{
  "$schema": "https://ps-wiki.github.io/schema/v1/term.schema.json",
  "id": "uncertainty",
  "title": "Uncertainty",
  "description": "Two types of uncertainty.",
  "language": "en",
  "tags": [
    "modeling",
    "article"
  ],
  "related": [],
  "breaking": false,
  "dates": {
    "created": "2025-03-15",
    "last_modified": "2025-06-20"
  },
  "authors": [
    {
      "name": "Jinning Wang",
      "url": "https://jinningwang.github.io"
    }
  ],
  "content": {
    "sections": [
      {
        "order": 1,
        "id": "elaboration-in-an-article",
        "title": "Elaboration in an Article",
        "type": "definition",
        "source_keys": [
          "hullermeier2021aleatoric"
        ],
        "page": null,
        "body_md": "> Aleatoric (aka statistical) uncertainty refers to the notion of randomness, that is, the variability in the outcome of an experiment which is due to **inherently random effects**.\n\n> Epistemic (aka systematic) refers to uncertainty caused by a **lack of knowledge** (about the best model).\n> In other words, it refers to the **ignorance** of the agent or decision maker, and hence to the epistemic state of the agent instead of any underlying random phenomenon.\n\n> As opposed to uncertainty caused by randomness, uncertainty caused by ignorance can in principle be reduced on the basis of additional information. In other words, epistemic uncertainty refers to the **reducible** part of the (total) uncertainty, whereas aleatoric uncertainty refers to the **irreducible** part.\n"
      }
    ]
  }
}