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Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…

Computational Finance · Quantitative Finance 2016-05-09 Louis Paulot

The increasing interest in spatially correlated functional data has led to the development of appropriate geostatistical techniques that allow to predict a curve at an unmonitored location using a functional kriging with external drift…

Methodology · Statistics 2017-06-23 Maria Franco-Villoria , Rosaria Ignaccolo

Bayesian Neural Networks (BayNNs) can inherently estimate predictive uncertainty, facilitating informed decision-making. Dropout-based BayNNs are increasingly implemented in spintronics-based computation-in-memory architectures for…

Emerging Technologies · Computer Science 2024-01-11 Soyed Tuhin Ahmed , Michael Hefenbrock , Guillaume Prenat , Lorena Anghel , Mehdi B. Tahoori

Background: Uncertainty quantification for nuclear theories has gained a more prominent role in the field, with more and more groups attempting to understand the uncertainties on their calculations. However, recent studies have shown that…

Nuclear Theory · Physics 2021-12-03 M. Catacora-Rios , G. B. King , A. E. Lovell , F. M. Nunes

This paper reviews the basic ideas behind a Bayesian unfolding published some years ago and improves their implementation. In particular, uncertainties are now treated at all levels by probability density functions and their propagation is…

Data Analysis, Statistics and Probability · Physics 2010-10-05 G. D'Agostini

We discuss the feasibility of using the detection of electron antineutrinos produced in fission to monitor the time dependence of the plutonium content of nuclear power reactors. If practical such a scheme would allow world-wide, automated…

Rapid compression machines (RCMs) have been widely used in the combustion literature to study the low-to-intermediate temperature ignition of many fuels. In a typical RCM, the pressure during and after the compression stroke is measured.…

Instrumentation and Detectors · Physics 2017-06-15 Bryan W. Weber , Chih-Jen Sung , Michael W. Renfro

Automated vehicles require the ability to cooperate with humans for smooth integration into today's traffic. While the concept of cooperation is well known, developing a robust and efficient cooperative trajectory planning method is still a…

Multiagent Systems · Computer Science 2022-11-15 Philipp Stegmaier , Karl Kurzer , J. Marius Zöllner

The objective of Bayesian inference is often to infer, from data, a probability measure for a random variable that can be used as input for Monte Carlo simulation. When datasets for Bayesian inference are small, a principle challenge is…

Computation · Statistics 2018-03-29 Jiaxin Zhang , Michael D. Shields

The large quantities of antineutrinos produced through the decay of fission fragments in nuclear reactors provide an opportunity to study the properties of these particles and investigate their use in reactor monitoring. The reactor…

In the context of Monte Carlo (MC) simulation of particle transport Uncertainty Quantification (UQ) addresses the issue of predicting non statistical errors affecting the physical results, i.e. errors deriving mainly from uncertainties in…

Computational Physics · Physics 2015-06-18 Paolo Saracco , Maria Grazia Pia

Advances in Deep Learning bring further investigation into credibility and robustness, especially for safety-critical engineering applications such as the nuclear industry. The key challenges include the availability of data set (often…

Machine Learning · Computer Science 2024-05-29 Yu Chen , Edoardo Patelli , Zhen Yang , Adolphus Lye

We use Bayesian model selection techniques to test extensions of the standard flat LambdaCDM paradigm. Dark-energy and curvature scenarios, and primordial perturbation models are considered. To that end, we calculate the Bayesian evidence…

Numerous studies have focused on learning and understanding the dynamics of physical systems from video data, such as spatial intelligence. Artificial intelligence requires quantitative assessments of the uncertainty of the model to ensure…

Machine Learning · Computer Science 2024-12-18 Aoming Liang , Qi Liu , Lei Xu , Fahad Sohrab , Weicheng Cui , Changhui Song , Moncef Gabbouj

Accurate uncertainty estimation is crucial for deploying neural networks in risk-sensitive applications such as medical diagnosis. Monte Carlo Dropout is a widely used technique for approximating predictive uncertainty by performing…

Machine Learning · Computer Science 2025-06-05 Tal Zeevi , Ravid Shwartz-Ziv , Yann LeCun , Lawrence H. Staib , John A. Onofrey

Low-fidelity wake models are used for wind farm design and control optimization. To generalize to a wind farm model, individually-modeled wakes are commonly superimposed using approximate superposition models. Wake models parameterize…

Fluid Dynamics · Physics 2023-06-22 Michael J. LoCascio , Catherine Gorle , Michael F. Howland

The expected growth in wind energy capacity requires efficient and accurate models for wind farm layout optimization, control, and annual energy predictions. Although analytical wake models are widely used for these applications, several…

Fluid Dynamics · Physics 2023-02-16 Frederik Aerts , Luca Lanzilao , Johan Meyers

The current scientific standard in PDF uncertainty estimation relies either on repeated fits over artificially generated data to arrive at Monte Carlo samples of best fits or on the Hessian method, which uses a quadratic expansion of the…

High Energy Physics - Phenomenology · Physics 2024-07-23 Peter Risse , Nasim Derakhshanian , Tomas Ježo , Karol Kovařík , Aleksander Kusina

The Reduced-Basis Control-Variate Monte-Carlo method was introduced recently in [S. Boyaval and T. Leli\`evre, CMS, 8 2010] as an improved Monte-Carlo method, for the fast estimation of many parametrized expected values at many parameter…

Numerical Analysis · Mathematics 2015-06-04 Sébastien Boyaval