Quantifying Epistemic Uncertainty in Diffusion Models

Abstract: To ensure high quality outputs, it is important to quantify the epistemic uncertainty of diffusion models.Existing methods are often unreliable because they mix epistemic and aleatoric uncertainty. We introduce a method based on Fisher information that explicitly isolates epistemic variance, producing more reliable plausibility scores for generated data. To make this approach scalable, we propose FLARE (Fisher-Laplace Randomized Estimator), which approximates the Fisher information using a uniformly random subset of model parameters. Empirically, FLARE improves uncertainty estimation in synthetic time-series generation tasks, achieving more accurate and reliable filtering than other methods. Theoretically, we bound the convergence rate of our randomized approximation and provide analytic and empirical evidence that last-layer Laplace approximations are insufficient for this task.