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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

In the last few decades, uncertainty quantification (UQ) methods have been used widely to ensure the robustness of engineering designs. This chapter aims to detail recent advances in popular uncertainty quantification methods used in…

Computation · Statistics 2022-11-08 Dinesh Kumar , Farid Ahmed , Shoaib Usman , Ayodeji Alajo , Syed Alam

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

Uncertainty Quantification (UQ) is a key discipline for computational modeling of complex systems, enhancing reliability of engineering simulations. In crashworthiness, having an accurate assessment of the behavior of the model uncertainty…

Methodology · Statistics 2021-09-17 Marc Rocas , Alberto García-González , Sergio Zlotnik , Xabier Larráyoz , Pedro Díez

Due to significant manufacturing process variations, the performance of integrated circuits (ICs) has become increasingly uncertain. Such uncertainties must be carefully quantified with efficient stochastic circuit simulators. This paper…

Computational Engineering, Finance, and Science · Computer Science 2014-09-18 Zheng Zhang , Ibrahim , M. Elfadel , Luca Daniel

Deep learning-based numerical schemes for solving high-dimensional backward stochastic differential equations (BSDEs) have recently raised plenty of scientific interest. While they enable numerical methods to approximate very…

Numerical Analysis · Mathematics 2023-10-06 Lorenc Kapllani , Long Teng , Matthias Rottmann

Uncertainties from model parameters and model discrepancy from small-scale models impact the accuracy and reliability of predictions of large-scale systems. Inadequate representation of these uncertainties may result in inaccurate and…

Methodology · Statistics 2014-12-18 K. Sham Bhat , David S. Mebane , Curtis B. Storlie , Priyadarshi Mahapatra

Uncertainty quantification (UQ) is an important component of molecular property prediction, particularly for drug discovery applications where model predictions direct experimental design and where unanticipated imprecision wastes valuable…

Machine Learning · Computer Science 2020-05-21 Lior Hirschfeld , Kyle Swanson , Kevin Yang , Regina Barzilay , Connor W. Coley

Despite their importance for assessing reliability of predictions, uncertainty quantification (UQ) measures for machine learning models have only recently begun to be rigorously characterized. One prominent issue is the curse of…

Machine Learning · Statistics 2023-07-27 Liam Hodgkinson , Chris van der Heide , Fred Roosta , Michael W. Mahoney

Partial differential equations (PDEs) are fundamental for theoretically describing numerous physical processes that are based on some input fields in spatial configurations. Understanding the physical process, in general, requires…

Numerical Analysis · Mathematics 2020-10-16 Mahadevan Ganesh , Stuart C Hawkins , Alexandre Tartakovsky , Ramakrishna Tipireddy

This paper explores uncertainty quantification (UQ) as an indicator of the trustworthiness of automated deep-learning (DL) tools in the context of white matter lesion (WML) segmentation from magnetic resonance imaging (MRI) scans of…

We consider a model of an electric circuit, where differential algebraic equations for a circuit part are coupled to partial differential equations for an electromagnetic field part. An uncertainty quantification is performed by changing…

Numerical Analysis · Mathematics 2019-03-11 Roland Pulch , Sebastian Schöps

Quantifying uncertainties for machine learning models is a critical step to reduce human verification effort by detecting predictions with low confidence. This paper proposes a method for uncertainty quantification (UQ) of table structure…

Computer Vision and Pattern Recognition · Computer Science 2024-07-03 Kehinde Ajayi , Leizhen Zhang , Yi He , Jian Wu

Despite the popularity of Convolutional Neural Networks (CNN), the problem of uncertainty quantification (UQ) of CNN has been largely overlooked. Lack of efficient UQ tools severely limits the application of CNN in certain areas, such as…

Machine Learning · Computer Science 2026-04-15 Hongfei Du , Emre Barut , Fang Jin

In this paper, we study the stochastic collocation (SC) methods for uncertainty quantification (UQ) in hyperbolic systems of nonlinear partial differential equations (PDEs). In these methods, the underlying PDEs are numerically solved at a…

Numerical Analysis · Mathematics 2025-06-19 Alina Chertock , Arsen S. Iskhakov , Safa Janajra , Alexander Kurganov

Uncertainty Quantification (UQ) is essential for creating trustworthy machine learning models. Recent years have seen a steep rise in UQ methods that can flag suspicious examples, however, it is often unclear what exactly these methods…

Machine Learning · Computer Science 2023-10-31 Hao Sun , Boris van Breugel , Jonathan Crabbe , Nabeel Seedat , Mihaela van der Schaar

Uncertainty quantification (UQ) in deep learning regression is of wide interest, as it supports critical applications including sequential decision making and risk-sensitive tasks. In heteroskedastic regression, where the uncertainty of the…

Machine Learning · Computer Science 2026-03-03 Mikkel Jordahn , Jonas Vestergaard Jensen , James Harrison , Michael Riis Andersen , Mikkel N. Schmidt

Uncertainty Quantification (UQ) is a booming discipline for complex computational models based on the analysis of robustness, reliability and credibility. UQ analysis for nonlinear crash models with high dimensional outputs presents…

Computational Engineering, Finance, and Science · Computer Science 2021-03-31 Marc Rocas , Alberto García-González , Xabier Larrayoz , Pedro Díez

Uncertainty quantification (UQ) is a crucial but challenging task in many high-dimensional regression or learning problems to increase the confidence of a given predictor. We develop a new data-driven approach for UQ in regression that…

Machine Learning · Computer Science 2024-07-19 Frederik Hoppe , Claudio Mayrink Verdun , Hannah Laus , Felix Krahmer , Holger Rauhut

As bonded composite materials are used more frequently for aerospace applications, it is necessary to certify that parts achieve desired levels of certain physical characteristics (e.g., strength) for safety and performance. Nondestructive…

Methodology · Statistics 2025-12-17 Michael C. Stanley , Peter W. Spaeth , James E. Warner , Matthew R. Webster