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Uncertainty quantification (UQ) helps to make trustworthy predictions based on collected observations and uncertain domain knowledge. With increased usage of deep learning in various applications, the need for efficient UQ methods that can…

Machine Learning · Computer Science 2021-11-09 Olga Graf , Pablo Flores , Pavlos Protopapas , Karim Pichara

This paper considers robust stability analysis of a large network of interconnected uncertain systems. To avoid analyzing the entire network as a single large, lumped system, we model the network interconnections with integral quadratic…

Optimization and Control · Mathematics 2016-11-17 Martin S. Andersen , Anders Hansson , Sina Khoshfetrat Pakazad , Anders Rantzer

When does a large language model (LLM) know what it does not know? Uncertainty quantification (UQ) provides measures of uncertainty, such as an estimate of the confidence in an LLM's generated output, and is therefore increasingly…

Computation and Language · Computer Science 2025-10-17 Debarun Bhattacharjya , Balaji Ganesan , Junkyu Lee , Radu Marinescu , Katsiaryna Mirylenka , Michael Glass , Xiao Shou

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…

Uncertainty quantification (UQ) in deep learning regression is of wide interest, as it supports critical applications including sequential decision making and risk-sensitive tasks. In heteroskedastic regression, where the uncertainty of the…

Machine Learning · Computer Science 2026-03-03 Mikkel Jordahn , Jonas Vestergaard Jensen , James Harrison , Michael Riis Andersen , Mikkel N. Schmidt

Text embeddings are essential components in modern NLP pipelines. Although numerous embedding models have been proposed, no single model consistently dominates across domains and tasks. This variability motivates the use of ensemble…

Machine Learning · Computer Science 2026-02-13 Sungjun Lim , Kangjun Noh , Youngjun Choi , Heeyoung Lee , Kyungwoo Song

Coherent anti-Stokes Raman scattering (CARS) spectroscopy is a powerful and rapid technique widely used in medicine, material science, and chemical analyses. However, its effectiveness is hindered by the presence of a non-resonant…

In nuclear reactor system design and safety analysis, the Best Estimate plus Uncertainty (BEPU) methodology requires that computer model output uncertainties must be quantified in order to prove that the investigated design stays within…

Computation · Statistics 2018-06-22 Xu Wu , Tomasz Kozlowski , Hadi Meidani , Koroush Shirvan

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 an essential step in computational model validation because assessment of the model accuracy requires a concrete, quantifiable measure of uncertainty in the model predictions. The concept of UQ in the…

Applications · Statistics 2023-03-24 Xu Wu , Ziyu Xie , Farah Alsafadi , Tomasz Kozlowski

Trustworthy deployment of ML models requires a proper measure of uncertainty, especially in safety-critical applications. We focus on uncertainty quantification (UQ) for classification problems via two avenues -- prediction sets using…

Machine Learning · Statistics 2021-07-08 Aleksandr Podkopaev , Aaditya Ramdas

Uncertainty quantification has been a core of the statistical machine learning, but its computational bottleneck has been a serious challenge for both Bayesians and frequentists. We propose a model-based framework in quantifying…

Machine Learning · Computer Science 2019-06-04 Minsuk Shin , Young Lee , Jun S. Liu

Models are often given in terms of differential equations to represent physical systems. In the presence of uncertainty, accurate prediction of the behavior of these systems using the models requires understanding the effect of uncertainty…

Computational Physics · Physics 2020-08-12 Subhayan De

The calibration of rheological parameters in the modeling of complex flows of non-Newtonian fluids can be a daunting task. In this paper we demonstrate how the framework of Uncertainty Quantification (UQ) can be used to improve the…

Fluid Dynamics · Physics 2023-07-11 Aricia Rinkens , Clemens V. Verhoosel , Nick O. Jaensson

Constructing surrogate models for uncertainty quantification (UQ) on complex partial differential equations (PDEs) having inherently high-dimensional $\mathcal{O}(10^{\ge 2})$ stochastic inputs (e.g., forcing terms, boundary conditions,…

Machine Learning · Computer Science 2022-05-27 Katiana Kontolati , Dimitrios Loukrezis , Dimitris G. Giovanis , Lohit Vandanapu , Michael D. Shields

The embedded ensemble propagation approach introduced in [49] has been demonstrated to be a powerful means of reducing the computational cost of sampling-based uncertainty quantification methods, particularly on emerging computational…

Computation · Statistics 2017-05-08 Marta D'Elia , Eric Phipps , Ahmad Rushdi , Mohamed Ebeida

Machine learning methods are increasingly widely used in high-risk settings such as healthcare, transportation, and finance. In these settings, it is important that a model produces calibrated uncertainty to reflect its own confidence and…

Artificial Intelligence · Computer Science 2022-09-09 Sophia Sun

This review is designed to introduce mathematicians and computational scientists to quantum computing (QC) through the lens of uncertainty quantification (UQ) by presenting a mathematically rigorous and accessible narrative for…

Quantum Physics · Physics 2026-03-30 Ryan Bennink , Olena Burkovska , Konstantin Pieper , Jorge Ramirez , Elaine Wong

Modeling nonlinear pulse propagation in multimode fibers is challenging due to the large number of interacting modes and the resulting spatiotemporal complexity. Traditional optimization methods often become intractable, while…

Optics · Physics 2025-05-20 Bora Çarpınlıoğlu , Bahadır Utku Kesgin , Uğur Teğin

Despite the strong predictive performance of deep learning models for traffic prediction, their widespread deployment in real-world intelligent transportation systems has been restrained by a lack of interpretability. Uncertainty…

Computer Vision and Pattern Recognition · Computer Science 2023-08-14 Alexander Timans , Nina Wiedemann , Nishant Kumar , Ye Hong , Martin Raubal
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