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Uncertainty estimation is pivotal in machine learning, especially for classification tasks, as it improves the robustness and reliability of models. We introduce a novel `Epistemic Wrapping' methodology aimed at improving uncertainty…

Solving large-scale nonlinear minimization problems is computationally demanding. Nonlinear multilevel minimization (NMM) methods explore the structure of the underlying minimization problem to solve such problems in a computationally…

Numerical Analysis · Mathematics 2022-11-29 Alena Kopaničáková

This paper discusses a methodology for determining a functional representation of a random process from a collection of scattered pointwise samples. The present work specifically focuses onto random quantities lying in a high dimensional…

Numerical Analysis · Mathematics 2014-01-03 Lionel Mathelin

Uncertainty quantification (UQ) helps to make trustworthy predictions based on collected observations and uncertain domain knowledge. With increased usage of deep learning in various applications, the need for efficient UQ methods that can…

Machine Learning · Computer Science 2021-11-09 Olga Graf , Pablo Flores , Pavlos Protopapas , Karim Pichara

The Multilevel Monte Carlo method is an efficient variance reduction technique. It uses a sequence of coarse approximations to reduce the computational cost in uncertainty quantification applications. The method is nowadays often considered…

Numerical Analysis · Mathematics 2018-06-15 Pieterjan Robbe , Dirk Nuyens , Stefan Vandewalle

Deep learning (DL) has shown great potential in medical image enhancement problems, such as super-resolution or image synthesis. However, to date, little consideration has been given to uncertainty quantification over the output image. Here…

We address multiscale elliptic problems with random coefficients that are a perturbation of multiscale deterministic problems. Our approach consists in taking benefit of the perturbative context to suitably modify the classical Finite…

Numerical Analysis · Mathematics 2011-11-08 C. Le Bris , F. Legoll , F. Thomines

Uncertainty quantification is essential for scientific analysis, as it allows for the evaluation and interpretation of variability and reliability in complex systems and datasets. In their original form, multivariate statistical regression…

We study multilevel techniques, commonly used in PDE multigrid literature, to solve structured optimization problems. For a given hierarchy of levels, we formulate a coarse model that approximates the problem at each level and provides a…

Optimization and Control · Mathematics 2025-05-19 Ferdinand Vanmaele , Yara Elshiaty , Stefania Petra

In this paper, we construct a class of Mixed Generalized Multiscale Finite Element Methods for the approximation on a coarse grid for an elliptic problem in thin two-dimensional domains. We consider the elliptic equation with homogeneous…

Numerical Analysis · Mathematics 2021-10-13 Denis Spiridonov , Maria Vasilyeva , Min Wang , Eric T. Chung

This paper proposes a novel uncertainty quantification framework for computationally demanding systems characterized by a large vector of non-Gaussian uncertainties. It combines state-of-the-art techniques in advanced Monte Carlo sampling…

Computation · Statistics 2018-03-05 Phaedon-Stelios Koutsourelakis

In this paper, we develop a Bayesian multiscale approach based on a multiscale finite element method. Because of scale disparity in many multiscale applications, computational models can not resolve all scales. Various subgrid models are…

Numerical Analysis · Mathematics 2017-02-13 Y. Efendiev , W. T. Leung , S. W. Cheung , N. Guha , V. H. Hoang , B. Mallick

Neural Networks have high accuracy in solving problems where it is difficult to detect patterns or create a logical model. However, these algorithms sometimes return wrong solutions, which become problematic in high-risk domains like…

Machine Learning · Computer Science 2025-06-26 Miguel N. Font , José L. Jorro-Aragoneses , Carlos M. Alaíz

Machine learning models have emerged as a very effective strategy to sidestep time-consuming electronic-structure calculations, enabling accurate simulations of greater size, time scale and complexity. Given the interpolative nature of…

The work focuses on gathering high-fidelity and low-fidelity numerical simulations data using Nektar++ (Solver based on Applied Mathematics) and XFOIL respectively. The utilization of the higher polynomial distribution in calculating the…

Machine Learning · Computer Science 2025-03-12 Swapnil Kumar

Deep neural networks are powerful tools to detect hidden patterns in data and leverage them to make predictions, but they are not designed to understand uncertainty and estimate reliable probabilities. In particular, they tend to be…

Machine Learning · Statistics 2022-11-10 Bat-Sheva Einbinder , Yaniv Romano , Matteo Sesia , Yanfei Zhou

Uncertainty quantification for neural operators remains an open problem in the infinite-dimensional setting due to the lack of finite-sample coverage guarantees over functional outputs. While conformal prediction offers finite-sample…

Machine Learning · Computer Science 2025-09-08 David Millard , Lars Lindemann , Ali Baheri

Deep neural networks have shown great success in prediction quality while reliable and robust uncertainty estimation remains a challenge. Predictive uncertainty supplements model predictions and enables improved functionality of downstream…

Machine Learning · Computer Science 2021-12-02 Johanna Rock , Tiago Azevedo , René de Jong , Daniel Ruiz-Muñoz , Partha Maji

We develop a new spatial semidiscrete multiscale method based upon the edge multiscale methods to solve semilinear parabolic problems with heterogeneous coefficients and smooth initial data. This method allows for a cheap spatial…

Numerical Analysis · Mathematics 2025-12-16 Leonardo A. Poveda , Shubin Fu , Guanglian Li , Eric Chung

Uncertainty quantification for deep learning is a challenging open problem. Bayesian statistics offer a mathematically grounded framework to reason about uncertainties; however, approximate posteriors for modern neural networks still…

Machine Learning · Statistics 2020-01-23 Nicolas Brosse , Carlos Riquelme , Alice Martin , Sylvain Gelly , Éric Moulines