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Much of uncertainty quantification to date has focused on determining the effect of variables modeled probabilistically, and with a known distribution, on some physical or engineering system. We develop methods to obtain information on the…

Numerical Analysis · Mathematics 2015-03-19 Kamaljit Chowdhary , Paul Dupuis

The last decade witnessed an explosion in the availability of data for operations research applications. Motivated by this growing availability, we propose a novel schema for utilizing data to design uncertainty sets for robust optimization…

Optimization and Control · Mathematics 2014-11-25 Dimitris Bertsimas , Vishal Gupta , Nathan Kallus

Plasma-terminating disruptions in future fusion reactors may result in conversion of the initial current to a relativistic runaway electron beam. Validated predictive tools are required to optimize the scenarios and mitigation actuators to…

Plasma Physics · Physics 2022-08-04 Aaro Järvinen , Tünde Fülöp , Eero Hirvijoki , Mathias Hoppe , Adam Kit , Jan Åström

RUM (Reasoning with Uncertainty Module), is an integrated software tool based on a KEE, a frame system implemented in an object oriented language. RUM's architecture is composed of three layers: representation, inference, and control. The…

Artificial Intelligence · Computer Science 2013-04-11 Piero P. Bonissone

Neural networks (NNs) lack measures of "reliability" estimation that would enable reasoning over their predictions. Despite the vital importance, especially in areas of human well-being and health, state-of-the-art uncertainty estimation…

Machine Learning · Computer Science 2021-02-12 Lorena Qendro , Jagmohan Chauhan , Alberto Gil C. P. Ramos , Cecilia Mascolo

AI predictive systems are increasingly embedded in decision making pipelines, shaping high stakes choices once made solely by humans. Yet robust decisions under uncertainty still rely on capabilities that current AI lacks: domain knowledge…

Artificial Intelligence · Computer Science 2025-10-28 Sima Noorani , Shayan Kiyani , George Pappas , Hamed Hassani

We introduce GenAI4UQ, a software package for inverse uncertainty quantification in model calibration, parameter estimation, and ensemble forecasting in scientific applications. GenAI4UQ leverages a generative artificial intelligence (AI)…

Machine Learning · Computer Science 2024-12-11 Ming Fan , Zezhong Zhang , Dan Lu , Guannan Zhang

As the use of Artificial Intelligence (AI) components in cyber-physical systems is becoming more common, the need for reliable system architectures arises. While data-driven models excel at perception tasks, model outcomes are usually not…

Machine Learning · Computer Science 2023-06-01 Janek Groß , Michael Kläs , Lisa Jöckel , Pascal Gerber

Uncertainty estimation is an essential and heavily-studied component for the reliable application of semantic segmentation methods. While various studies exist claiming methodological advances on the one hand, and successful application on…

Computer Vision and Pattern Recognition · Computer Science 2024-05-06 Kim-Celine Kahl , Carsten T. Lüth , Maximilian Zenk , Klaus Maier-Hein , Paul F. Jaeger

Quantifying uncertainty and updating reliability are essential for ensuring the safety and performance of engineering systems. This study develops a hierarchical Bayesian modeling (HBM) framework to quantify uncertainty and update…

Methodology · Statistics 2024-12-31 Xinyu Jia , Weinan Hou , Costas Papadimitriou

In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…

Applications · Statistics 2020-05-19 Omid Sedehi , Costas Papadimitriou , Lambros S. Katafygiotis

This review is designed to introduce mathematicians and computational scientists to quantum computing (QC) through the lens of uncertainty quantification (UQ) by presenting a mathematically rigorous and accessible narrative for…

Quantum Physics · Physics 2026-03-30 Ryan Bennink , Olena Burkovska , Konstantin Pieper , Jorge Ramirez , Elaine Wong

The uncertainty quantification and risk modeling are hot topics in the operation and planning of energy systems. The system operators and planners are decision-makers that need to handle the uncertainty of input data of their models. As an…

Systems and Control · Electrical Eng. & Systems 2019-12-03 Majid Majidi , Behnam Mohammadi-Ivatlooa , Alireza Soroudi

Several recent works encourage the use of a Bayesian framework when assessing performance and fairness metrics of a classification algorithm in a supervised setting. We propose the Uncertainty Matters (UM) framework that generalizes a…

Machine Learning · Computer Science 2023-02-03 Ainhize Barrainkua , Paula Gordaliza , Jose A. Lozano , Novi Quadrianto

After the tremendous advances of deep learning and other AI methods, more attention is flowing into other properties of modern approaches, such as interpretability, fairness, etc. combined in frameworks like Responsible AI. Two research…

Artificial Intelligence · Computer Science 2021-05-26 Dominik Seuß

In this paper we address the problem of uncertainty management for robust design, and verification of large dynamic networks whose performance is affected by an equally large number of uncertain parameters. Many such networks (e.g. power,…

Computation · Statistics 2011-10-12 Amit Surana , Tuhin Sahai , Andrzej Banaszuk

We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such…

Numerical Analysis · Mathematics 2016-02-17 Philipp Hennig , Michael A Osborne , Mark Girolami

Quantifying simulation uncertainties is a critical component of rigorous predictive simulation. A key component of this is forward propagation of uncertainties in simulation input data to output quantities of interest. Typical approaches…

Mathematical Software · Computer Science 2015-11-13 E. Phipps , M. D'Elia , H. C. Edwards , M. Hoemmen , J. Hu , S. Rajamanickam

If Uncertainty Quantification (UQ) is crucial to achieve trustworthy Machine Learning (ML), most UQ methods suffer from disparate and inconsistent evaluation protocols. We claim this inconsistency results from the unclear requirements the…

Machine Learning · Computer Science 2022-07-28 Victor Bouvier , Simona Maggio , Alexandre Abraham , Léo Dreyfus-Schmidt

We study an industrial computer code related to nuclear safety. A major topic of interest is to assess the uncertainties tainting the results of a computer simulation. In this work we gain robustness on the quantification of a risk…

Methodology · Statistics 2019-08-29 Jerome Stenger , Fabrice Gamboa , Merlin Keller , Bertrand Iooss