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We present a general framework for uncertainty quantification that is a mosaic of interconnected models. We define global first and second order structural and correlative sensitivity analyses for random counting measures acting on risk…

Probability · Mathematics 2021-01-05 Caleb Deen Bastian , Herschel Rabitz

This paper discusses a methodology for determining a functional representation of a random process from a collection of scattered pointwise samples. The present work specifically focuses onto random quantities lying in a high dimensional…

Numerical Analysis · Mathematics 2014-01-03 Lionel Mathelin

We present a critical survey on the consistency of uncertainty quantification used in deep learning and highlight partial uncertainty coverage and many inconsistencies. We then provide a comprehensive and statistically consistent framework…

Machine Learning · Computer Science 2026-01-14 Peter Jan van Leeuwen , J. Christine Chiu , C. Kevin Yang

In this study, we explore in depth a few under-studied topics at the intersection of uncertainty estimation and segmentation. Prior work has shown that the quality of uncertainty estimates can be very sensitive to a range of variables. As…

Computer Vision and Pattern Recognition · Computer Science 2026-05-18 Michael Smith , Frank P. Ferrie

The topic of deep learning has seen a surge of interest in recent years both within and outside of the field of Statistics. Deep models leverage both nonlinearity and interaction effects to provide superior predictions in many cases when…

Methodology · Statistics 2020-09-18 Paul A. Parker , Scott H. Holan

Uncertainty plays a crucial role in the machine learning field. Both model trustworthiness and performance require the understanding of uncertainty, especially for models used in high-stake applications where errors can cause cataclysmic…

Machine Learning · Computer Science 2022-11-29 Shuo Chen

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

Sources of uncertainty are reviewed for calculated atomic and molecular data that are important for plasma modeling: atomic and molecular structure and cross sections for electron-atom, electron-molecule, and heavy particle collisions. We…

One of the ways to make artificial intelligence more natural is to give it some room for doubt. Two main questions should be resolved in that way. First, how to train a model to estimate uncertainties of its own predictions? And then, what…

Computer Vision and Pattern Recognition · Computer Science 2024-04-17 Alexey Kornaev , Elena Kornaeva , Oleg Ivanov , Ilya Pershin , Danis Alukaev

Proper quantification of predictive uncertainty is essential for the use of machine learning in safety-critical applications. Various uncertainty measures have been proposed for this purpose, typically claiming superiority over other…

Machine Learning · Computer Science 2025-12-16 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

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…

Methodology · Statistics 2025-04-01 Carlos García Meixide , Michael R. Kosorok , Marcos Matabuena

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

We present a novel, input-output data-driven approach to uncertainty model identification. As the true bounds and distributions of system uncertainties ultimately remain unknown, we depart from the goal of identifying the uncertainty model…

Systems and Control · Electrical Eng. & Systems 2025-08-29 Jannes Hühnerbein , Jad Wehbeh , Eric C. Kerrigan

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

In stochastic decision problems, one often wants to estimate the underlying probability measure statistically, and then to use this estimate as a basis for decisions. We shall consider how the uncertainty in this estimation can be…

Statistics Theory · Mathematics 2017-05-24 Samuel N. Cohen

Despite the massive advancements in large language models (LLMs), they still suffer from producing plausible but incorrect responses. To improve the reliability of LLMs, recent research has focused on uncertainty quantification to predict…

Artificial Intelligence · Computer Science 2025-04-01 Yongjin Yang , Haneul Yoo , Hwaran Lee

Due to their increasing spread, confidence in neural network predictions became more and more important. However, basic neural networks do not deliver certainty estimates or suffer from over or under confidence. Many researchers have been…

Predictive estimation, which comprises model calibration, model prediction, and validation, is a common objective when performing inverse uncertainty quantification (UQ) in diverse scientific applications. These techniques typically require…

Numerical Analysis · Mathematics 2024-07-17 Ningxin Yang , Truong Le , Lidija Zdravković , David M. Potts

A comprehensive uncertainty estimation is vital for the precision program of the LHC. While experimental uncertainties are often described by stochastic processes and well-defined nuisance parameters, theoretical uncertainties lack such a…

High Energy Physics - Phenomenology · Physics 2023-05-08 Aishik Ghosh , Benjamin Nachman , Tilman Plehn , Lily Shire , Tim M. P. Tait , Daniel Whiteson

How to accurately quantify the uncertainty of stochastic dynamical responses affected by uncertain loads and structural parameters is an important issue in structural safety and reliability analysis. In this paper, the conditional…

Computational Engineering, Finance, and Science · Computer Science 2025-01-03 Feng Wu , Yuelin Zhao , Li Zhu