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We propose a rigorous framework for Uncertainty Quantification (UQ) in which the UQ objectives and the assumptions/information set are brought to the forefront. This framework, which we call \emph{Optimal Uncertainty Quantification} (OUQ),…

Probability · Mathematics 2016-05-20 Houman Owhadi , Clint Scovel , Timothy John Sullivan , Mike McKerns , Michael Ortiz

We have recently proposed a rigorous framework for Uncertainty Quantification (UQ) in which UQ objectives and assumption/information set are brought into the forefront, providing a framework for the communication and comparison of UQ…

Discrete Mathematics · Computer Science 2012-02-07 M. McKerns , H. Owhadi , C. Scovel , T. J. Sullivan , M. Ortiz

Optimal uncertainty quantification (OUQ) is a framework for numerical extreme-case analysis of stochastic systems with imperfect knowledge of the underlying probability distribution. This paper presents sufficient conditions under which an…

Optimization and Control · Mathematics 2015-04-29 Shuo Han , Molei Tao , Ufuk Topcu , Houman Owhadi , Richard M. Murray

We demonstrate that the recently developed Optimal Uncertainty Quantification (OUQ) theory, combined with recent software enabling fast global solutions of constrained non-convex optimization problems, provides a methodology for rigorous…

Numerical Analysis · Mathematics 2020-09-16 M. McKerns , F. J. Alexander , K. S. Hickmann , T. J. Sullivan , D. E. Vaughan

We present an optimal uncertainty quantification (OUQ) framework for systems whose uncertain inputs are characterized by truncated moment constraints defined over subdomains. Based on this partial information, rigorous optimal upper and…

Computational Physics · Physics 2025-12-23 Rong Jin , Xingsheng Sun

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)…

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

Uncertainty quantification (UQ) is an important component of molecular property prediction, particularly for drug discovery applications where model predictions direct experimental design and where unanticipated imprecision wastes valuable…

Machine Learning · Computer Science 2020-05-21 Lior Hirschfeld , Kyle Swanson , Kevin Yang , Regina Barzilay , Connor W. Coley

Uncertainty quantification (UQ) is the process of systematically determining and characterizing the degree of confidence in computational model predictions. In the context of systems biology, especially with dynamic models, UQ is crucial…

Machine Learning · Statistics 2024-10-29 Alberto Portela , Julio R. Banga , Marcos Matabuena

Uncertainty quantification (UQ) is important for reliability assessment and enhancement of machine learning models. In deep learning, uncertainties arise not only from data, but also from the training procedure that often injects…

Machine Learning · Statistics 2023-11-13 Ziyi Huang , Henry Lam , Haofeng Zhang

Parametric uncertainty in nonlinear dynamical systems can fundamentally alter bifurcation behaviour, leading to qualitative response changes. Predicting operating margins/envelopes under such uncertainties is critical but challenging:…

Dynamical Systems · Mathematics 2026-03-27 Dongxiao Hong , David A. W. Barton , Simon A. Neild

Effective Uncertainty Quantification (UQ) represents a key aspect for reliable deployment of Large Language Models (LLMs) in automated decision-making and beyond. Yet, for LLM generation with multiple choice structure, the state-of-the-art…

Machine Learning · Computer Science 2025-11-18 Ramzi Dakhmouche , Adrien Letellier , Hossein Gorji

Most uncertainty quantification (UQ) approaches provide a single scalar value as a measure of model reliability. However, different uncertainty measures could provide complementary information on the prediction confidence. Even measures…

Quantifying uncertainty of machine learning model predictions is essential for reliable decision-making, especially in safety-critical applications. Recently, uncertainty quantification (UQ) theory has advanced significantly, building on a…

Machine Learning · Computer Science 2025-10-01 Alexander Fishkov , Kajetan Schweighofer , Mykyta Ielanskyi , Nikita Kotelevskii , Mohsen Guizani , Maxim Panov

Uncertainty quantification (UQ) is crucial in machine learning, yet most (axiomatic) studies of uncertainty measures focus on classification, leaving a gap in regression settings with limited formal justification and evaluations. In this…

Machine Learning · Computer Science 2025-05-19 Christopher Bülte , Yusuf Sale , Timo Löhr , Paul Hofman , Gitta Kutyniok , Eyke Hüllermeier

Applications, ranging from tracking molecular motion within cells to analyzing complex animal foraging behavior, require algorithms for associating a collection of spot-like particles in one image with particles contained in another image.…

Quantitative Methods · Quantitative Biology 2013-04-23 Alexander Mont , Aubrey V. Wiegel , Diego Krapf , Christopher P. Calderon

Inverse problems play a key role in modern image/signal processing methods. However, since they are generally ill-conditioned or ill-posed due to lack of observations, their solutions may have significant intrinsic uncertainty. Analysing…

Signal Processing · Electrical Eng. & Systems 2019-09-09 Xiaohao Cai , Marcelo Pereyra , Jason D. McEwen

Researchers have proposed several approaches for neural network (NN) based uncertainty quantification (UQ). However, most of the approaches are developed considering strong assumptions. Uncertainty quantification algorithms often perform…

Neural networks (NNs) are currently changing the computational paradigm on how to combine data with mathematical laws in physics and engineering in a profound way, tackling challenging inverse and ill-posed problems not solvable with…

Machine Learning · Computer Science 2023-02-08 Apostolos F Psaros , Xuhui Meng , Zongren Zou , Ling Guo , George Em Karniadakis

OOD detection has become more pertinent with advances in network design and increased task complexity. Identifying which parts of the data a given network is misclassifying has become as valuable as the network's overall performance. We can…

Computer Vision and Pattern Recognition · Computer Science 2024-03-05 Rishi Singhal , Srinath Srinivasan
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