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We present a method to quantify uncertainty in the predictions made by simulations of mathematical models that can be applied to a broad class of stochastic, discrete, and differential equation models. Quantifying uncertainty is crucial for…

Machine Learning · Statistics 2015-03-05 Kyle S. Hickmann , James M. Hyman , Sara Y. Del Valle

Modern coordinate measurement machines (CMM) are universal tools to measure geometric features of complex three-dimensional workpieces. To use them as reliable means of quality control, the suitability of the device for the specific…

Instrumentation and Detectors · Physics 2019-07-25 Daniel Heißelmann , Matthias Franke , Kerstin Rost , Klaus Wendt , Thomas Kistner , Carsten Schwehn

We analyze different types of simulations that applied researchers can use to assess whether their inference methods reliably control false-positive rates. We show that different assessments involve trade-offs, varying in the types of…

Econometrics · Economics 2025-10-03 Bruno Ferman

Image-based simulation, the use of 3D images to calculate physical quantities, fundamentally relies on image segmentation to create the computational geometry. However, this process introduces image segmentation uncertainty because there is…

Computational Engineering, Finance, and Science · Computer Science 2021-09-20 Michael C. Krygier , Tyler LaBonte , Carianne Martinez , Chance Norris , Krish Sharma , Lincoln N. Collins , Partha P. Mukherjee , Scott A. Roberts

Quantifying uncertainty is important for actionable predictions in real-world applications. A crucial part of predictive uncertainty quantification is the estimation of epistemic uncertainty, which is defined as an integral of the product…

Machine Learning · Computer Science 2023-10-25 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Günter Klambauer , Sepp Hochreiter

This paper provides a tutorial about uncertainty quantification (UQ) for those who have no background but are interested in learning more in this area. It exploits many very simple examples, which are understandable to undergraduates, to…

Dynamical Systems · Mathematics 2025-10-07 Nan Chen , Stephen Wiggins , Marios Andreou

Computer vision leveraging deep learning has achieved significant success in the last decade. Despite the promising performance of the existing deep models in the recent literature, the extent of models' reliability remains unknown.…

Computer Vision and Pattern Recognition · Computer Science 2020-04-13 Seyed Omid Sajedi , Xiao Liang

This paper considers the problem of testing whether there exists a solution satisfying certain non-negativity constraints to a linear system of equations. Importantly and in contrast to some prior work, we allow all parameters in the system…

Data-driven forecasts of air quality have recently achieved more accurate short-term predictions. Despite their success, most of the current data-driven solutions lack proper quantifications of model uncertainty that communicate how much to…

Machine Learning · Computer Science 2021-12-07 Abdulmajid Murad , Frank Alexander Kraemer , Kerstin Bach , Gavin Taylor

This paper proposes a novel uncertainty quantification framework for computationally demanding systems characterized by a large vector of non-Gaussian uncertainties. It combines state-of-the-art techniques in advanced Monte Carlo sampling…

Computation · Statistics 2018-03-05 Phaedon-Stelios Koutsourelakis

Fitting models to data is an important part of the practice of science. Advances in machine learning have made it possible to fit more -- and more complex -- models, but have also exacerbated a problem: when multiple models fit the data…

Methodology · Statistics 2025-10-27 Alexandre René , André Longtin

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

Assessing uncertainty is an important step towards ensuring the safety and reliability of machine learning systems. Existing uncertainty estimation techniques may fail when their modeling assumptions are not met, e.g. when the data…

Machine Learning · Computer Science 2017-01-24 Volodymyr Kuleshov , Stefano Ermon

Aleatoric uncertainty quantification seeks for distributional knowledge of random responses, which is important for reliability analysis and robustness improvement in machine learning applications. Previous research on aleatoric uncertainty…

Machine Learning · Computer Science 2022-06-10 Ziyi Huang , Henry Lam , Haofeng Zhang

Quantum uncertainty is a well-known property of quantum mechanics that states the impossibility of predicting measurement outcomes of multiple incompatible observables simultaneously. In contrast, the uncertainty in the classical domain…

Robustness analysis is very important in biology and neuroscience, to unravel behavioural patterns of systems that are conserved despite large parametric uncertainties. To make studies of probabilistic robustness more efficient and scalable…

Quantitative Methods · Quantitative Biology 2026-01-08 Uros Sutulovic , Daniele Proverbio , Rami Katz , Giulia Giordano

In the context of industrially mass-manufactured products, quality management is based on physically inspecting a small sample from a large batch and reasoning about the batch's quality conformance. When complementing physical inspections…

Applications · Statistics 2024-02-22 Simon Cramer , Tobias Müller , Robert H. Schmitt

Deep Learning sets the state-of-the-art in many challenging tasks showing outstanding performance in a broad range of applications. Despite its success, it still lacks robustness hindering its adoption in medical applications. Modeling…

Computer Vision and Pattern Recognition · Computer Science 2019-09-19 Agnieszka Tomczack , Nassir Navab , Shadi Albarqouni

In this proceedings I discuss the general strategy and impact of tuning Monte-Carlo event generators for physics processes involving top quarks. Special emphasis is put on disinguishing the different usages of event generators in the…

High Energy Physics - Phenomenology · Physics 2019-01-16 Marek Schönherr

When a system undergoes a quantum phase transition, the ground-state wave-function shows a change of nature, which can be monitored using the fidelity concept. We introduce two Quantum Monte Carlo schemes that allow the computation of…

Strongly Correlated Electrons · Physics 2009-10-21 David Schwandt , Fabien Alet , Sylvain Capponi