想搞清深度模型怎么给出靠谱置信度？这篇把贝叶斯、Dropout、集成、单次前向等方法全梳理了一遍，还讲了各自局限，适合入门和选型参考。
这篇综述系统梳理了深度学习中的不确定性量化（UQ）方法，聚焦集成近似和近似贝叶斯两大类。作者将方法分为五个家族：贝叶斯神经网络、蒙特卡洛Dropout、深度集成、高效集成近似以及最后一层或单次前向方法。文中同时讨论了证据网络、保形预测、事后校准，以及分布外检测和选择性预测。综述还对比了熵分解与成对散度度量，并单独讨论了大型语言模型中的不确定性。
Uncertainty quantification for trustworthy deep learning: Methods and measures
The deployment of deep neural networks in safety-critical domains demands reliable estimates of predictive confidence, yet conventional architectures lack principled uncertainty quantification. This survey provides a structured, critical review of methods for Uncertainty Quantification (UQ) in deep learning, scoped to ensemble-based and approximate Bayesian approaches and the measures used to summarize their outputs. Relative to existing UQ surveys, our contribution is depth on efficient ensemble approximations and single-pass methods, and a unified treatment that separates the method producing a predictive distribution from the measure that summarizes its uncertainty. We organize methods into five families: Bayesian neural networks, Monte Carlo Dropout, deep ensembles, efficient ensemble approximations, and last-layer or single-pass approaches. We situate adjacent work on evidential and prior networks, conformal prediction, and post-hoc calibration, together with the decision-time tasks of out-of-distribution detection and selective prediction. For each, we examine theoretical motivation, implementation, empirical performance, and limitations. We then review ensemble diversity theory and uncertainty measures and their decompositions, contrasting the entropy decomposition with pairwise divergence measures, and consolidate evaluation methodology so that our qualitative comparisons share a common basis. We close with a brief treatment of uncertainty in large language models and open research directions, including efficient epistemic measures for classification, last-layer diversity, diversity and calibration under shift, and hybrid architectures.