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We present a "module-based hybrid" Uncertainty Quantification (UQ) framework for general nonlinear multi-physics simulation. The proposed methodology, introduced in [\hyperlink{ref1}{1}], supports the independent development of each…

Computational Physics · Physics 2014-10-21 Akshay Mittal , Xiao Chen , Charles Tong , Gianluca Iaccarino

In this paper, we propose a unified approach to harness quantum conformal methods for multi-output distributions, with a particular emphasis on two experimental paradigms: (i) a standard 2-qubit circuit scenario producing a four-dimensional…

Quantum Physics · Physics 2025-01-22 Emre Tasar

Large Language Models (LLMs) are increasingly assisting users in the real world, yet their reliability remains a concern. Uncertainty quantification (UQ) has been heralded as a tool to enhance human-LLM collaboration by enabling users to…

Computation and Language · Computer Science 2025-06-10 Siddartha Devic , Tejas Srinivasan , Jesse Thomason , Willie Neiswanger , Vatsal Sharan

With model trustworthiness being crucial for sensitive real-world applications, practitioners are putting more and more focus on improving the uncertainty calibration of deep neural networks. Calibration errors are designed to quantify the…

Machine Learning · Computer Science 2024-03-14 Sebastian G. Gruber , Florian Buettner

Modern data-driven applications that make real-time decisions increasingly depend on advanced sensors which use pre-stored calibration data. In such applications, accurate characterization of sensor output uncertainty is important for…

Signal Processing · Electrical Eng. & Systems 2026-03-09 Orestis Kaparounakis , Phillip Stanley-Marbell

This paper focuses on regularisation methods using models up to the third order to search for up to second-order critical points of a finite-sum minimisation problem. The variant presented belongs to the framework of [3]: it employs random…

Numerical Analysis · Mathematics 2021-04-05 Stefania Bellavia , Gianmarco Gurioli , Benedetta Morini , Philippe L. Toint

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

Machine learning methods for the construction of data-driven reduced order model models are used in an increasing variety of engineering domains, especially as a supplement to expensive computational fluid dynamics for design problems. An…

Machine Learning · Statistics 2023-06-28 Stephen Guth , Alireza Mojahed , Themistoklis P. Sapsis

We describe a computational framework linking Uncertainty Quantification (UQ) methods for continuum problems depending on random parameters with Equation-Free (EF) methods for performing continuum deterministic numerics by acting directly…

Dynamical Systems · Mathematics 2007-05-23 Yu Zou , Ioannis G. Kevrekidis

Robust optimization is a framework for modeling optimization problems involving data uncertainty and during the last decades has been an area of active research. If we focus on linear programming (LP) problems with i) uncertain data, ii)…

Numerical Analysis · Computer Science 2017-02-15 Roberto Mínguez , Víctor Casero-Alonso

We give a principled method for decomposing the predictive uncertainty of a model into aleatoric and epistemic components with explicit semantics relating them to the real-world data distribution. While many works in the literature have…

Machine Learning · Computer Science 2024-12-30 Gustaf Ahdritz , Aravind Gollakota , Parikshit Gopalan , Charlotte Peale , Udi Wieder

Uncertainty estimates must be calibrated (i.e., accurate) and sharp (i.e., informative) in order to be useful. This has motivated a variety of methods for recalibration, which use held-out data to turn an uncalibrated model into a…

Machine Learning · Computer Science 2022-07-06 Charles Marx , Shengjia Zhao , Willie Neiswanger , Stefano Ermon

Computer simulation models are widely used to study complex physical systems. A related fundamental topic is the inverse problem, also called calibration, which aims at learning about the values of parameters in the model based on…

Methodology · Statistics 2024-01-03 Yang Li , Shifeng Xiong

Scientific Machine Learning is a new class of approaches that integrate physical knowledge and mechanistic models with data-driven techniques for uncovering governing equations of complex processes. Among the available approaches, Universal…

Machine Learning · Statistics 2024-06-14 Nina Schmid , David Fernandes del Pozo , Willem Waegeman , Jan Hasenauer

Inverse Uncertainty Quantification (UQ) is a process to quantify the uncertainties in random input parameters while achieving consistency between code simulations and physical observations. In this paper, we performed inverse UQ using an…

Applications · Statistics 2018-06-22 Xu Wu , Tomasz Kozlowski , Hadi Meidani , Koroush Shirvan

Neural networks (NNs) are currently changing the computational paradigm on how to combine data with mathematical laws in physics and engineering in a profound way, tackling challenging inverse and ill-posed problems not solvable with…

Machine Learning · Computer Science 2023-02-08 Apostolos F Psaros , Xuhui Meng , Zongren Zou , Ling Guo , George Em Karniadakis

Uncertainty quantification (UQ) tasks, such as sensitivity analysis and parameter estimation, entail a huge computational complexity when dealing with input-output maps involving the solution of nonlinear differential problems, because of…

Numerical Analysis · Mathematics 2023-02-17 Ludovica Cicci , Stefania Fresca , Mengwu Guo , Andrea Manzoni , Paolo Zunino

Obtaining reliable and accurate quantification of uncertainty estimates from deep neural networks is important in safety-critical applications. A well-calibrated model should be accurate when it is certain about its prediction and indicate…

Machine Learning · Computer Science 2020-12-16 Ranganath Krishnan , Omesh Tickoo

We study a methodology to tackle the NASA Langley Uncertainty Quantification Challenge, a model calibration problem under both aleatory and epistemic uncertainties. Our methodology is based on an integration of robust optimization, more…

Methodology · Statistics 2021-08-18 Yuanlu Bai , Zhiyuan Huang , Henry Lam

We extended the existing methodology in Bound-to-Bound Data Collaboration (B2BDC), an optimization-based deterministic uncertainty quantification (UQ) framework, to explicitly take into account model discrepancy. The discrepancy was…

Data Analysis, Statistics and Probability · Physics 2020-02-06 Wenyu Li , Arun Hegde , James Oreluk , Andrew Packard , Michael Frenklach