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This paper presents a probabilistic approach to represent and quantify model-form uncertainties in the reduced-order modeling of complex systems using operator inference techniques. Such uncertainties can arise in the selection of an…

Machine Learning · Statistics 2024-11-08 Jin Yi Yong , Rudy Geelen , Johann Guilleminot

In this paper we study model reduction of linear and bilinear quadratic stochastic control problems with parameter uncertainties. Specifically, we consider slow-fast systems with unknown diffusion coefficient and study the convergence of…

Optimization and Control · Mathematics 2021-02-10 Hafida Bouanani , Carsten Hartmann , Omar Kebiri

In this second part of our two-part paper, we provide a detailed, frequentist framework for propagating uncertainties within our multivariate linear least squares model. This permits us to quantify the impact of uncertainties in…

Applications · Statistics 2019-08-09 Pranay Seshadri , Andrew Duncan , Duncan Simpson , George Thorne , Geoffrey Parks

We present a method to quantify uncertainty in the predictions made by simulations of mathematical models that can be applied to a broad class of stochastic, discrete, and differential equation models. Quantifying uncertainty is crucial for…

Machine Learning · Statistics 2015-03-05 Kyle S. Hickmann , James M. Hyman , Sara Y. Del Valle

This work presents the concept of kernel mean embedding and kernel probabilistic programming in the context of stochastic systems. We propose formulations to represent, compare, and propagate uncertainties for fairly general stochastic…

Machine Learning · Statistics 2020-05-05 Jia-Jie Zhu , Krikamol Muandet , Moritz Diehl , Bernhard Schölkopf

Slurry transportation via pipelines is essential for global industries, offering efficiency and environmental benefits. Specifically, the precise calibration of physical parameters for transporting raw phosphate material to fertilizer…

Fluid Dynamics · Physics 2024-06-13 Marwane Elkarii , Radouan Boukharfane , Nabil El Moçayd

Building surrogate models with uncertainty quantification capabilities is essential for many engineering applications where randomness, such as variability in material properties, is unavoidable. Polynomial Chaos Expansion (PCE) is widely…

Computational Engineering, Finance, and Science · Computer Science 2025-11-04 Bahador Bahmani , Ioannis G. Kevrekidis , Michael D. Shields

Sequential generative models conditioned on uncertain rewards are central to AI-driven scientific discovery, yet the epistemic uncertainty they inherit from imperfect reward estimates remains unquantified. We propagate this uncertainty…

Quantifying a model's predictive uncertainty is essential for safety-critical applications such as autonomous driving. We consider quantifying such uncertainty for multi-object detection. In particular, we leverage conformal prediction to…

Computer Vision and Pattern Recognition · Computer Science 2024-07-31 Alexander Timans , Christoph-Nikolas Straehle , Kaspar Sakmann , Eric Nalisnick

In many domains, the previous decade was characterized by increasing data volumes and growing complexity of computational workloads, creating new demands for highly data-parallel computing in distributed systems. Effective operation of…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-01-25 Carl Witt , Marc Bux , Wladislaw Gusew , Ulf Leser

Data-driven forecasts of air quality have recently achieved more accurate short-term predictions. Despite their success, most of the current data-driven solutions lack proper quantifications of model uncertainty that communicate how much to…

Machine Learning · Computer Science 2021-12-07 Abdulmajid Murad , Frank Alexander Kraemer , Kerstin Bach , Gavin Taylor

Computer models are widely used in decision support for energy systems operation, planning and policy. A system of models is often employed, where model inputs themselves arise from other computer models, with each model being developed by…

Modelling uncertainty in Machine Learning models is essential for achieving safe and reliable predictions. Most research on uncertainty focuses on output uncertainty (predictions), but minimal attention is paid to uncertainty at inputs. We…

Machine Learning · Computer Science 2024-06-28 Matias Valdenegro-Toro , Ivo Pascal de Jong , Marco Zullich

Methods based on polynomial chaos expansion allow to approximate the behavior of systems with uncertain parameters by deterministic dynamics. These methods are used in a wide range of applications, spanning from simulation of uncertain…

Systems and Control · Computer Science 2017-11-28 Tillmann Mühlpfordt , Rolf Findeisen , Veit Hagenmeyer , Timm Faulwasser

Accurate modeling of radio wave propagation over irregular terrains is crucial for designing reliable wireless communication systems in such environments, yet uncertainties in the antenna configuration are not quantified within…

Signal Processing · Electrical Eng. & Systems 2026-03-04 Sicheng An , Luca Di Rienzo , Hao Qin , Xingqi Zhang , Lorenzo Codecasa

Frequency response functions (FRFs) are important for assessing the behavior of stochastic linear dynamic systems. For large systems, their evaluations are time-consuming even for a single simulation. In such cases, uncertainty…

Computation · Statistics 2017-03-23 V. Yaghoubi , S. Marelli , B. Sudret , T. Abrahamsson

To tackle the curse of dimensionality and multicollinearity problems of polynomial chaos expansion for analyzing global sensitivity and reliability of models with high stochastic dimensions, this paper proposes a novel non-intrusive…

Numerical Analysis · Mathematics 2024-12-20 Ling-Ze Bu , Wei Zhao , Wei Wang

Survival models are used in various fields, such as the development of cancer treatment protocols. Although many statistical and machine learning models have been proposed to achieve accurate survival predictions, little attention has been…

Machine Learning · Computer Science 2020-03-26 Hrushikesh Loya , Pranav Poduval , Deepak Anand , Neeraj Kumar , Amit Sethi

A spline chaos expansion, referred to as SCE, is introduced for uncertainty quantification analysis. The expansion provides a means for representing an output random variable of interest with respect to multivariate orthonormal basis…

Numerical Analysis · Mathematics 2019-11-12 Sharif Rahman

A numerically efficient inverse method for parametric model uncertainty identification using maximum likelihood estimation is presented. The goal is to identify a probability model for a fixed number of model parameters based on a set of…