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The paper develops a methodology to enable microscopic models of transportation systems to be accessible for a statistical study of traffic accidents. Our approach is intended to permit an understanding not only of historical losses, but…

Applications · Statistics 2023-11-22 Sojung Kim , Marcel Kleiber , Stefan Weber

Reliable probability estimation is of crucial importance in many real-world applications where there is inherent (aleatoric) uncertainty. Probability-estimation models are trained on observed outcomes (e.g. whether it has rained or not, or…

The reliability assessment of a machine learning model's prediction is an important quantity for the deployment in safety critical applications. Not only can it be used to detect novel sceneries, either as out-of-distribution or anomaly…

Machine Learning · Computer Science 2022-05-12 Steve Dias Da Cruz , Bertram Taetz , Thomas Stifter , Didier Stricker

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)…

In this work, we describe a Bayesian framework for reconstructing the boundaries of piecewise smooth regions in the X-ray computed tomography (CT) problem in an infinite-dimensional setting. In addition to the reconstruction, we are also…

Numerical Analysis · Mathematics 2022-12-20 Babak Maboudi Afkham , Yiqiu Dong , Per Christian Hansen

In the context of Monte Carlo (MC) simulation of particle transport Uncertainty Quantification (UQ) addresses the issue of predicting non statistical errors affecting the physical results, i.e. errors deriving mainly from uncertainties in…

Computational Physics · Physics 2015-06-18 Paolo Saracco , Maria Grazia Pia

Estimating the probability of failures or accidents with aerospace systems is often necessary when new concepts or designs are introduced, as it is being done for Autonomous Aircraft. If the design is safe, as it is supposed to be, accident…

Applications · Statistics 2018-08-10 Ítalo Romani de Oliveira , Jeffery Musiak

Most machine learning techniques are based upon statistical learning theory, often simplified for the sake of computing speed. This paper is focused on the uncertainty aspect of mathematical modeling in machine learning. Regression analysis…

Machine Learning · Computer Science 2022-06-07 Valentin Arkov

Practical structural engineering problems are often characterized by significant uncertainties. Historically, one of the prevalent methods to account for this uncertainty has been the standard Monte Carlo (MC) method. Recently, improved…

Numerical Analysis · Mathematics 2019-06-27 Philippe Blondeel , Pieterjan Robbe , Cédric van hoorickx , Geert Lombaert , Stefan Vandewalle

We investigate a data-driven approach to constructing uncertainty sets for robust optimization problems, where the uncertain problem parameters are modeled as random variables whose joint probability distribution is not known. Relying only…

Optimization and Control · Mathematics 2020-09-22 Polina Alexeenko , Eilyan Bitar

Uncertainty is an essential consideration for time series forecasting tasks. In this work, we specifically focus on quantifying the uncertainty of traffic forecasting. To achieve this, we develop Deep Spatio-Temporal Uncertainty…

Machine Learning · Computer Science 2022-08-12 Weizhu Qian , Dalin Zhang , Yan Zhao , Kai Zheng , James J. Q. Yu

Contemporary scientific studies often rely on the understanding of complex quantum systems via computer simulation. This paper initiates the statistical study of quantum simulation and proposes a Monte Carlo method for estimating…

Applications · Statistics 2011-08-04 Yazhen Wang

The area of inverse problems in mathematics is highly interdisciplinary. In various fields of science, engineering, medicine, and industry, there arises a need to reconstruct information about unknown entities that cannot be directly…

Numerical Analysis · Mathematics 2024-09-17 Manabu Machida

Monte Carlo simulations were made for a possible DIRC at the WASA detector at COSY. A statistical method for pattern recognition is presented and the possible angle resolution and velocity precision achieved are discussed.

Data Analysis, Statistics and Probability · Physics 2015-05-13 V. Kyryanchuk , H. Machner , R. Siudak , J. Ritman

Uncertainty estimation is an essential step in the evaluation of the robustness for deep learning models in computer vision, especially when applied in risk-sensitive areas. However, most state-of-the-art deep learning models either fail to…

Computer Vision and Pattern Recognition · Computer Science 2022-01-12 Lu Mi , Hao Wang , Yonglong Tian , Hao He , Nir Shavit

Large language models (LLMs) often generate fluent but factually incorrect outputs, known as hallucinations, which undermine their reliability in real-world applications. While uncertainty estimation has emerged as a promising strategy for…

Machine Learning · Computer Science 2025-05-13 Pei-Fu Guo , Yun-Da Tsai , Shou-De Lin

The EM algorithm is a powerful tool for maximum likelihood estimation with missing data. In practice, the calculations required for the EM algorithm are often intractable. We review numerous methods to circumvent this intractability, all of…

Computation · Statistics 2024-01-03 William Ruth

In the study of complex systems, evaluating physical observables often requires sampling representative configurations via Monte Carlo techniques. These methods rely on repeated evaluations of the system's energy and force fields, which can…

Disordered Systems and Neural Networks · Physics 2025-07-02 Dimitrios Tzivrailis , Alberto Rosso , Eiji Kawasaki

In the field of structural reliability, the Monte-Carlo estimator is considered as the reference probability estimator. However, it is still untractable for real engineering cases since it requires a high number of runs of the model. In…

Methodology · Statistics 2015-03-19 V. Dubourg , F. Deheeger , B. Sudret

Computational image reconstruction algorithms generally produce a single image without any measure of uncertainty or confidence. Regularized Maximum Likelihood (RML) and feed-forward deep learning approaches for inverse problems typically…

Machine Learning · Computer Science 2020-12-18 He Sun , Katherine L. Bouman
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