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Starting from considerations about meaning and subsequent use of asymmetric uncertainty intervals of experimental results, we review the issue of uncertainty propagation. We show that, using a probabilistic approach (the so-called Bayesian…

High Energy Physics - Experiment · Physics 2007-05-23 G. D'Agostini , M. Raso

The goal of this research is to derive an approach to assess uncertainty in an arbitrary volume conditioned by sampling data, without using geostatistical simulation. We have accomplished this goal by deriving an numerical tool suitable for…

Methodology · Statistics 2019-07-22 Alvaro I. Riquelme , Julian M. Ortiz

A particularly challenging problem in AI safety is providing guarantees on the behavior of high-dimensional autonomous systems. Verification approaches centered around reachability analysis fail to scale, and purely statistical approaches…

Artificial Intelligence · Computer Science 2025-03-11 Souradeep Dutta , Michele Caprio , Vivian Lin , Matthew Cleaveland , Kuk Jin Jang , Ivan Ruchkin , Oleg Sokolsky , Insup Lee

This paper studies the utility of techniques within uncertainty quantification, namely spectral projection and polynomial chaos expansion, in reducing sampling needs for characterizing acoustic metamaterial dispersion band responses given…

We perform uncertainty propagation on an event manifold for Guidance & Control Networks (G&CNETs), aiming to enhance the certification tools for neural networks in this field. This work utilizes three previously solved optimal control…

Systems and Control · Electrical Eng. & Systems 2024-10-08 Sebastien Origer , Dario Izzo , Giacomo Acciarini , Francesco Biscani , Rita Mastroianni , Max Bannach , Harry Holt

This study introduces an approach to estimate the uncertainty in bibliometric indicator values that is caused by data errors. This approach utilizes Bayesian regression models, estimated from empirical data samples, which are used to…

Digital Libraries · Computer Science 2024-12-11 Paul Donner

When we use simulation to evaluate the performance of a stochastic system, the simulation often contains input distributions estimated from real-world data; therefore, there is both simulation and input uncertainty in the performance…

Methodology · Statistics 2020-11-10 Wei Xie , Barry L. Nelson , Russell R. Barton

We present batching as an omnibus device for uncertainty quantification using simulation output. We consider the classical context of a simulationist performing uncertainty quantification on an estimator $\theta_n$ (of an unknown fixed…

Methodology · Statistics 2024-08-27 Yongseok Jeon , Yi Chu , Raghu Pasupathy , Sara Shashaani

Uncertainty representation and quantification are paramount in machine learning and constitute an important prerequisite for safety-critical applications. In this paper, we propose novel measures for the quantification of aleatoric and…

Machine Learning · Computer Science 2024-04-22 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

The formation and accretion of ice on the leading edge of a wing can be detrimental to airplane performance. Complicating this reality is the fact that even a small amount of uncertainty in the shape of the accreted ice may result in a…

Data Analysis, Statistics and Probability · Physics 2014-11-14 Anthony M. DeGennaro , Clarence W. Rowley , Luigi Martinelli

Cardiovascular simulations are increasingly used for non-invasive diagnosis of cardiovascular disease, to guide treatment decisions, and in the design of medical devices. Quantitative assessment of the variability of simulation outputs due…

Medical Physics · Physics 2020-02-24 Jongmin Seo , Daniele E. Schiavazzi , Andrew M. Kahn , Alison L. Marsden

Uncertainty quantification methods are required in autonomous systems that include deep learning (DL) components to assess the confidence of their estimations. However, to successfully deploy DL components in safety-critical autonomous…

Robotics · Computer Science 2021-11-02 Fabio Arnez , Huascar Espinoza , Ansgar Radermacher , François Terrier

Uncertainty quantification is a primary challenge for reliable modeling and simulation of complex stochastic dynamics. Such problems are typically plagued with incomplete information that may enter as uncertainty in the model parameters, or…

Probability · Mathematics 2015-07-15 Paul Dupuis , Markos A. Katsoulakis , Yannis Pantazis , Petr Plechac

In this paper we study model reduction of linear and bilinear quadratic stochastic control problems with parameter uncertainties. Specifically, we consider slow-fast systems with unknown diffusion coefficient and study the convergence of…

Optimization and Control · Mathematics 2021-02-10 Hafida Bouanani , Carsten Hartmann , Omar Kebiri

A new multifidelity method is developed for nonlinear orbit uncertainty propagation. This approach guarantees improved computational efficiency and limited accuracy losses compared to fully high-fidelity counterparts. The initial…

Numerical Analysis · Mathematics 2022-03-30 Alberto Fossà , Roberto Armellin , Emmanuel Delande , Matteo Losacco , Francesco Sanfedino

The semi-empirical nature of best-estimate models closing the balance equations of thermal-hydraulic (TH) system codes is well-known as a significant source of uncertainty for accuracy of output predictions. This uncertainty, called model…

Methodology · Statistics 2023-09-11 Guillaume Damblin , François Bachoc , Sandro Gazzo , Lucia Sargentini , Alberto Ghione

Uncertainty in machine learning is not generally taught as general knowledge in Machine Learning course curricula. In this paper we propose a short curriculum for a course about uncertainty in machine learning, and complement the course…

Machine Learning · Computer Science 2021-08-20 Matias Valdenegro-Toro

This work presents the concept of kernel mean embedding and kernel probabilistic programming in the context of stochastic systems. We propose formulations to represent, compare, and propagate uncertainties for fairly general stochastic…

Machine Learning · Statistics 2020-05-05 Jia-Jie Zhu , Krikamol Muandet , Moritz Diehl , Bernhard Schölkopf

We investigate the extent to which the uncertainties associated with the propagation of Galactic cosmic rays impact upon estimates for the gamma-ray flux from the mid-latitude region. We consider contributions from both standard…

High Energy Astrophysical Phenomena · Physics 2010-11-18 Daniel T. Cumberbatch , Yue-Lin Sming Tsai , Leszek Roszkowski

In this paper, we present a formal quantification of epistemic uncertainty induced by numerical solutions of ordinary and partial differential equation models. Numerical solutions of differential equations contain inherent uncertainties due…