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Unbinned maximum likelihood is a common procedure for parameter estimation. After parameters have been estimated, it is crucial to know whether the fit model adequately describes the experimental data. Univariate Goodness of Fit procedures…

Applications · Statistics 2011-02-14 Giulio Palombo

The paper deals with measures of nonlinearity. In state estimation, they are utilized i) to select a suitable state estimation algorithm by assessing the nonlinearity of a system model, ii) to adapt the estimation algorithm structure or…

Systems and Control · Electrical Eng. & Systems 2024-12-10 Ondřej Straka , Jindřich Havlík

In robust optimization, the uncertainty set is used to model all possible outcomes of uncertain parameters. In the classic setting, one assumes that this set is provided by the decision maker based on the data available to her. Only…

Optimization and Control · Mathematics 2019-01-23 Trivikram Dokka , Marc Goerigk , Rahul Roy

There are two reasons why uncertainty may not be adequately described by Probability Theory. The first one is due to unique or nearly-unique events, that either never realized or occurred too seldom for frequencies to be reliably measured.…

Artificial Intelligence · Computer Science 2023-03-17 Florian Ellsaesser , Guido Fioretti , Gail E. James

Estimation of extreme quantile regions, spaces in which future extreme events can occur with a given low probability, even beyond the range of the observed data, is an important task in the analysis of extremes. Existing methods to estimate…

Methodology · Statistics 2020-10-28 Boris Beranger , Simone A. Padoan , Scott A. Sisson

The practice of uncertainty quantification (UQ) validation, notably in machine learning for the physico-chemical sciences, rests on several graphical methods (scattering plots, calibration curves, reliability diagrams and confidence curves)…

Chemical Physics · Physics 2023-03-31 Pascal Pernot

The generalized uncertainty principle is often used to modify various thermodynamics systems by regarding the greater-than-equal relation as an approximate relation. We give a method to improve this approximation and compare the differences…

General Relativity and Quantum Cosmology · Physics 2022-10-13 Xin-Dong Du , Chao-Yun Long

When we use simulation to evaluate the performance of a stochastic system, the simulation often contains input distributions estimated from real-world data; therefore, there is both simulation and input uncertainty in the performance…

Methodology · Statistics 2020-11-10 Wei Xie , Barry L. Nelson , Russell R. Barton

Although a system is described by a well-known set of equations leading to a deterministic behavior, in the real world the value of a measurand obtained by an experiment will mostly scatter. Accordingly, an uncertainty is associated with…

Data Analysis, Statistics and Probability · Physics 2019-06-24 Markus Schiebl

In scientific applications, there often are several competing models that could be fit to the observed data, so quantification of the model uncertainty is of fundamental importance. In this paper, we develop an inferential model (IM)…

Statistics Theory · Mathematics 2016-06-07 Ryan Martin , Huiping Xu , Zuoyi Zhang , Chuanhai Liu

We study uncertainty relations for pairs of conjugate variables like number and angle, of which one takes integer values and the other takes values on the unit circle. The translation symmetry of the problem in either variable implies that…

Quantum Physics · Physics 2018-04-03 Paul Busch , Jukka Kiukas , Reinhard F. Werner

We derive entropic uncertainty relations for successive generalized measurements by using general descriptions of quantum measurement within two {distinctive operational} scenarios. In the first scenario, by merging {two successive…

Quantum Physics · Physics 2018-01-04 Kyunghyun Baek , Wonmin Son

We derive uncertainty relation inequalities according to the mutually unbiased measurements. Based on the calculation of the index of coincidence of probability distribution given by $d+1$ MUMs on any density operator $\rho$ in…

Quantum Physics · Physics 2015-06-09 Bin Chen , Shao-Ming Fei

Proper quantification and propagation of uncertainties in computational simulations are of critical importance. This issue is especially challenging for CFD applications. A particular obstacle for uncertainty quantifications in CFD problems…

Computational Physics · Physics 2018-04-10 Jian-xun Wang , Christopher J. Roy , Heng Xiao

Measurement uncertainty relations are quantitative bounds on the errors in an approximate joint measurement of two observables. They can be seen as a generalization of the error/disturbance tradeoff first discussed heuristically by…

Quantum Physics · Physics 2014-05-01 Paul Busch , Pekka Lahti , Reinhard F Werner

Statistical learning algorithms provide a generally-applicable framework to sidestep time-consuming experiments, or accurate physics-based modeling, but they introduce a further source of error on top of the intrinsic limitations of the…

Chemical Physics · Physics 2024-05-17 Matthias Kellner , Michele Ceriotti

Uncertainty relations in quantum mechanics express bounds on our ability to simultaneously obtain knowledge about expectation values of non-commuting observables of a quantum system. They quantify trade-offs in accuracy between…

Quantum Physics · Physics 2020-03-16 Ilya Kull , Philippe Allard Guérin , Frank Verstraete

The uncertainty relation is a distinguishing feature of quantum theory, characterizing the incompatibility of noncommuting observables in the preparation of quantum states. Recently, many uncertainty relations were proposed with improved…

Quantum Physics · Physics 2017-12-25 Zhi-Xin Chen , Jun-Li Li , Qiu-Cheng Song , Hui Wang , S. M. Zangi , Cong-Feng Qiao

Uncertainty estimation, which provides a means of building explainable neural networks for medical imaging applications, have mostly been studied for single deep learning models that focus on a specific task. In this paper, we propose a…

Computer Vision and Pattern Recognition · Computer Science 2023-10-02 Leonhard F. Feiner , Martin J. Menten , Kerstin Hammernik , Paul Hager , Wenqi Huang , Daniel Rueckert , Rickmer F. Braren , Georgios Kaissis

We explore uncertainty quantification in large language models (LLMs), with the goal to identify when uncertainty in responses given a query is large. We simultaneously consider both epistemic and aleatoric uncertainties, where the former…

Machine Learning · Computer Science 2024-07-18 Yasin Abbasi Yadkori , Ilja Kuzborskij , András György , Csaba Szepesvári