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Related papers: Optimal Uncertainty Quantification

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We have recently proposed a rigorous framework for Uncertainty Quantification (UQ) in which UQ objectives and assumption/information set are brought into the forefront, providing a framework for the communication and comparison of UQ…

Discrete Mathematics · Computer Science 2012-02-07 M. McKerns , H. Owhadi , C. Scovel , T. J. Sullivan , M. Ortiz

We present an optimal uncertainty quantification (OUQ) framework for systems whose uncertain inputs are characterized by truncated moment constraints defined over subdomains. Based on this partial information, rigorous optimal upper and…

Computational Physics · Physics 2025-12-23 Rong Jin , Xingsheng Sun

Optimal uncertainty quantification (OUQ) is a framework for numerical extreme-case analysis of stochastic systems with imperfect knowledge of the underlying probability distribution. This paper presents sufficient conditions under which an…

Optimization and Control · Mathematics 2015-04-29 Shuo Han , Molei Tao , Ufuk Topcu , Houman Owhadi , Richard M. Murray

We consider the problem of providing optimal uncertainty quantification (UQ) --- and hence rigorous certification --- for partially-observed functions. We present a UQ framework within which the observations may be small or large in number,…

Probability · Mathematics 2016-05-20 T. J. Sullivan , M. McKerns , D. Meyer , F. Theil , H. Owhadi , M. Ortiz

We demonstrate that the recently developed Optimal Uncertainty Quantification (OUQ) theory, combined with recent software enabling fast global solutions of constrained non-convex optimization problems, provides a methodology for rigorous…

Numerical Analysis · Mathematics 2020-09-16 M. McKerns , F. J. Alexander , K. S. Hickmann , T. J. Sullivan , D. E. Vaughan

There are essentially three kinds of approaches to Uncertainty Quantification (UQ): (A) robust optimization, (B) Bayesian, (C) decision theory. Although (A) is robust, it is unfavorable with respect to accuracy and data assimilation. (B)…

Most uncertainty quantification (UQ) approaches provide a single scalar value as a measure of model reliability. However, different uncertainty measures could provide complementary information on the prediction confidence. Even measures…

Uncertainty Quantification (UQ) is essential in probabilistic machine learning models, particularly for assessing the reliability of predictions. In this paper, we present a systematic framework for estimating both epistemic and aleatoric…

Machine Learning · Statistics 2025-09-11 Marzieh Ajirak , Anand Ravishankar , Petar M. Djuric

Neural networks (NNs) are currently changing the computational paradigm on how to combine data with mathematical laws in physics and engineering in a profound way, tackling challenging inverse and ill-posed problems not solvable with…

Machine Learning · Computer Science 2023-02-08 Apostolos F Psaros , Xuhui Meng , Zongren Zou , Ling Guo , George Em Karniadakis

Uncertainty quantification (UQ) is an important component of molecular property prediction, particularly for drug discovery applications where model predictions direct experimental design and where unanticipated imprecision wastes valuable…

Machine Learning · Computer Science 2020-05-21 Lior Hirschfeld , Kyle Swanson , Kevin Yang , Regina Barzilay , Connor W. Coley

Uncertainty quantification (UQ) is important for reliability assessment and enhancement of machine learning models. In deep learning, uncertainties arise not only from data, but also from the training procedure that often injects…

Machine Learning · Statistics 2023-11-13 Ziyi Huang , Henry Lam , Haofeng Zhang

Quantifying uncertainty of machine learning model predictions is essential for reliable decision-making, especially in safety-critical applications. Recently, uncertainty quantification (UQ) theory has advanced significantly, building on a…

Machine Learning · Computer Science 2025-10-01 Alexander Fishkov , Kajetan Schweighofer , Mykyta Ielanskyi , Nikita Kotelevskii , Mohsen Guizani , Maxim Panov

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

As machine learning (ML) models are increasingly deployed in high-stakes domains, trustworthy uncertainty quantification (UQ) is critical for ensuring the safety and reliability of these models. Traditional UQ methods rely on specifying a…

Machine Learning · Statistics 2025-05-14 Abhineet Agarwal , Michael Xiao , Rebecca Barter , Omer Ronen , Boyu Fan , Bin Yu

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

We present a "module-based hybrid" Uncertainty Quantification (UQ) framework for general nonlinear multi-physics simulation. The proposed methodology, introduced in [\hyperlink{ref1}{1}], supports the independent development of each…

Computational Physics · Physics 2014-10-21 Akshay Mittal , Xiao Chen , Charles Tong , Gianluca Iaccarino

Uncertainty quantification (UQ) is crucial in machine learning, yet most (axiomatic) studies of uncertainty measures focus on classification, leaving a gap in regression settings with limited formal justification and evaluations. In this…

Machine Learning · Computer Science 2025-05-19 Christopher Bülte , Yusuf Sale , Timo Löhr , Paul Hofman , Gitta Kutyniok , Eyke Hüllermeier

Uncertainty Quantification (UQ) research has primarily focused on closed-book factual question answering (QA), while contextual QA remains unexplored, despite its importance in real-world applications. In this work, we focus on UQ for the…

This paper concerns the study of optimal (supremum and infimum) uncertainty bounds for systems where the input (or prior) probability measure is only partially/imperfectly known (e.g., with only statistical moments and/or on a coarse…

Machine Learning · Computer Science 2023-01-02 Xingsheng Sun , Burigede Liu

Machine learning (ML) offers promising new approaches to tackle complex problems and has been increasingly adopted in chemical and materials sciences. Broadly speaking, ML models employ generic mathematical functions and attempt to learn…

Materials Science · Physics 2024-08-21 Jin Dai , Santosh Adhikari , Mingjian Wen
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