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Within the performance-based earthquake engineering (PBEE) framework, the fragility model plays a pivotal role. Such a model represents the probability that the engineering demand parameter (EDP) exceeds a certain safety threshold given a…

Applications · Statistics 2023-02-02 X. Zhu , M. Broccardo , B. Sudret

We propose a novel distribution-free scheme to solve optimization problems where the goal is to minimize the expected value of a cost function subject to probabilistic constraints. Unlike standard sampling-based methods, our idea consists…

Optimization and Control · Mathematics 2025-05-28 Francesco Cordiano , Matin Jafarian , Bart De Schutter

This paper consider an MMLE (Modified Maximum Likelihood Estimation) based scheme to estimate software reliability using exponential distribution. The MMLE is one of the generalized frameworks of software reliability models of Non…

Software Engineering · Computer Science 2011-11-09 R. Satya Prasad , Bandla Sreenivasa Rao , R. R. L. Kantam

The safety concern for unmanned systems, namely the concern for the potential casualty caused by system abnormalities, has been a bottleneck for their development, especially in populated areas. Evidently, the collision between the unmanned…

Robotics · Computer Science 2020-03-10 Zhang Hepeng , Quan Quan

As non-institutive polynomial chaos expansion (PCE) techniques have gained growing popularity among researchers, we here provide a comprehensive review of major sampling strategies for the least squares based PCE. Traditional sampling…

Computation · Statistics 2018-02-14 Mohammad Hadigol , Alireza Doostan

Performance variability is an important measure for a reliable high performance computing (HPC) system. Performance variability is affected by complicated interactions between numerous factors, such as CPU frequency, the number of…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-12-16 Li Xu , Thomas Lux , Tyler Chang , Bo Li , Yili Hong , Layne Watson , Ali Butt , Danfeng Yao , Kirk Cameron

We present an efficient parametric model checking (PMC) technique for the analysis of software performability, i.e., of the performance and dependability properties of software systems. The new PMC technique works by automatically…

Logic in Computer Science · Computer Science 2022-10-25 Xinwei Fang , Radu Calinescu , Simos Gerasimou , Faisal Alhwikem

We present an approach to the simulation of quantum systems driven by classical stochastic processes that is based on the polynomial chaos expansion, a well-known technique in the field of uncertainty quantification. The polynomial chaos…

Quantum Physics · Physics 2013-12-17 Kevin C. Young , Matthew D. Grace

Fractional statistical moments are utilized for various tasks of uncertainty quantification, including the estimation of probability distributions. However, an estimation of fractional statistical moments of costly mathematical models by…

Methodology · Statistics 2024-03-05 Lukáš Novák , Marcos Valdebenito , Matthias Faes

For a large class of orthogonal basis functions, there has been a recent identification of expansion methods for computing accurate, stable approximations of a quantity of interest. This paper presents, within the context of uncertainty…

Computation · Statistics 2018-06-13 Jerrad Hampton , Alireza Doostan

We present a technique to perform dimensionality reduction on data that is subject to uncertainty. Our method is a generalization of traditional principal component analysis (PCA) to multivariate probability distributions. In comparison to…

Machine Learning · Computer Science 2019-10-14 Jochen Görtler , Thilo Spinner , Dirk Streeb , Daniel Weiskopf , Oliver Deussen

The Robust Phase Estimation (RPE) protocol was designed to be an efficient and robust way to calibrate quantum operations. The robustness of RPE refers to its ability to estimate a single parameter, usually gate amplitude, even when other…

Quantum Physics · Physics 2019-11-12 Adam M. Meier , Karl A. Burkhardt , Brian J. McMahon , Creston D. Herold

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

The Monte Carlo (MC) method is the most common technique used for uncertainty quantification, due to its simplicity and good statistical results. However, its computational cost is extremely high, and, in many cases, prohibitive.…

Computation · Statistics 2021-05-21 A. Cunha , R. Nasser , R. Sampaio , H. Lopes , K. Breitman

This research leverages Conformal Prediction (CP) in the form of Conformal Predictive Systems (CPS) to accurately estimate uncertainty in a suite of machine learning (ML)-based radio metric models [1] as well as in a 2-D map-based ML path…

Machine Learning · Computer Science 2025-01-14 Alexis Bose , Jonathan Ethier , Ryan G. Dempsey , Yifeng Qiu

Conformal prediction methods create prediction bands with distribution-free guarantees but do not explicitly capture epistemic uncertainty, which can lead to overconfident predictions in data-sparse regions. Although recent conformal scores…

Machine Learning · Statistics 2025-06-11 Luben M. C. Cabezas , Vagner S. Santos , Thiago R. Ramos , Rafael Izbicki

A Monte Carlo-based Bayesian inference model is applied to the prediction of reactor operation parameters of a PWR nuclear power plant. In this non-perturbative framework, high-dimensional covariance information describing the uncertainty…

Probabilistic prediction of sequences from images and other high-dimensional data is a key challenge, particularly in risk-sensitive applications. In these settings, it is often desirable to quantify the uncertainty associated with the…

Machine Learning · Computer Science 2024-10-31 Qidong Yang , Weicheng Zhu , Joseph Keslin , Laure Zanna , Tim G. J. Rudner , Carlos Fernandez-Granda

Bayesian inference provides a principled framework for probabilistic reasoning. If inference is performed in two steps, uncertainty propagation plays a crucial role in accounting for all sources of uncertainty and variability. This becomes…

Methodology · Statistics 2026-02-16 Svenja Jedhoff , Hadi Kutabi , Anne Meyer , Paul-Christian Bürkner

Probabilistic collision detection (PCD) is essential in motion planning for robots operating in unstructured environments, where considering sensing uncertainty helps prevent damage. Existing PCD methods mainly used simplified geometric…

Robotics · Computer Science 2025-08-28 Xiaoli Wang , Sipu Ruan , Xin Meng , Gregory Chirikjian