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Uncertainty quantification (UQ) plays a pivotal role in reduction of uncertainties during both optimization and decision making processes. It can be applied to solve a variety of real-world applications in science and engineering. Bayesian…

We have recently proposed a rigorous framework for Uncertainty Quantification (UQ) in which UQ objectives and assumption/information set are brought into the forefront, providing a framework for the communication and comparison of UQ…

Discrete Mathematics · Computer Science 2012-02-07 M. McKerns , H. Owhadi , C. Scovel , T. J. Sullivan , M. Ortiz

Parameters in climate models are usually calibrated manually, exploiting only small subsets of the available data. This precludes both optimal calibration and quantification of uncertainties. Traditional Bayesian calibration methods that…

Statistics Theory · Mathematics 2021-10-04 Oliver R. A. Dunbar , Alfredo Garbuno-Inigo , Tapio Schneider , Andrew M. Stuart

There are essentially three kinds of approaches to Uncertainty Quantification (UQ): (A) robust optimization, (B) Bayesian, (C) decision theory. Although (A) is robust, it is unfavorable with respect to accuracy and data assimilation. (B)…

Computer models, aiming at simulating a complex real system, are often calibrated in the light of data to improve performance. Standard calibration methods assume that the optimal values of calibration parameters are invariant to the model…

Methodology · Statistics 2017-09-01 Georgios Karagiannis , Bledar A. Konomi , Guang Lin

Machine learning can significantly improve performance for decision-making under uncertainty across a wide range of domains. However, ensuring robustness guarantees requires well-calibrated uncertainty estimates, which can be difficult to…

Machine Learning · Computer Science 2026-02-03 Christopher Yeh , Nicolas Christianson , Alan Wu , Adam Wierman , Yisong Yue

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

Predictive estimation, which comprises model calibration, model prediction, and validation, is a common objective when performing inverse uncertainty quantification (UQ) in diverse scientific applications. These techniques typically require…

Numerical Analysis · Mathematics 2024-07-17 Ningxin Yang , Truong Le , Lidija Zdravković , David M. Potts

Uncertainty quantification in automated image analysis is highly desired in many applications. Typically, machine learning models in classification or segmentation are only developed to provide binary answers; however, quantifying the…

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…

Ensembles of General Circulation Models (GCMs) are the primary tools for investigating climate sensitivity, projecting future climate states, and quantifying uncertainty. GCM ensembles are subject to substantial uncertainty due to model…

Applications · Statistics 2025-07-29 Trevor Harris , Ryan Sriver

In this paper we focus on the unconstrained binary quadratic optimization model, maximize x^t Qx, x binary, and consider the problem of identifying optimal solutions that are robust with respect to perturbations in the Q matrix.. We are…

Artificial Intelligence · Computer Science 2017-09-25 Mark Lewis , Gary Kochenberger , John Metcalfe

We evaluate uncertainty quantification (UQ) methods for deep learning applied to liquid argon time projection chamber (LArTPC) physics analysis tasks. As deep learning applications enter widespread usage among physics data analysis, neural…

High Energy Physics - Experiment · Physics 2023-11-02 Dae Heun Koh , Aashwin Mishra , Kazuhiro Terao

Uncertainty quantification (UQ) methods for Large Language Models (LLMs) encompass a variety of approaches, with two major types being particularly prominent: information-based, which focus on model confidence expressed as token…

Computation and Language · Computer Science 2025-12-10 Roman Vashurin , Maiya Goloburda , Albina Ilina , Aleksandr Rubashevskii , Preslav Nakov , Artem Shelmanov , Maxim Panov

In principle, deep learning models trained on medical time-series, including wearable photoplethysmography (PPG) sensor data, can provide a means to continuously monitor physiological parameters outside of clinical settings. However, there…

We propose a novel modular debiasing technique applicable to any discrete random source, addressing the fundamental challenge of reliably extracting high-quality randomness from inherently imperfect physical processes. The method involves…

Data Analysis, Statistics and Probability · Physics 2025-05-12 Eduardo Gueron

Uncertainty quantification for inverse problems in imaging has drawn much attention lately. Existing approaches towards this task define uncertainty regions based on probable values per pixel, while ignoring spatial correlations within the…

Computer Vision and Pattern Recognition · Computer Science 2024-01-23 Omer Belhasin , Yaniv Romano , Daniel Freedman , Ehud Rivlin , Michael Elad

Mathematical models are essential tools to study how the cardiovascular system maintains homeostasis. The utility of such models is limited by the accuracy of their predictions, which can be determined by uncertainty quantification (UQ). A…

Quantitative Methods · Quantitative Biology 2018-07-20 Andrew D. Marquis , Andrea Arnold , Caron Dean , Brian E. Carlson , Mette S. Olufsen

We consider a multiphysics system with multiple component models coupled together through network coupling interfaces, i.e., a handful of scalars. If each component model contains uncertainties represented by a set of parameters, a…

Numerical Analysis · Mathematics 2014-07-28 Paul G. Constantine , Eric T. Phipps , Timothy M. Wildey

We present a Bayesian model calibration framework for inferring nonlinear constitutive relationships in heat conduction problems, with a focus on temperature-dependent thermal conductivity. The proposed framework integrates gradient-based…

Computational Engineering, Finance, and Science · Computer Science 2026-04-02 Rodrigo L. S. Silva , Clemens Verhoosel , Erik Quarghebeur