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Estimating failure probabilities of engineering systems is an important problem in many engineering fields. In this work we consider such problems where the failure probability is extremely small (e.g $\leq10^{-10}$). In this case, standard…

Numerical Analysis · Mathematics 2017-05-24 Xinjuan Chen , Jinglai Li

The estimation of the amount of uncertainty featured by predictive machine learning models has acquired a great momentum in recent years. Uncertainty estimation provides the user with augmented information about the model's confidence in…

Machine Learning · Computer Science 2022-10-31 Ibai Laña , Ignacio , Olabarrieta , Javier Del Ser

Computed tomography is a method for synthesizing volumetric or cross-sectional images of an object from a collection of projections. Popular reconstruction methods for computed tomography are based on idealized models and assumptions that…

Numerical Analysis · Mathematics 2022-03-03 Frederik H. Pedersen , Jakob S. Jørgensen , Martin S. Andersen

In a data-scarce field such as healthcare, where models often deliver predictions on patients with rare conditions, the ability to measure the uncertainty of a model's prediction could potentially lead to improved effectiveness of decision…

Machine Learning · Statistics 2020-05-26 Lotta Meijerink , Giovanni Cinà , Michele Tonutti

We describe modern variants of Monte Carlo methods for Uncertainty Quantification (UQ) of the Neutron Transport Equation, when it is approximated by the discrete ordinates method with diamond differencing. We focus on the mono-energetic 1D…

Numerical Analysis · Mathematics 2017-10-18 Ivan G. Graham , Matthew J. Parkinson , Robert Scheichl

The inability to correctly resolve rumours circulating online can have harmful real-world consequences. We present a method for incorporating model and data uncertainty estimates into natural language processing models for automatic rumour…

Computation and Language · Computer Science 2020-05-15 Elena Kochkina , Maria Liakata

Models are often given in terms of differential equations to represent physical systems. In the presence of uncertainty, accurate prediction of the behavior of these systems using the models requires understanding the effect of uncertainty…

Computational Physics · Physics 2020-08-12 Subhayan De

Multifidelity Monte Carlo methods often rely on a preprocessing phase consisting of standard Monte Carlo sampling to estimate correlation coefficients between models of different fidelity to determine the weights and number of samples for…

Data Analysis, Statistics and Probability · Physics 2021-06-29 Todd A. Oliver , Christopher S. Simmons , Robert D. Moser

Uncertainty quantification in image retrieval is crucial for downstream decisions, yet it remains a challenging and largely unexplored problem. Current methods for estimating uncertainties are poorly calibrated, computationally expensive,…

Computer Vision and Pattern Recognition · Computer Science 2021-09-20 Frederik Warburg , Martin Jørgensen , Javier Civera , Søren Hauberg

This paper investigates methods for estimating uncertainty in semantic segmentation predictions derived from satellite imagery. Estimating uncertainty for segmentation presents unique challenges compared to standard image classification,…

Computer Vision and Pattern Recognition · Computer Science 2025-10-23 Melanie Rey , Andriy Mnih , Maxim Neumann , Matt Overlan , Drew Purves

Estimating errors is a crucial part of any scientific analysis. Whenever a parameter is estimated (model-based or not), an error estimate is necessary. Any parameter estimate that is given without an error estimate is meaningless.…

Instrumentation and Methods for Astrophysics · Physics 2010-11-01 Rene Andrae

Monte Carlo event generators are an essential tool for data analysis in collider physics. To include subleading quantum corrections, these generators often need to produce negative weight events, which leads to statistical dilution of the…

High Energy Physics - Phenomenology · Physics 2020-10-21 Benjamin Nachman , Jesse Thaler

Several statistical models are given in the form of unnormalized densities, and calculation of the normalization constant is intractable. We propose estimation methods for such unnormalized models with missing data. The key concept is to…

Machine Learning · Statistics 2020-06-11 Masatoshi Uehara , Takeru Matsuda , Jae Kwang Kim

In the last few decades, uncertainty quantification (UQ) methods have been used widely to ensure the robustness of engineering designs. This chapter aims to detail recent advances in popular uncertainty quantification methods used in…

Computation · Statistics 2022-11-08 Dinesh Kumar , Farid Ahmed , Shoaib Usman , Ayodeji Alajo , Syed Alam

Uncertainty estimation (UE) techniques -- such as the Gaussian process (GP), Bayesian neural networks (BNN), Monte Carlo dropout (MCDropout) -- aim to improve the interpretability of machine learning models by assigning an estimated…

Machine Learning · Computer Science 2021-12-10 Yehao Liu , Matteo Pagliardini , Tatjana Chavdarova , Sebastian U. Stich

In this article we study the problem of quantifying the uncertainty in an experiment with a technical system. We propose new density estimates which combine observed data of the technical system and simulated data from an (imperfect)…

Statistics Theory · Mathematics 2020-12-21 Sebastian Kersting , Michael Kohler

We numerically implement the variational approach for reconstruction in the inverse crack and cavity problems developed by one of the authors. The method is based on a suitably adapted free-discontinuity problem. Its main features are the…

Analysis of PDEs · Mathematics 2017-02-14 Wolfgang Ring , Luca Rondi

Scientific imaging problems are often severely ill-posed, and hence have significant intrinsic uncertainty. Accurately quantifying the uncertainty in the solutions to such problems is therefore critical for the rigorous interpretation of…

Image and Video Processing · Electrical Eng. & Systems 2024-10-22 Julian Tachella , Marcelo Pereyra

Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…

Physics Education · Physics 2022-01-03 Parasuraman Swaminathan

Deep learning (DL) models are capable of successfully exploiting latent representations in MR data and have become state-of-the-art for accelerated MRI reconstruction. However, undersampling the measurements in k-space as well as the over-…

Image and Video Processing · Electrical Eng. & Systems 2023-03-09 Mevan Ekanayake , Kamlesh Pawar , Gary Egan , Zhaolin Chen