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Article describes the results of the development and using of Rare-Event Monte-Carlo Simulation Algorithms for Dynamic Fault Trees Estimation. For Fault Trees estimation usually analytical methods are used (Minimal Cut sets, Markov Chains,…

Applications · Statistics 2016-01-28 Sergey Porotsky

We investigate the role of reinsurance in maximizing the wealth of an insurance company. We use Liu's uncertainty theory (B. Liu, 2007) for the problem modeling and follow-up computations. The uncertainty measure of ruin for the insurance…

Optimization and Control · Mathematics 2021-01-19 Wrya Vakili , Alireza Ghaffari-Hadigheh

In recent years, machine learning has witnessed extensive adoption across various sectors, yet its application in medical image-based disease detection and diagnosis remains challenging due to distribution shifts in real-world data. In…

Machine Learning · Computer Science 2024-02-13 Masoumeh Javanbakhat , Md Tasnimul Hasan , Cristoph Lippert

In this paper we consider regression problems subject to arbitrary noise in the operator or design matrix. This characterization appropriately models many physical phenomena with uncertainty in the regressors. Although the problem has been…

Computation · Statistics 2021-04-08 Richard J Clancy , Stephen Becker

Due to lack of scientific understanding, some mechanisms may be missing in mathematical modeling of complex phenomena in science and engineering. These mathematical models thus contain some uncertainties such as uncertain parameters. One…

Probability · Mathematics 2012-04-05 Jinqiao Duan , Ting Gao , Guowei He

We present a scheme to obtain an inexpensive and reliable estimate of the uncertainty associated with the predictions of a machine-learning model of atomic and molecular properties. The scheme is based on resampling, with multiple models…

Chemical Physics · Physics 2025-10-06 Felix Musil , Michael J. Willatt , Mikhail A. Langovoy , Michele Ceriotti

Effectively measuring and modeling the reliability of a trained model is essential to the real-world deployment of monocular depth estimation (MDE) models. However, the intrinsic ill-posedness and ordinal-sensitive nature of MDE pose major…

Computer Vision and Pattern Recognition · Computer Science 2023-07-20 Mochu Xiang , Jing Zhang , Nick Barnes , Yuchao Dai

We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such…

Numerical Analysis · Mathematics 2016-02-17 Philipp Hennig , Michael A Osborne , Mark Girolami

Quantification of the impact of uncertainty in material properties as well as the input ground motion on structural responses is an important step in implementing a performance-based earthquake engineering (PBEE) framework. Among various…

Computational Engineering, Finance, and Science · Computer Science 2020-08-12 Mohammad Amin Hariri-Ardebili , Farhad Pourkamali-Anaraki , Siamak Sattar

The Monte Carlo (MC) method is the most common technique used for uncertainty quantification, due to its simplicity and good statistical results. However, its computational cost is extremely high, and, in many cases, prohibitive.…

Computation · Statistics 2021-05-21 A. Cunha , R. Nasser , R. Sampaio , H. Lopes , K. Breitman

Uncertainty requires suitable techniques for risk assessment. Combining stochastic approximation and stochastic average approximation, we propose an efficient algorithm to compute the worst case average value at risk in the face of tail…

Risk Management · Quantitative Finance 2022-01-19 Sojung Kim , Stefan Weber

As large language models (LLMs) continue to evolve, understanding and quantifying the uncertainty in their predictions is critical for enhancing application credibility. However, the existing literature relevant to LLM uncertainty…

Computation and Language · Computer Science 2024-10-22 Hsiu-Yuan Huang , Yutong Yang , Zhaoxi Zhang , Sanwoo Lee , Yunfang Wu

Reliable uncertainty estimation is crucial for machine learning models, especially in safety-critical domains. While exact Bayesian inference offers a principled approach, it is often computationally infeasible for deep neural networks.…

Machine Learning · Computer Science 2025-12-18 Aslak Djupskås , Alexander Johannes Stasik , Signe Riemer-Sørensen

Deep learning offers promising new ways to accurately model aleatoric uncertainty in robotic state estimation systems, particularly when the uncertainty distributions do not conform to traditional assumptions of being fixed and Gaussian. In…

Machine Learning · Computer Science 2025-02-28 Aastha Acharya , Caleb Lee , Marissa D'Alonzo , Jared Shamwell , Nisar R. Ahmed , Rebecca Russell

A statistical learning approach for parametric PDEs related to Uncertainty Quantification is derived. The method is based on the minimization of an empirical risk on a selected model class and it is shown to be applicable to a broad range…

Numerical Analysis · Mathematics 2020-01-07 Martin Eigel , Reinhold Schneider , Philipp Trunschke , Sebastian Wolf

Numerous studies have focused on learning and understanding the dynamics of physical systems from video data, such as spatial intelligence. Artificial intelligence requires quantitative assessments of the uncertainty of the model to ensure…

Machine Learning · Computer Science 2024-12-18 Aoming Liang , Qi Liu , Lei Xu , Fahad Sohrab , Weicheng Cui , Changhui Song , Moncef Gabbouj

We examine the problem of construction of confidence intervals within the basic single-parameter, single-iteration variation of the method of quasi-optimal weights. Two kinds of distortions of such intervals due to insufficiently large…

Data Analysis, Statistics and Probability · Physics 2020-05-27 A. D. Morozov , A. V. Lokhov , F. V. Tkachov

Software for computation of maximum likelihood estimates in linear structural equation models typically employs general techniques from non-linear optimization, such as quasi-Newton methods. In practice, careful tuning of initial values is…

Computation · Statistics 2016-10-12 Mathias Drton , Christopher Fox , Y. Samuel Wang

Uncertainty estimation has been widely studied in medical image segmentation as a tool to provide reliability, particularly in deep learning approaches. However, previous methods generally lack effective supervision in uncertainty…

Computer Vision and Pattern Recognition · Computer Science 2025-10-15 Yuzhu Li , An Sui , Fuping Wu , Xiahai Zhuang

Reliable uncertainty quantification in deep neural networks is very crucial in safety-critical applications such as automated driving for trustworthy and informed decision-making. Assessing the quality of uncertainty estimates is…

Computer Vision and Pattern Recognition · Computer Science 2022-12-12 Neslihan Kose , Ranganath Krishnan , Akash Dhamasia , Omesh Tickoo , Michael Paulitsch