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Inverse Uncertainty Quantification (UQ), or Bayesian calibration, is the process to quantify the uncertainties of random input parameters based on experimental data. The introduction of model discrepancy term is significant because…

Applications · Statistics 2019-07-24 Xu Wu , Koroush Shirvan , Tomasz Kozlowski

Quantifying the impact of parametric and model-form uncertainty on the predictions of stochastic models is a key challenge in many applications. Previous work has shown that the relative entropy rate is an effective tool for deriving…

Probability · Mathematics 2020-09-04 Jeremiah Birrell , Markos A. Katsoulakis , Luc Rey-Bellet

We propose a new and intuitive metric for aleatoric uncertainty quantification (UQ), the prevalence of class collisions defined as the same input being observed in different classes. We use the rate of class collisions to define the…

Machine Learning · Computer Science 2026-03-19 Jesse Friedbaum , Sudarshan Adiga , Ravi Tandon

It is critical that machine learning (ML) model predictions be trustworthy for high-throughput catalyst discovery approaches. Uncertainty quantification (UQ) methods allow estimation of the trustworthiness of an ML model, but these methods…

Machine Learning · Computer Science 2023-02-07 Cameron Gruich , Varun Madhavan , Yixin Wang , Bryan Goldsmith

Deploying deep learning models in safety-critical applications remains a very challenging task, mandating the provision of assurances for the dependable operation of these models. Uncertainty quantification (UQ) methods estimate the model's…

Machine Learning · Computer Science 2024-01-23 Daniel Bethell , Simos Gerasimou , Radu Calinescu

There are essentially three kinds of approaches to Uncertainty Quantification (UQ): (A) robust optimization, (B) Bayesian, (C) decision theory. Although (A) is robust, it is unfavorable with respect to accuracy and data assimilation. (B)…

Large Language Models (LLMs) have demonstrated remarkable capabilities across various tasks due to large training datasets and powerful transformer architecture. However, the reliability of responses from LLMs remains a question.…

Computation and Language · Computer Science 2025-02-26 Tiejin Chen , Xiaoou Liu , Longchao Da , Jia Chen , Vagelis Papalexakis , Hua Wei

Uncertainty quantification (UQ) is essential for deploying machine learning models in safety-critical physical systems, yet classical Bayesian approaches incur substantial computational overhead. We establish a formal connection between…

In nuclear reactor system design and safety analysis, the Best Estimate plus Uncertainty (BEPU) methodology requires that computer model output uncertainties must be quantified in order to prove that the investigated design stays within…

Computation · Statistics 2018-06-22 Xu Wu , Tomasz Kozlowski , Hadi Meidani , Koroush Shirvan

We point out that the low temperature saturation of the electron phase decoherence time in a disordered conductor can be explained within the existing theory of weak localization provided the effect of quantum (high frequency) fluctuations…

Condensed Matter · Physics 2009-10-30 Dmitrii S. Golubev , Andrei D. Zaikin

The advent of fabrication techniques like additive manufacturing has focused attention on the considerable variability of material response due to defects and other micro-structural aspects. This variability motivates the development of an…

Applied Physics · Physics 2018-02-06 F. Rizzi , R. E. Jones , J. A. Templeton , J. T. Ostien , B. L. Boyce

The past several years have witnessed a surge of research investigating various aspects of sparse representations and compressed sensing. Most of this work has focused on the finite-dimensional setting in which the goal is to decompose a…

Information Theory · Computer Science 2016-11-17 Yonina C. Eldar

We propose a rigorous framework for Uncertainty Quantification (UQ) in which the UQ objectives and the assumptions/information set are brought to the forefront. This framework, which we call \emph{Optimal Uncertainty Quantification} (OUQ),…

Probability · Mathematics 2016-05-20 Houman Owhadi , Clint Scovel , Timothy John Sullivan , Mike McKerns , Michael Ortiz

The burgeoning field of algorithms with predictions studies the problem of using possibly imperfect machine learning predictions to improve online algorithm performance. While nearly all existing algorithms in this framework make no…

Machine Learning · Computer Science 2024-06-05 Bo Sun , Jerry Huang , Nicolas Christianson , Mohammad Hajiesmaili , Adam Wierman , Raouf Boutaba

Reliable uncertainty quantification (UQ) in machine learning (ML) regression tasks is becoming the focus of many studies in materials and chemical science. It is now well understood that average calibration is insufficient, and most studies…

Machine Learning · Statistics 2024-01-25 Pascal Pernot

Statistical inference in high dimensional settings has recently attracted enormous attention within the literature. However, most published work focuses on the parametric linear regression problem. This paper considers an important…

Methodology · Statistics 2019-11-14 Qi Gao , Randy C. S. Lai , Thomas C. M. Lee , Yao Li

The advent of fabrication techniques such as additive manufacturing has focused attention on the considerable variability of material response due to defects and other microstructural aspects. This variability motivates the development of…

Data Analysis, Statistics and Probability · Physics 2019-06-26 Francesco Rizzi , Mohammad Khalil , Reese E. Jones , Jeremy A. Templeton , Jakob T. Ostien , Brad L. Boyce

High-dimensional entanglement has been identified as an important resource in quantum information processing, and also as a main obstacle for simulating quantum systems. Its certification is often difficult, and most widely used methods for…

Quantum Physics · Physics 2024-01-31 Shuheng Liu , Matteo Fadel , Qiongyi He , Marcus Huber , Giuseppe Vitagliano

Multivariate time series may be subject to partial structural changes over certain frequency band, for instance, in neuroscience. We study the change point detection problem with high dimensional time series, within the framework of…

Methodology · Statistics 2024-05-31 Xinyu Zhang , Kung-Sik Chan

Techniques from artificial intelligence and machine learning are increasingly employed in nuclear theory, however, the uncertainties that arise from the complex parameter manifold encoded by the neural networks are often overlooked.…

Nuclear Theory · Physics 2025-10-29 Mengyao Huang , Kyle A. Wendt , Nicolas F. Schunck , Erika M. Holmbeck