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The issue of how epistemic uncertainties affect the outcome of Monte Carlo simulation is discussed by means of a concrete use case: the simulation of the longitudinal energy deposition profile of low energy protons. A variety of…

Computational Physics · Physics 2010-12-16 Maria Grazia Pia , Matej Batič , Marcia Begalli , Anton Lechner , Lina Quintieri , Paolo Saracco

The issue of how epistemic uncertainties affect the outcome of Monte Carlo simulation is discussed by means of a concrete use case: the simulation of the longitudinal energy deposition profile of low energy protons. A variety of…

Computational Physics · Physics 2010-12-16 Maria Grazia Pia , Marcia Begalli , Anton Lechner , Lina Quintieri , Paolo Saracco

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

An investigation is in progress to evaluate extensively and quantitatively the possible benefits and drawbacks of new programming paradigms in a Monte Carlo simulation environment, namely in the domain of physics modeling. The prototype…

Various issues related to the complexity of apprais- ing the capabilities of physics models implemented in Monte Carlo simulation codes and the evolution of the functional quality the associated software are considered, such as the…

A set of physics models and parameters pertaining to the simulation of proton energy deposition in matter are evaluated in the energy range up to approximately 65 MeV, based on their implementations in the Geant4 toolkit. The analysis…

Computational Physics · Physics 2016-11-17 Maria Grazia Pia , Marcia Begalli , Anton Lechner , Lina Quintieri , Paolo Saracco

When simulating a complex stochastic system, the behavior of output response depends on input parameters estimated from finite real-world data, and the finiteness of data brings input uncertainty into the system. The quantification of the…

Risk Management · Quantitative Finance 2017-12-20 Helin Zhu , Tianyi Liu , Enlu Zhou

Uncertainty quantification is at the core of the reliability and robustness of machine learning. In this paper, we provide a theoretical framework to dissect the uncertainty, especially the \textit{epistemic} component, in deep learning…

Machine Learning · Computer Science 2023-06-21 Ziyi Huang , Henry Lam , Haofeng Zhang

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

Many quantum technologies rely on high-precision dynamics, which raises the question of how these are influenced by the experimental uncertainties that are always present in real-life settings. A standard approach in the literature to…

Quantum Physics · Physics 2022-04-27 Mogens Dalgaard , Carrie A. Weidner , Felix Motzoi

Much of uncertainty quantification to date has focused on determining the effect of variables modeled probabilistically, and with a known distribution, on some physical or engineering system. We develop methods to obtain information on the…

Numerical Analysis · Mathematics 2015-03-19 Kamaljit Chowdhary , Paul Dupuis

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

Ongoing investigations for the improvement of Geant4 accuracy and computational performance resulting by refactoring and reengineering parts of the code are discussed. Issues in refactoring that are specific to the domain of physics…

Computational Physics · Physics 2015-06-11 M. Batic , M. Begalli , M. Han , S. Hauf , G. Hoff , C. H. Kim , M. Kuster , M. G. Pia , P. Saracco , H. Seo , G. Weidenspointner , A. Zoglauer

The uncertainty of Compton backscattering process is studied by virtue of analytical formulas, and the special effects of variant energy spread and energy drift on the systematic uncertainty estimation are also studied with Monte Carlo…

High Energy Physics - Phenomenology · Physics 2013-12-13 X. H. Mo

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

We introduce a theoretical framework for the calculation of uncertainties affecting observables produced by Monte Carlo particle transport, which derive from uncertainties in physical parameters input into simulation. The theoretical…

Data Analysis, Statistics and Probability · Physics 2014-01-17 Paolo Saracco , Maria Grazia Pia , Matej Batic

This book chapter introduces the principles and practical applications of uncertainty quantification in machine learning. It explains how to identify and distinguish between different types of uncertainty and presents methods for…

Machine Learning · Computer Science 2025-10-08 Hans Weytjens , Wouter Verbeke

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

We overview some recent results in the field of uncertainty quantification for kinetic equations and related problems with random inputs. Uncertainties may be due to various reasons, such as lack of knowledge on the microscopic interaction…

Numerical Analysis · Mathematics 2020-04-13 Lorenzo Pareschi

Uncertainty quantification of complex technical systems is often based on a computer model of the system. As all models such a computer model is always wrong in the sense that it does not describe the reality perfectly. The purpose of this…

Systems and Control · Electrical Eng. & Systems 2020-12-18 Sebastian Kersting , Michael Kohler
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