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Estimating and disentangling epistemic uncertainty, uncertainty that is reducible with more training data, and aleatoric uncertainty, uncertainty that is inherent to the task at hand, is critically important when applying machine learning…

Machine Learning · Computer Science 2024-11-08 Matthew A. Chan , Maria J. Molina , Christopher A. Metzler

We study post-calibration uncertainty for trained ensembles of classifiers. Specifically, we consider both aleatoric (label noise) and epistemic (model) uncertainty. Among the most popular and widely used calibration methods in…

Machine Learning · Statistics 2026-02-24 Jakob Heiss , Sören Lambrecht , Jakob Weissteiner , Hanna Wutte , Žan Žurič , Josef Teichmann , Bin Yu

A new efficient ensemble prediction strategy is developed for a general turbulent model framework with emphasis on the nonlinear interactions between large and small scale variables. The high computational cost in running large ensemble…

Fluid Dynamics · Physics 2023-02-22 Di Qi , Jian-Guo Liu

Forecasting the weather is an increasingly data intensive exercise. Numerical Weather Prediction (NWP) models are becoming more complex, with higher resolutions, and there are increasing numbers of different models in operation. While the…

Applications · Statistics 2021-03-17 Charlie Kirkwood , Theo Economou , Henry Odbert , Nicolas Pugeault

Computer models are used to model complex processes in various disciplines. Often, a key source of uncertainty in the behavior of complex computer models is uncertainty due to unknown model input parameters. Statistical computer model…

Methodology · Statistics 2013-08-02 Won Chang , Murali Haran , Roman Olson , Klaus Keller

Weather forecasting is fundamentally challenged by the chaotic nature of the atmosphere, necessitating probabilistic approaches to quantify uncertainty. While traditional ensemble prediction (EPS) addresses this through computationally…

Machine Learning · Computer Science 2025-11-19 Xinlei Xiong , Wenbo Hu , Shuxun Zhou , Kaifeng Bi , Lingxi Xie , Ying Liu , Richang Hong , Qi Tian

Capturing the uncertainty in probabilistic wind power forecasts is challenging, especially when uncertain input variables, such as the weather, play a role. Since ensemble weather predictions aim to capture the uncertainty in the weather…

Applications · Statistics 2022-04-26 Kaleb Phipps , Sebastian Lerch , Maria Andersson , Ralf Mikut , Veit Hagenmeyer , Nicole Ludwig

Geothermal field modeling is often associated with uncertainties related to the subsurface static properties and the dynamics of fluid flow and heat transfer. Uncertainty quantification using simulations is a useful tool to design optimum…

Geophysics · Physics 2021-12-13 Hussein Hoteit , Xupeng He , Bicheng Yan , Volker Vahrenkam

Precipitation forecasts are less accurate compared to other meteorological fields because several key processes affecting precipitation distribution and intensity occur below the resolved scale of global weather prediction models. This…

Atmospheric and Oceanic Physics · Physics 2023-04-21 Rüdiger Brecht , Alex Bihlo

Characterizing uncertainty is a common issue in nuclear measurement and has important implications for reliable physical discovery. Traditional methods are either insufficient to cope with the heterogeneous nature of uncertainty or…

Data Analysis, Statistics and Probability · Physics 2022-03-01 Pengcheng Ai , Zhi Deng , Yi Wang , Chendi Shen

Climate predictions are only meaningful if the associated uncertainty is reliably estimated. A standard practice for providing climate projections is to use an ensemble of projections. The ensemble mean serves as the projection while the…

Atmospheric and Oceanic Physics · Physics 2019-04-16 Ehud Strobach , Golan Bel

Uncertainty is an essential consideration for time series forecasting tasks. In this work, we specifically focus on quantifying the uncertainty of traffic forecasting. To achieve this, we develop Deep Spatio-Temporal Uncertainty…

Machine Learning · Computer Science 2022-08-12 Weizhu Qian , Dalin Zhang , Yan Zhao , Kai Zheng , James J. Q. Yu

Uncertainty quantification is crucial for the deployment of image restoration models in safety-critical domains, like autonomous driving and biological imaging. To date, methods for uncertainty visualization have mainly focused on per-pixel…

Computer Vision and Pattern Recognition · Computer Science 2023-11-07 Elias Nehme , Omer Yair , Tomer Michaeli

Long-range ensemble forecasts are typically verified as anomalies with respect to a lead-time dependent climatological mean to remove the influence of systematic biases. However, common methods for calculating anomalies result in…

Atmospheric and Oceanic Physics · Physics 2025-06-11 Christopher D. Roberts , Martin Leutbecher

Ensemble forecast post-processing is a necessary step in producing accurate probabilistic forecasts. Conventional post-processing methods operate by estimating the parameters of a parametric distribution, frequently on a per-location or…

Machine Learning · Computer Science 2023-05-01 Peter Mlakar , Janko Merše , Jana Faganeli Pucer

Ensemble learning is a mainstay in modern data science practice. Conventional ensemble algorithms assign to base models a set of deterministic, constant model weights that (1) do not fully account for individual models' varying accuracy…

Methodology · Statistics 2019-04-02 Jeremiah Zhe Liu , John Paisley , Marianthi-Anna Kioumourtzoglou , Brent A. Coull

Uncertainty quantification approaches have been more critical in large language models (LLMs), particularly high-risk applications requiring reliable outputs. However, traditional methods for uncertainty quantification, such as…

Artificial Intelligence · Computer Science 2024-07-01 Ferhat Ozgur Catak , Murat Kuzlu

Uncertainty quantification during atmospheric chemistry modeling is computationally expensive as it typically requires a large number of simulations using complex models. As large-scale modeling is typically performed with simplified…

Computational Physics · Physics 2024-07-16 Lin Guo , Xiaokai Yang , Zhonghua Zheng , Nicole Riemer , Christopher W. Tessum

In the context of computer models, calibration is the process of estimating unknown simulator parameters from observational data. Calibration is variously referred to as model fitting, parameter estimation/inference, an inverse problem, and…

Methodology · Statistics 2023-10-16 Richard D. Wilkinson , Christopher W. Lanyon

The success of diffusion probabilistic models in generative tasks, such as text-to-image generation, has motivated the exploration of their application to regression problems commonly encountered in scientific computing and various other…

Machine Learning · Computer Science 2024-08-12 Dule Shu , Amir Barati Farimani