structured debate among class-specific advocates. Each advocate forms a probabilistic opinion, and a final verdict is reached by aggregating these opinions using input-dependent plausibility weights. In this framework, each advocate's opinion is modeled as a Dirichlet distribution whose concentration parameter is decomposed into shared evidence and class-specific advocacy. This yields a structured mixture of Dirichlet distributions with semantically interpretable parameters. To instantiate this formulation, we propose Mixture of Dirichlet EXperts (MoDEX), a single-pass neural architecture that predicts the courtroom parameters, enabling efficient and expressive UQ while explicitly modeling uncertainty aggregation. We demonstrate that MoDEX enjoys strong theoretical properties and achieves state-of-the-art UQ performance across diverse benchmarks, yielding interpretable uncertainty estimates with meaningful semantics.

Traditional neural networks provide deterministic predictions without inherent uncertainty estimates. While Bayesian Neural Networks (BNNs) offer a principled approach to uncertainty quantification, their computational complexity limits scalability. Monte Carlo (MC) Dropout, initially introduced as a regularization technique, has been shown to approximate Bayesian inference by enabling probabilistic modeling through multiple stochastic forward passes. In this work, we enhance uncertainty estimation in deep learning by integrating a Dirichlet-based framework within MC Dropout. Specifically, we leverage the formulation proposed by Sensoy et al. (2018), where class probabilities are modeled using a Dirichlet distribution, allowing for a more informative uncertainty representation. The proposed approach maintains the computational efficiency of MC Dropout while improving the quality of uncertainty estimates. We discuss the theoretical foundations of our method and compare it with existing uncertainty quantification techniques. The results highlight the effectiveness of the proposed method in producing well-calibrated uncertainty estimates, offering a practical solution for uncertainty-aware deep learning models.

We consider reinforcement learning in an environment modeled by an episodic, finite, stage-dependent Markov decision process of horizon H with S states, and A actions. The performance of an agent is measured by the regret after interacting with the environment for T episodes. We propose an optimistic posterior sampling algorithm for reinforcement learning (OPSRL), a simple variant of posterior sampling that only needs a number of posterior samples logarithmic in H, S, A, and T per state-action pair.

Now consider a perturbation of the prior distribution over transition functions δ: T R 0 such that R Tp δ(Tp)P(Tp|h0)dTp = 1. Proof: Proposition 2 directly extends Proposition 1 in [8] to BAMDPs. Therefore, the perturbed distribution over histories is also a valid probability distribution. Provided that cbo is chosen appropriately (details in the appendix), as the number of perturbations expanded approaches, a perturbation within any > 0 of the optimal perturbation will be expanded by the Bayesian optimisation procedure with probability 1 δ. Proof: Consider an adversary decision node, v, associated with augmented state (s,ha,y) in the BACVaR-SG. We begin by proving that Q((s,ha,y),ξ) is continuous with respect to ξ. Define a function d: S R, such that ξ + d produces a valid adversary perturbation.

To keep experiments uniform, for all datasets (STL-10, CIFAR-10, and CIFAR-100) we used a train/val/test partitioning. In our experiments we compared FED with four baselines. For all baselines we tried different learning rates [0.1, 0.01, 0.001] and batch sizes [32, 64, 100]. For EnDD and EnDD + AUX, we used the same temperature, temperature annealing, and optimizer that was used in the original paper. For AMT, we tried different alphas [1e1, 1e3, 1e5] and kept the rest as the original paper.