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Visualizing the uncertainty of ensemble simulations is challenging due to the large size and multivariate and temporal features of ensemble data sets. One popular approach to studying the uncertainty of ensembles is analyzing the positional…

Machine Learning · Computer Science 2022-10-25 Mengjiao Han , Tushar M. Athawale , David Pugmire , Chris R. Johnson

The model uncertainty obtained by variational Bayesian inference with Monte Carlo dropout is prone to miscalibration. In this paper, different logit scaling methods are extended to dropout variational inference to recalibrate model…

Machine Learning · Computer Science 2020-06-23 Max-Heinrich Laves , Sontje Ihler , Karl-Philipp Kortmann , Tobias Ortmaier

We consider the effect of multiple stochastic parameters on the time-average quantities of chaotic systems. We employ the recently proposed \cite{Kantarakias_Papadakis_2023} sensitivity-enhanced generalized polynomial chaos expansion,…

Chaotic Dynamics · Physics 2023-11-02 George Papadakis , Kyriakos D. Kantarakias

This study proposes a novel approach to quantifying uncertainties of constitutive relations inferred from noisy experimental data using inverse modelling. We focus on electrochemical systems in which charged species (e.g., Lithium ions) are…

Chemical Physics · Physics 2020-03-12 Athinthra Sethurajan , Sergey Krachkovskiy , Gillian Goward , Bartosz Protas

Estimation of extreme quantile regions, spaces in which future extreme events can occur with a given low probability, even beyond the range of the observed data, is an important task in the analysis of extremes. Existing methods to estimate…

Methodology · Statistics 2020-10-28 Boris Beranger , Simone A. Padoan , Scott A. Sisson

Uncertainty analysis in the outcomes of model predictions is a key element in decision-based material design to establish confidence in the models and evaluate the fidelity of models. Uncertainty Propagation (UP) is a technique to determine…

Machine Learning · Computer Science 2023-02-13 Danial Khatamsaz , Vahid Attari , Raymundo Arroyave , Douglas L. Allaire

In alloys cluster expansions (CE) are increasingly used to combine first-principles electronic-structure and Monte Carlo methods to predict thermodynamic properties. As a basis-set expansion in terms of lattice geometrical clusters and…

Materials Science · Physics 2017-11-28 Nikolai A. Zarkevich , D. D. Johnson

Bayesian inference is a popular approach to calibrating uncertainties, but it can underpredict such uncertainties when model misspecification is present, impacting its reliability to inform decision making. Recently, the statistics and…

Computational Engineering, Finance, and Science · Computer Science 2026-01-09 Rebekah White , Rileigh Bandy , Teresa Portone

The safety of rotorcraft operating in cold environments is jeopardised by the possibility of ice accretion on the rotor blades. Eventually, ice can shed from the blade due to the high centrifugal forces and impact other parts of the…

Numerical Analysis · Mathematics 2021-09-01 Andrea Rausa , Myles Morelli , Alberto Guardone

This paper provides a comparative study of modern uncertainty quantification (UQ) methods. To greatly enhance real-time performance, both differential algebra (DA) and a directional differential algebra (DDA) approach are employed. This can…

Systems and Control · Electrical Eng. & Systems 2026-05-26 Ethan R. Burnett , Spencer Boone

In engineering, simulations play a vital role in predicting the behavior of a nonlinear dynamical system. In order to enhance the reliability of predictions, it is essential to incorporate the inherent uncertainties that are present in all…

Computational Engineering, Finance, and Science · Computer Science 2025-03-12 Lars de Jong , Paula Clasen , Michael Müller , Ulrich Römer

To facilitate robust and trustworthy deployment of large language models (LLMs), it is essential to quantify the reliability of their generations through uncertainty estimation. While recent efforts have made significant advancements by…

Computation and Language · Computer Science 2025-07-22 Rui Li , Jing Long , Muge Qi , Heming Xia , Lei Sha , Peiyi Wang , Zhifang Sui

Quantifying uncertainty is important for actionable predictions in real-world applications. A crucial part of predictive uncertainty quantification is the estimation of epistemic uncertainty, which is defined as an integral of the product…

Machine Learning · Computer Science 2023-10-25 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Günter Klambauer , Sepp Hochreiter

We present a novel Bayesian framework for quantifying uncertainty in portfolio temperature alignment models, leveraging the X-Degree Compatibility (XDC) approach with the scientifically validated Finite Amplitude Impulse Response (FaIR)…

Portfolio Management · Quantitative Finance 2024-12-20 Hendrik Weichel , Aleksandr Zinovev , Heikki Haario , Martin Simon

A key factor in ensuring the accuracy of computer simulations that model physical systems is the proper calibration of their parameters based on real-world observations or experimental data. Inevitably, uncertainties arise, and Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2026-02-25 Daniel Andrés Arcones , Martin Weiser , Phaedon-Stelios Koutsourelakis , Jörg F. Unger

We present a novel physics-constrained polynomial chaos expansion as a surrogate modeling method capable of performing both scientific machine learning (SciML) and uncertainty quantification (UQ) tasks. The proposed method possesses a…

Machine Learning · Statistics 2024-05-14 Himanshu Sharma , Lukáš Novák , Michael D. Shields

We apply the Tensor Train (TT) decomposition to construct the tensor product Polynomial Chaos Expansion (PCE) of a random field, to solve the stochastic elliptic diffusion PDE with the stochastic Galerkin discretization, and to compute some…

Numerical Analysis · Mathematics 2015-03-12 Sergey Dolgov , Boris N. Khoromskij , Alexander Litvinenko , Hermann G. Matthies

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

Uncertainty quantification (UQ) in scientific machine learning is increasingly critical as neural networks are widely adopted to tackle complex problems across diverse scientific disciplines. For physics-informed neural networks (PINNs), a…

Machine Learning · Statistics 2025-10-20 Frank Shih , Zhenghao Jiang , Faming Liang

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