Related papers: Mori-Zwanzig reduced models for uncertainty quanti…
Model based predictions of future trajectories of a dynamical system often suffer from inaccuracies, forcing model based control algorithms to re-plan often, thus being computationally expensive, suboptimal and not reliable. In this work,…
In imitation learning, an agent learns how to behave in an environment with an unknown cost function by mimicking expert demonstrations. Existing imitation learning algorithms typically involve solving a sequence of planning or…
Inverse optimization (IO) is used to estimate unknown parameters of an optimization model from observed decisions. In the data-driven context, the estimated parameters are inherently uncertain, yet quantifying this uncertainty has received…
In this work, we present the novel mathematical framework of latent dynamics models (LDMs) for reduced order modeling of parameterized nonlinear time-dependent PDEs. Our framework casts this latter task as a nonlinear dimensionality…
We quantify the uncertainty of the L\"ammer model of damage evolution when fitted to (noisy) observations of damage evolution in cyclic fatigue experiments with and without dwell time. We therefore develop a bootstrap method by sampling…
Uncertainty estimation in machine learning has traditionally focused on the prediction stage, aiming to quantify confidence in model outputs while treating learned representations as deterministic and reliable by default. In this work, we…
Recently, there has been a lot of interest in using neural networks for solving partial differential equations. A number of neural network-based partial differential equation solvers have been formulated which provide performances…
The uncertainty quantification of prediction models (e.g., neural networks) is crucial for their adoption in many robotics applications. This is arguably as important as making accurate predictions, especially for safety-critical…
Predictive variability due to data ambiguities has typically been addressed via construction of dedicated models with built-in probabilistic capabilities that are trained to predict uncertainty estimates as variables of interest. These…
A restricted Boltzmann machine (RBM) is an undirected graphical model constructed for discrete or continuous random variables, with two layers, one hidden and one visible, and no conditional dependency within a layer. In recent years, RBMs…
Uncertainty quantification is a key pillar of trustworthy machine learning. It enables safe reactions under unsafe inputs, like predicting only when the machine learning model detects sufficient evidence, discarding anomalous data, or…
Many algorithms in computer vision and robotics make strong assumptions about uncertainty, and rely on the validity of these assumptions to produce accurate and consistent state estimates. In practice, dynamic environments may degrade…
This article is the first of an intended series of works on the model theory of Ultrafinitism. It is roughly divided into two parts. The first one addresses some of the issues related to ultrafinitistic programs, as well as some of the core…
We consider the problem of stabilization of a linear system, under state and control constraints, and subject to bounded disturbances and unknown parameters in the state matrix. First, using a simple least square solution and available…
Data following an interval structure are increasingly prevalent in many scientific applications. In medicine, clinical events are often monitored between two clinical visits, making the exact time of the event unknown and generating…
A popular approach to perform inference on a target parameter in the presence of nuisance parameters is to construct estimating equations that are orthogonal to the nuisance parameters, in the sense that their expected first derivative is…
We provide an analytical framework for balanced realization model order reduction of linear control systems which depend on an unknown parameter. Besides recovering known results for the first order corrections, we obtain explicit novel…
Uncertainty quantification in Artificial Intelligence (AI)-based predictions of material properties is of immense importance for the success and reliability of AI applications in material science. While confidence intervals are commonly…
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…
The study of mixture models constitutes a large domain of research in statistics. In the first part of this work, we present phi-divergences and the existing methods which produce robust estimators. We are more particularly interested in…