Bandwidth Selection in Kernel Density Estimation for Model Calibration
arXiv:2606.29925v1 Announce Type: new Abstract: As deep learning models are increasingly deployed in high-stakes applications, providing well-calibrated uncertainty estimates has become as critical as achieving high predictive accuracy. While Kernel Density Estimation (KDE) has emerged as a smooth and continuous alternative to traditional binning for quantifying miscalibration, its reliability is heavily dependent on the choice of the kernel bandwidth. Standard selection techniques, such as Maxi
