Built from identical predictive distributions, distribution-based and credal-set uncertainty representations are comparable, but their rankings depend heavily on the chosen uncertainty measure and downstream task.
De Campos, Juan F
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Set-based v.s. Distribution-based Representations of Epistemic Uncertainty: A Comparative Study
Built from identical predictive distributions, distribution-based and credal-set uncertainty representations are comparable, but their rankings depend heavily on the chosen uncertainty measure and downstream task.