PCS-UQ: Uncertainty Quantification via the Predictability-Computability-Stability Framework

arXiv:2505.08784v3 Announce Type: replace Abstract: As machine learning (ML) enters high-stakes domains, trustworthy uncertainty quantification (UQ) is essential for safety. In this paper we introduce PCS-UQ, a framework based on the Predictability, Computability, and Stability (PCS) principles for veridical data science. Starting with a candidate set of models or algorithms, PCS-UQ integrates a rigorous prediction-check to screen out unsuitable models in the set and utilizes bootstrap samples in order to capture both inter-sample variability and algorithmic instability for the prediction-chec