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Development of robust dynamical systems and networks such as autonomous aircraft systems capable of accomplishing complex missions faces challenges due to the dynamically evolving uncertainties coming from model uncertainties, necessity to…

On top of machine learning models, uncertainty quantification (UQ) functions as an essential layer of safety assurance that could lead to more principled decision making by enabling sound risk assessment and management. The safety and…

Machine Learning · Computer Science 2024-03-28 Venkat Nemani , Luca Biggio , Xun Huan , Zhen Hu , Olga Fink , Anh Tran , Yan Wang , Xiaoge Zhang , Chao Hu

We propose a numerical method for discovering unknown parameterized dynamical systems by using observational data of the state variables. Our method is built upon and extends the recent work of discovering unknown dynamical systems, in…

Numerical Analysis · Mathematics 2020-03-11 Tong Qin , Zhen Chen , John Jakeman , Dongbin Xiu

In this paper, we address the problem of uncertainty propagation through nonlinear stochastic dynamical systems. More precisely, given a discrete-time continuous-state probabilistic nonlinear dynamical system, we aim at finding the sequence…

Systems and Control · Electrical Eng. & Systems 2021-02-01 Ashkan Jasour , Allen Wang , Brian C. Williams

Safe deployment of graph neural networks (GNNs) under distribution shift requires models to provide accurate confidence indicators (CI). However, while it is well-known in computer vision that CI quality diminishes under distribution shift,…

Machine Learning · Computer Science 2023-09-21 Puja Trivedi , Mark Heimann , Rushil Anirudh , Danai Koutra , Jayaraman J. Thiagarajan

In this work we introduce a manifold learning-based method for uncertainty quantification (UQ) in systems describing complex spatiotemporal processes. Our first objective is to identify the embedding of a set of high-dimensional data…

Data Analysis, Statistics and Probability · Physics 2022-05-18 Katiana Kontolati , Dimitrios Loukrezis , Ketson R. M. dos Santos , Dimitrios G. Giovanis , Michael D. Shields

AI Uncertainty Quantification (UQ) has the potential to improve human decision-making beyond AI predictions alone by providing additional probabilistic information to users. The majority of past research on AI and human decision-making has…

Artificial Intelligence · Computer Science 2024-02-07 Laura R. Marusich , Jonathan Z. Bakdash , Yan Zhou , Murat Kantarcioglu

In modern process industries, data-driven models are important tools for real-time monitoring when key performance indicators are difficult to measure directly. While accurate predictions are essential, reliable uncertainty quantification…

Machine Learning · Computer Science 2026-04-07 Yiran Ma , Jerome Le Ny , Zhichao Chen , Zhihuan Song

Uncertainty quantification (UQ) is crucial in safety-critical applications such as medical image segmentation. Total uncertainty is typically decomposed into data-related aleatoric uncertainty (AU) and model-related epistemic uncertainty…

Computer Vision and Pattern Recognition · Computer Science 2026-03-20 Jakob Lønborg Christensen , Vedrana Andersen Dahl , Morten Rieger Hannemose , Anders Bjorholm Dahl , Christian F. Baumgartner

This paper presents a nonparametric statistical modeling method for quantifying uncertainty in stochastic gradient systems with isotropic diffusion. The central idea is to apply the diffusion maps algorithm to a training data set to produce…

Dynamical Systems · Mathematics 2015-02-10 Tyrus Berry , John Harlim

In robust optimization, the uncertainty set is used to model all possible outcomes of uncertain parameters. In the classic setting, one assumes that this set is provided by the decision maker based on the data available to her. Only…

Optimization and Control · Mathematics 2019-01-23 Trivikram Dokka , Marc Goerigk , Rahul Roy

Graph Neural Networks (GNNs) have emerged as a prominent class of data-driven methods for molecular property prediction. However, a key limitation of typical GNN models is their inability to quantify uncertainties in the predictions. This…

Machine Learning · Computer Science 2024-07-02 Shengli Jiang , Shiyi Qin , Reid C. Van Lehn , Prasanna Balaprakash , Victor M. Zavala

As machine learning (ML) models are increasingly deployed in high-stakes domains, trustworthy uncertainty quantification (UQ) is critical for ensuring the safety and reliability of these models. Traditional UQ methods rely on specifying a…

Machine Learning · Statistics 2025-05-14 Abhineet Agarwal , Michael Xiao , Rebecca Barter , Omer Ronen , Boyu Fan , Bin Yu

If Uncertainty Quantification (UQ) is crucial to achieve trustworthy Machine Learning (ML), most UQ methods suffer from disparate and inconsistent evaluation protocols. We claim this inconsistency results from the unclear requirements the…

Machine Learning · Computer Science 2022-07-28 Victor Bouvier , Simona Maggio , Alexandre Abraham , Léo Dreyfus-Schmidt

Many problems in engineering and sciences require the solution of large scale optimization constrained by partial differential equations (PDEs). Though PDE-constrained optimization is itself challenging, most applications pose additional…

Optimization and Control · Mathematics 2020-01-06 Joseph Hart , Bart van Bloemen Waanders , Roland Herzog

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…

The introduction of the Segment Anything Model (SAM) has paved the way for numerous semantic segmentation applications. For several tasks, quantifying the uncertainty of SAM is of particular interest. However, the ambiguous nature of the…

Computer Vision and Pattern Recognition · Computer Science 2025-07-30 Timo Kaiser , Thomas Norrenbrock , Bodo Rosenhahn

Much of uncertainty quantification to date has focused on determining the effect of variables modeled probabilistically, and with a known distribution, on some physical or engineering system. We develop methods to obtain information on the…

Numerical Analysis · Mathematics 2015-03-19 Kamaljit Chowdhary , Paul Dupuis

The accessibility of spatially distributed data, enabled by affordable sensors, field, and numerical experiments, has facilitated the development of data-driven solutions for scientific problems, including climate change, weather…

Machine Learning · Computer Science 2023-11-09 Vardhan Dongre , Gurpreet Singh Hora

In present paper we suggest a new universal approach to study complex systems by microscopic, mesoscopic and macroscopic methods. We discuss new possibilities of extracting information on nonstationarity, unsteadiness and non-Markovity of…

Disordered Systems and Neural Networks · Physics 2007-05-23 Renat M. Yulmetyev , Anatolii V. Mokshin , Peter Hänggi