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Clustering is a crucial task in various domains of knowledge, including medicine, epidemiology, genomics, environmental science, economics, and visual sciences, among others. Methodologies for inferring the number of clusters have often…

Methodology · Statistics 2025-05-26 Clara Grazian

We propose a simple approach that provides accurate uncertainty quantification for Bayesian inference in misspecified or approximate models, and for generalized (Gibbs) posteriors. While existing solutions in this context are based on…

Methodology · Statistics 2026-03-11 David T. Frazier , Christopher Drovandi , Robert Kohn

The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…

Numerical Analysis · Mathematics 2021-08-26 Junyang Wang , Jon Cockayne , Oksana Chkrebtii , T. J. Sullivan , Chris. J. Oates

The interpretation of numerical methods, such as finite difference methods for differential equations, as point estimators suggests that formal uncertainty quantification can also be performed in this context. Competing statistical…

Other Statistics · Statistics 2019-09-24 Junyang Wang , Jon Cockayne , Chris J. Oates

Reliable uncertainty quantification is a first step towards building explainable, transparent, and accountable artificial intelligent systems. Recent progress in Bayesian deep learning has made such quantification realizable. In this paper,…

Computation and Language · Computer Science 2018-11-20 Yijun Xiao , William Yang Wang

We overview some recent results in the field of uncertainty quantification for kinetic equations and related problems with random inputs. Uncertainties may be due to various reasons, such as lack of knowledge on the microscopic interaction…

Numerical Analysis · Mathematics 2020-04-13 Lorenzo Pareschi

The recent article "A Bayesian conjugate gradient method" by Cockayne, Oates, Ipsen, and Girolami proposes an approximately Bayesian iterative procedure for the solution of a system of linear equations, based on the conjugate gradient…

Numerical Analysis · Mathematics 2019-06-26 T. J. Sullivan

Deep ensembles can be considered as the current state-of-the-art for uncertainty quantification in deep learning. While the approach was originally proposed as a non-Bayesian technique, arguments supporting its Bayesian footing have been…

Machine Learning · Computer Science 2021-11-19 Lara Hoffmann , Clemens Elster

Bayesian probabilistic numerical methods are a set of tools providing posterior distributions on the output of numerical methods. The use of these methods is usually motivated by the fact that they can represent our uncertainty due to…

Computation · Statistics 2018-08-01 Xiaoyue Xi , François-Xavier Briol , Mark Girolami

We are most grateful to all discussants for their positive comments and many thought-provoking questions. In addition, the discussants provide a number of useful leads into various areas of the literatures on time series, forecasting and…

Scientific Machine Learning is a new class of approaches that integrate physical knowledge and mechanistic models with data-driven techniques for uncovering governing equations of complex processes. Among the available approaches, Universal…

Machine Learning · Statistics 2024-06-14 Nina Schmid , David Fernandes del Pozo , Willem Waegeman , Jan Hasenauer

Effective quantification of uncertainty is an essential and still missing step towards a greater adoption of deep-learning approaches in different applications, including mission-critical ones. In particular, investigations on the…

Machine Learning · Computer Science 2023-04-14 Marco Forgione , Dario Piga

Orthogonal polynomial approximations form the foundation to a set of well-established methods for uncertainty quantification known as polynomial chaos. These approximations deliver models for emulating physical systems in a variety of…

Computational Engineering, Finance, and Science · Computer Science 2022-03-23 Chun Yui Wong , Pranay Seshadri , Andrew B. Duncan , Ashley Scillitoe , Geoffrey Parks

We provide a general solution to a fundamental open problem in Bayesian inference, namely poor uncertainty quantification, from a frequency standpoint, of Bayesian methods in misspecified models. While existing solutions are based on…

Methodology · Statistics 2023-02-14 David T. Frazier , Robert Kohn , Christopher Drovandi , David Gunawan

I congratulate all the authors for their insightful papers with wide-ranging contributions. The articles demonstrate the power and elegance of the Bayesian inference paradigm. In particular, it allows to incorporate prior knowledge as well…

Methodology · Statistics 2014-05-21 Peter Bühlmann

We develop a novel deep learning method for uncertainty quantification in stochastic partial differential equations based on Bayesian neural network (BNN) and Hamiltonian Monte Carlo (HMC). A BNN efficiently learns the posterior…

Machine Learning · Statistics 2022-10-24 Jeahan Jung , Minseok Choi

In this paper, we present a formal quantification of epistemic uncertainty induced by numerical solutions of ordinary and partial differential equation models. Numerical solutions of differential equations contain inherent uncertainties due…

The usual figure of merit characterizing the performance of neural networks applied to problems in the quantum domain is their accuracy, being the probability of a correct answer on a previously unseen input. Here we append this parameter…

Quantum Physics · Physics 2022-12-29 Jan Wasilewski , Tomasz Paterek , Karol Horodecki

When the cost of misclassifying a sample is high, it is useful to have an accurate estimate of uncertainty in the prediction for that sample. There are also multiple types of uncertainty which are best estimated in different ways, for…

Machine Learning · Computer Science 2019-03-18 Richard Harang , Ethan M. Rudd

In chemistry, deep neural network models have been increasingly utilized in a variety of applications such as molecular property predictions, novel molecule designs, and planning chemical reactions. Despite the rapid increase in the use of…

Chemical Physics · Physics 2019-05-17 Seongok Ryu , Yongchan Kwon , Woo Youn Kim