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The vast majority of stochastic simulation models are imperfect in that they fail to exactly emulate real system dynamics. The inexactness of the simulation model, or model discrepancy, can impact the predictive accuracy and usefulness of…

Methodology · Statistics 2017-07-21 Matthew Plumlee , Henry Lam

Measurement outcomes of a quantum state can be genuinely random (unpredictable) according to the basic laws of quantum mechanics. The Heisenberg-Robertson uncertainty relation puts constrains on the accuracy of two noncommuting observables.…

Quantum Physics · Physics 2017-09-13 Xiao Yuan , Ge Bai , Tianyi Peng , Xiongfeng Ma

Large language models (LLMs) have demonstrated remarkable capabilities across various tasks. However, these models could offer biased, hallucinated, or non-factual responses camouflaged by their fluency and realistic appearance. Uncertainty…

Computation and Language · Computer Science 2025-05-30 Zhiqiu Xia , Jinxuan Xu , Yuqian Zhang , Hang Liu

In machine learning, accurately predicting the probability that a specific input is correct is crucial for risk management. This process, known as uncertainty (or confidence) estimation, is particularly important in mission-critical…

Machine Learning · Computer Science 2023-01-12 Gabriella Chouraqui , Liron Cohen , Gil Einziger , Liel Leman

We consider the linearized BGK equation and want to quantify uncertainties in the case of modelling errors. More specifically, we want to quantify the error produced if the pre-determined equilibrium function is chosen inaccurately. In this…

Analysis of PDEs · Mathematics 2018-10-23 C. Klingenberg , Q. Li , M. Pirner

In nuclear reactor system design and safety analysis, the Best Estimate plus Uncertainty (BEPU) methodology requires that computer model output uncertainties must be quantified in order to prove that the investigated design stays within…

Computation · Statistics 2018-06-22 Xu Wu , Tomasz Kozlowski , Hadi Meidani , Koroush Shirvan

Due to their increasing spread, confidence in neural network predictions became more and more important. However, basic neural networks do not deliver certainty estimates or suffer from over or under confidence. Many researchers have been…

Among various uncertainty relations, the profound fine-grained uncertainty relation is used to distinguish the uncertainty inherent in obtaining any combination of outcomes for different measurements. In this Letter, we explore this…

Quantum Physics · Physics 2018-07-31 Jun Feng , Yao-Zhong Zhang , Mark D. Gould , Heng Fan

Uncertainty quantification (UQ) is a vital step in using mathematical models and simulations to take decisions. The field of cardiac simulation has begun to explore and adopt UQ methods to characterise uncertainty in model inputs and how…

We address the problem of uncertainty quantification and propose measures of total, aleatoric, and epistemic uncertainty based on a known decomposition of (strictly) proper scoring rules, a specific type of loss function, into a divergence…

Machine Learning · Computer Science 2025-05-29 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

Uncertainty relation lies at the heart of quantum mechanics, characterizing the incompatibility of non-commuting observables in the preparation of quantum states. An important question is how to improve the lower bound of uncertainty…

Quantum Physics · Physics 2017-05-25 Qiu-Cheng Song , Jun-Li Li , Guang-Xiong Peng , Cong-Feng Qiao

The Best Estimate plus Uncertainty (BEPU) approach for nuclear systems modeling and simulation requires that the prediction uncertainty must be quantified in order to prove that the investigated design stays within acceptance criteria. A…

Computation · Statistics 2023-03-24 Ziyu Xie , Farah Alsafadi , Xu Wu

A risk analyst assesses potential financial losses based on multiple sources of information. Often, the assessment does not only depend on the specification of the loss random variable but also various economic scenarios. Motivated by this…

Risk Management · Quantitative Finance 2023-10-02 Tolulope Fadina , Yang Liu , Ruodu Wang

Geometric programming (GP) is a well-known optimization tool for dealing with a wide range of nonlinear optimization and engineering problems. In general, it is assumed that the parameters of a GP problem are deterministic and accurate.…

Optimization and Control · Mathematics 2026-03-09 Tapas Mondal , Akshay Kumar Ojha , Sabyasachi Pani

After a short introduction to the generalized uncertainty principle (GUP), we review some of the physical predictions of the GUP, and we focus in particular on the bounds that present experimental tests can put on the value of the…

High Energy Physics - Theory · Physics 2020-01-08 Fabio Scardigli

The uncertainty principle sets limit on our ability to predict the values of two incompatible observables measured on a quantum particle simultaneously. This principle can be stated in various forms. In quantum information theory, it is…

Quantum Physics · Physics 2018-09-27 H. Dolatkhah , S. Haseli , S. Salimi , S. A. Khorashad

This paper is concerned with a simulation study for a stochastic production network model, where the capacities of machines may change randomly. We introduce performance measures motivated by risk measures from finance leading to a…

Optimization and Control · Mathematics 2019-05-14 Simone Göttlich , Stephan Knapp

This review is designed to introduce mathematicians and computational scientists to quantum computing (QC) through the lens of uncertainty quantification (UQ) by presenting a mathematically rigorous and accessible narrative for…

Quantum Physics · Physics 2026-03-30 Ryan Bennink , Olena Burkovska , Konstantin Pieper , Jorge Ramirez , Elaine Wong

Despite the massive advancements in large language models (LLMs), they still suffer from producing plausible but incorrect responses. To improve the reliability of LLMs, recent research has focused on uncertainty quantification to predict…

Artificial Intelligence · Computer Science 2025-04-01 Yongjin Yang , Haneul Yoo , Hwaran Lee

Measures of uncertainty and divergence are introduced for interval-valued probability distributions and are shown to have desirable mathematical properties. A maximum uncertainty inference procedure for marginal interval distributions is…

Artificial Intelligence · Computer Science 2013-04-08 Michael Pittarelli
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