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Related papers: Bayesian Verification under Model Uncertainty

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Motivation: Recent work has demonstrated the feasibility of using non-numerical, qualitative data to parameterize mathematical models. However, uncertainty quantification (UQ) of such parameterized models has remained challenging because of…

Methodology · Statistics 2019-09-04 Eshan D. Mitra , William S. Hlavacek

We consider the problem of performing Bayesian inference in probabilistic models where observations are accompanied by uncertainty, referred to as "uncertain evidence." We explore how to interpret uncertain evidence, and by extension the…

Machine Learning · Statistics 2023-01-27 Andreas Munk , Alexander Mead , Frank Wood

The mean field variational Bayes (VB) algorithm implemented in Stan is relatively fast and efficient, making it feasible to produce model-estimated official statistics on a rapid timeline. Yet, while consistent point estimates of parameters…

Methodology · Statistics 2024-07-08 Terrance D. Savitsky , Julie Gershunskaya

Machine learning (ML) models are increasingly being used in metrology applications. However, for ML models to be credible in a metrology context they should be accompanied by principled uncertainty quantification. This paper addresses the…

Machine Learning · Computer Science 2024-05-09 Andrew Thompson

We present batching as an omnibus device for uncertainty quantification using simulation output. We consider the classical context of a simulationist performing uncertainty quantification on an estimator $\theta_n$ (of an unknown fixed…

Methodology · Statistics 2024-08-27 Yongseok Jeon , Yi Chu , Raghu Pasupathy , Sara Shashaani

Comparing competing mathematical models of complex natural processes is a shared goal among many branches of science. The Bayesian probabilistic framework offers a principled way to perform model comparison and extract useful metrics for…

In a Bayesian setting, inverse problems and uncertainty quantification (UQ) - the propagation of uncertainty through a computational (forward) model - are strongly connected. In the form of conditional expectation the Bayesian update…

Numerical Analysis · Mathematics 2014-04-09 Alexander Litvinenko , Hermann G. Matthies

In system analysis and design optimization, multiple computational models are typically available to represent a given physical system. These models can be broadly classified as high-fidelity models, which provide highly accurate…

Machine Learning · Computer Science 2024-11-01 Ruda Zhang , Negin Alemazkoor

Validation is often defined as the process of determining the degree to which a model is an accurate representation of the real world from the perspective of its intended uses. Validation is crucial as industries and governments depend…

Data Analysis, Statistics and Probability · Physics 2015-06-26 D. Sornette , A. B. Davis , K. Ide , K. R. Vixie , V. Pisarenko , J. R. Kamm

Applying a machine learning model for decision-making in the real world requires to distinguish what the model knows from what it does not. A critical factor in assessing the knowledge of a model is to quantify its predictive uncertainty.…

Machine Learning · Computer Science 2023-11-15 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Sepp Hochreiter

This paper proposes a methodology to estimate uncertainty in automated vehicle (AV) dynamics in real time via Bayesian inference. Based on the estimated uncertainty, the method aims to continuously monitor the car-following (CF) performance…

Systems and Control · Electrical Eng. & Systems 2022-10-26 Wissam Kontar , Soyoung Ahn

Computer vision leveraging deep learning has achieved significant success in the last decade. Despite the promising performance of the existing deep models in the recent literature, the extent of models' reliability remains unknown.…

Computer Vision and Pattern Recognition · Computer Science 2020-04-13 Seyed Omid Sajedi , Xiao Liang

We discuss the problem of runtime verification of an instrumented program that misses to emit and to monitor some events. These gaps can occur when a monitoring overhead control mechanism is introduced to disable the monitor of an…

Logic in Computer Science · Computer Science 2013-08-27 Ezio Bartocci , Radu Grosu

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

Rigorous statistical methods, including parameter estimation with accompanying uncertainties, underpin the validity of scientific discovery, especially in the natural sciences. With increasingly complex data models such as deep learning…

Machine Learning · Computer Science 2026-02-18 Aurora Grefsrud , Nello Blaser , Trygve Buanes

Uncertainty quantification (UQ) is the process of systematically determining and characterizing the degree of confidence in computational model predictions. In the context of systems biology, especially with dynamic models, UQ is crucial…

Machine Learning · Statistics 2024-10-29 Alberto Portela , Julio R. Banga , Marcos Matabuena

Bayesian neural networks (BNNs) augment deep networks with uncertainty quantification by Bayesian treatment of the network weights. However, such models face the challenge of Bayesian inference in a high-dimensional and usually…

Machine Learning · Computer Science 2021-03-30 Zhijie Deng , Yucen Luo , Jun Zhu , Bo Zhang

Probabilistic models are a critical part of the modern deep learning toolbox - ranging from generative models (VAEs, GANs), sequence to sequence models used in machine translation and speech processing to models over functional spaces…

Machine Learning · Computer Science 2018-12-10 Krishnamurthy Dvijotham , Marta Garnelo , Alhussein Fawzi , Pushmeet Kohli

When we use simulation to assess the performance of stochastic systems, the input models used to drive simulation experiments are often estimated from finite real-world data. There exist both input model and simulation estimation…

Methodology · Statistics 2021-08-10 Wei Xie , Cheng Li , Yuefeng Wu , Pu Zhang

In safety-critical systems that interface with the real world, the role of uncertainty in decision-making is pivotal, particularly in the context of machine learning models. For the secure functioning of Cyber-Physical Systems (CPS), it is…

Machine Learning · Computer Science 2024-04-29 Neha Kumari , Sumit Kumar. Sneha Priya , Ayush Kumar , Akash Fogla