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In modern engineering, physical processes are modelled and analysed using advanced computer simulations, such as finite element models. Furthermore, concepts of reliability analysis and robust design are becoming popular, hence, making…

Methodology · Statistics 2017-03-20 Roland Schöbi , Bruno Sudret

The DUCK-calculus presented here is a recent approach to cope with probabilistic uncertainty in a sound and efficient way. Uncertain rules with bounds for probabilities and explicit conditional independences can be maintained incrementally.…

Artificial Intelligence · Computer Science 2013-03-25 Helmut Thone , Ulrich Guntzer , Werner Kiessling

Approximation and uncertainty quantification methods based on Lagrange interpolation are typically abandoned in cases where the probability distributions of one or more {system} parameters are not normal, uniform, or closely related…

Numerical Analysis · Computer Science 2020-02-28 Dimitrios Loukrezis , Herbert De Gersem

Proper quantification of predictive uncertainty is essential for the use of machine learning in safety-critical applications. Various uncertainty measures have been proposed for this purpose, typically claiming superiority over other…

Machine Learning · Computer Science 2025-12-16 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

Interpreting experimental data in high school experiments can be a difficult task for students, especially when there is large variation in the data. At the same time, calculating the standard deviation poses a challenge for students. In…

Physics Education · Physics 2022-10-18 Karel Kok , Burkhard Priemer

Large Language Models (LLMs) have become powerful, but hallucinations remain a vital obstacle to their trustworthy use. Previous works improved the capability of hallucination detection by measuring uncertainty. But they can not explain the…

Computation and Language · Computer Science 2026-02-03 Yiming Huang , Junyan Zhang , Zihao Wang , Biquan Bie , Yunzhong Qiu , Xuming Hu , Yi R. Fung , Xinlei He

Generalized sampling is a numerically stable framework for obtaining reconstructions of signals in different bases and frames from their samples. In this paper, we will introduce a carefully documented toolbox for performing generalized…

Mathematical Software · Computer Science 2016-11-24 Robert Dahl Jacobsen , Morten Nielsen , Morten Grud Rasmussen

Exploiting the geometric nature of statistical divergences, we devise a way to define associated induced uncertainty measures for discrete and finite probability distributions. We also report new uncertainty measures and discuss their…

Quantum Physics · Physics 2021-06-29 Gautam Sharma , Sk Sazim

Deep learning (DL) techniques have achieved great success in predictive accuracy in a variety of tasks, but deep neural networks (DNNs) are shown to produce highly overconfident scores for even abnormal samples. Well-defined uncertainty…

Machine Learning · Computer Science 2021-07-26 Yufei Li , Simin Chen , Wei Yang

Mathematics has many useful properties for developing of complex software systems. One is that it can exactly describe a physical situation of the object or outcome of an action. Mathematics support abstraction and this is an excellent…

Software Engineering · Computer Science 2010-04-19 Manoranjan Kumar Singh , Rakesh. L

As Large Language Models (LLMs) are increasingly integrated in diverse applications, obtaining reliable measures of their predictive uncertainty has become critically important. A precise distinction between aleatoric uncertainty, arising…

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

Univariate and multivariate normal probability distributions are widely used when modeling decisions under uncertainty. Computing the performance of such models requires integrating these distributions over specific domains, which can vary…

Machine Learning · Statistics 2024-07-31 Abhranil Das , Wilson S Geisler

We study correlation measures for complex systems. First, we investigate some recently proposed measures based on information geometry. We show that these measures can increase under local transformations as well as under discarding…

Adaptation and Self-Organizing Systems · Physics 2012-04-20 Tobias Galla , Otfried Gühne

Sequential sampling models (SSMs) are a widely used framework describing decision-making as a stochastic, dynamic process of evidence accumulation. SSMs popularity across cognitive science has driven the development of various software…

Mathematical Software · Computer Science 2025-12-17 Kianté Fernandez , Dominique Makowski , Christopher Fisher

We introduce Metatheory.jl: a lightweight and performant general purpose symbolics and metaprogramming framework meant to simplify the act of writing complex Julia metaprograms and to significantly enhance Julia with a native term rewriting…

Programming Languages · Computer Science 2021-04-14 Alessandro Cheli

A code package, BlurRing, is developed as a method to allow for multi-dimensional likelihood visualisation. From the BlurRing visualisation additional information about the likelihood can be extracted. The spread in any direction of the…

Data Analysis, Statistics and Probability · Physics 2018-05-21 Lydia Brenner , Carsten Burgard

Leakage of confidential information represents a serious security risk. Despite a number of novel, theoretical advances, it has been unclear if and how quantitative approaches to measuring leakage of confidential information could be…

Cryptography and Security · Computer Science 2010-07-07 Jonathan Heusser , Pasquale Malacaria

Uncertainty Quantification (UQ) is essential in probabilistic machine learning models, particularly for assessing the reliability of predictions. In this paper, we present a systematic framework for estimating both epistemic and aleatoric…

Machine Learning · Statistics 2025-09-11 Marzieh Ajirak , Anand Ravishankar , Petar M. Djuric

This paper introduces a novel uncertainty quantification framework for regression models where the response takes values in a separable metric space, and the predictors are in a Euclidean space. The proposed algorithms can efficiently…

Statistics Theory · Mathematics 2024-05-09 Gábor Lugosi , Marcos Matabuena