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We explore probability modelling of discretization uncertainty for system states defined implicitly by ordinary or partial differential equations. Accounting for this uncertainty can avoid posterior under-coverage when likelihoods are…

Methodology · Statistics 2016-10-25 Oksana A. Chkrebtii , David A. Campbell , Ben Calderhead , Mark A. Girolami

Most machine learning models operate under the assumption that the training, testing and deployment data is independent and identically distributed (i.i.d.). This assumption doesn't generally hold true in a natural setting. Usually, the…

Machine Learning · Computer Science 2021-12-14 Kumud Lakara , Akshat Bhandari , Pratinav Seth , Ujjwal Verma

The estimation of uncertainties associated with predictions from quantitative structure-activity relationship (QSAR) models can accelerate the drug discovery process by identifying promising experiments and allowing an efficient allocation…

Machine Learning · Computer Science 2025-02-07 Hannah Rosa Friesacher , Emma Svensson , Susanne Winiwarter , Lewis Mervin , Adam Arany , Ola Engkvist

Deconvolution is a statistical inverse problem to estimate the distribution of a random variable based on its noisy observations. Despite the extensive studies on the topic, deconvolution with unknown noise distribution remains as a…

Statistics Theory · Mathematics 2020-04-06 Devavrat Shah , Dogyoon Song

Evaluated nuclear data uncertainties are often perceived as unrealistic, most often because they are thought to be too small. The impact of this issue in applied nuclear science has been discussed widely in recent years. Commonly suggested…

Data Analysis, Statistics and Probability · Physics 2020-04-28 R. Capote , S. Badikov , A. Carlson , I. Duran , F. Gunsing , D. Neudecker , V. G. Pronyaev , P. Schillebeeckx , G. Schnabel , D. L. Smith , A. Wallner

A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…

Numerical Analysis · Mathematics 2019-01-23 Anthony Nouy , Florent Pled

The correct use and interpretation of models depends on several steps, two of which being the calibration by parameter estimation and the analysis of uncertainty. In the biological literature, these steps are seldom discussed together, but…

Quantitative Methods · Quantitative Biology 2015-08-17 André Chalom , Paulo Inácio de Knegt López de Prado

This paper represents a theoretical and an experimental study of the spreading dynamics of a liquid droplet, generated by a needle free deposition system called the liquid needle droplet deposition technique. This technique utilizes a…

We present a general approach to visualizing uncertainty in static 2-D statistical graphics. If we treat a visualization as a function of its underlying quantities, uncertainty in those quantities induces a distribution over images. We show…

Methodology · Statistics 2025-12-10 Bernarda Petek , David Nabergoj , Erik Štrumbelj

Roughness parameters that characterize contacting surfaces with regard to friction and wear are commonly stated without uncertainties, or with an uncertainty only taking into account a very limited amount of aspects such as repeatability of…

Data Analysis, Statistics and Probability · Physics 2016-07-20 Dorothee Hüser , Jonathan Hüser , Sebastian Rief , Jörg Seewig , Peter Thomsen-Schmidt

This work is focussed on the inversion task of inferring the distribution over parameters of interest leading to multiple sets of observations. The potential to solve such distributional inversion problems is driven by increasing…

Machine Learning · Statistics 2026-05-06 Arnaud Vadeboncoeur , Mark Girolami , Andrew M. Stuart

ML models have errors when used for predictions. The errors are unknown but can be quantified by model uncertainty. When multiple ML models are trained using the same training points, their model uncertainties may be statistically…

Machine Learning · Statistics 2025-09-23 Xiaoping Du

This paper studies Markov Decision Processes under parameter uncertainty. We adapt the distributionally robust optimization framework, and assume that the uncertain parameters are random variables following an unknown distribution, and…

Systems and Control · Computer Science 2015-05-14 Pengqian Yu , Huan Xu

Due to the inherent aleatory uncertainties in renewable generators, the reliability/adequacy assessments of distributed generation (DG) systems have been particularly focused on the probabilistic modeling of random behaviors, given…

Performance · Computer Science 2012-06-07 Yanfu Li , Enrico Zio

One of the main contributions of this paper is to illustrate how large deviation theory can be used to determine the equilibrium distribution of a basic droplet model that underlies a number of important models in material science and…

Probability · Mathematics 2015-09-11 Richard S. Ellis , Shlomo Ta'asan

Neural networks are ubiquitous in many tasks, but trusting their predictions is an open issue. Uncertainty quantification is required for many applications, and disentangled aleatoric and epistemic uncertainties are best. In this paper, we…

Machine Learning · Computer Science 2022-04-21 Matias Valdenegro-Toro , Daniel Saromo

In this paper, we present a formal quantification of epistemic uncertainty induced by numerical solutions of ordinary and partial differential equation models. Numerical solutions of differential equations contain inherent uncertainties due…

Out-of-distribution (OOD) detection is critical for preventing deep learning models from making incorrect predictions to ensure the safety of artificial intelligence systems. Especially in safety-critical applications such as medical…

Machine Learning · Computer Science 2023-02-16 Mouxiao Huang , Yu Qiao

Exploiting the geometric nature of statistical divergences, we devise a way to define associated induced uncertainty measures for discrete and finite probability distributions. We also report new uncertainty measures and discuss their…

Quantum Physics · Physics 2021-06-29 Gautam Sharma , Sk Sazim

Uncertainty estimation for machine learning models is of high importance in many scenarios such as constructing the confidence intervals for model predictions and detection of out-of-distribution or adversarially generated points. In this…

Machine Learning · Computer Science 2022-05-06 Kirill Fedyanin , Evgenii Tsymbalov , Maxim Panov
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