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We study the inverse problem of recovering the order and the diffusion coefficient of an elliptic fractional partial differential equation from a finite number of noisy observations of the solution. We work in a Bayesian framework and show…

Analysis of PDEs · Mathematics 2017-06-28 Nicolas Garcia Trillos , Daniel Sanz-Alonso

In this work we develop a Bayesian setting to infer unknown parameters in initial-boundary value problems related to linear parabolic partial differential equations. We realistically assume that the boundary data are noisy, for a given…

Methodology · Statistics 2017-09-13 Fabrizio Ruggeri , Zaid Sawlan , Marco Scavino , Raul Tempone

Bayesian inference is a widely used technique for real-time characterization of quantum systems. It excels in experimental characterization in the low data regime, and when the measurements have degrees of freedom. A decisive factor for its…

Quantum Physics · Physics 2025-07-10 Alexandra Ramôa , Raffaele Santagati , Nathan Wiebe

Bayesian methods have been very successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model…

Data Analysis, Statistics and Probability · Physics 2015-02-06 Dave Higdon , Jordan D. McDonnell , Nicolas Schunck , Jason Sarich , Stefan M. Wild

We propose a framework to perform Bayesian inference using conditional score-based diffusion models to solve a class of inverse problems in mechanics involving the inference of a specimen's spatially varying material properties from noisy…

This paper presents a Bayesian parameter estimation approach and identifiability analysis for a lithium-ion battery model, to determine the uniqueness, evaluate the sensitivity and quantify the uncertainty of a subset of the model…

Systems and Control · Electrical Eng. & Systems 2023-09-04 Antti Aitio , Scott G. Marquis , Pedro Ascencio , David Howey

Data-driven model identification strategies can be used to obtain phenomenological models that capture the temporal evolution of observable data. While it is usually straightforward to obtain such a model from time series data, for instance…

Dynamical Systems · Mathematics 2026-03-25 Mohamed Akrout , Dan Wilson

This paper introduces a novel uncertainty quantification framework for regression models where the response takes values in a separable metric space, and the predictors are in a Euclidean space. The proposed algorithms can efficiently…

Statistics Theory · Mathematics 2024-05-09 Gábor Lugosi , Marcos Matabuena

We provide a general solution to a fundamental open problem in Bayesian inference, namely poor uncertainty quantification, from a frequency standpoint, of Bayesian methods in misspecified models. While existing solutions are based on…

Methodology · Statistics 2023-02-14 David T. Frazier , Robert Kohn , Christopher Drovandi , David Gunawan

In model-free deep reinforcement learning (RL) algorithms, using noisy value estimates to supervise policy evaluation and optimization is detrimental to the sample efficiency. As this noise is heteroscedastic, its effects can be mitigated…

Machine Learning · Computer Science 2022-05-04 Vincent Mai , Kaustubh Mani , Liam Paull

Datasets in engineering applications are often limited and contaminated, mainly due to unavoidable measurement noise and signal distortion. Thus, using conventional data-driven approaches to build a reliable discriminative model, and…

Machine Learning · Statistics 2020-04-14 Xihaier Luo , Ahsan Kareem

Characterising the noise of an airborne electromagnetic (AEM) system is critical in correctly imaging the earth's subsurface conductivity. Deterministic and probabilistic geophysical inversion algorithms require foreknowledge of the system…

Geophysics · Physics 2026-05-06 Tim Scarr , Anandaroop Ray , Ross C. Brodie

Inverse problems aim to determine model parameters of a mathematical problem from given observational data. Neural networks can provide an efficient tool to solve these problems. In the context of Bayesian inverse problems, Uncertainty…

Numerical Analysis · Mathematics 2025-09-16 Andrea Tonini , Tan Bui-Thanh , Francesco Regazzoni , Luca Dede' , Alfio Quarteroni

A numerically efficient inverse method for parametric model uncertainty identification using maximum likelihood estimation is presented. The goal is to identify a probability model for a fixed number of model parameters based on a set of…

We systematically study antithetic initial noise in diffusion models, discovering that pairing each noise sample with its negation consistently produces strong negative correlation. This universal phenomenon holds across datasets, model…

Machine Learning · Computer Science 2026-02-02 Jing Jia , Sifan Liu , Bowen Song , Wei Yuan , Liyue Shen , Guanyang Wang

The estimation of uncertainties associated with predictions from quantitative structure-activity relationship (QSAR) models can accelerate the drug discovery process by identifying promising experiments and allowing an efficient allocation…

Machine Learning · Computer Science 2025-02-07 Hannah Rosa Friesacher , Emma Svensson , Susanne Winiwarter , Lewis Mervin , Adam Arany , Ola Engkvist

Despite numerous studies of deep autoencoders (AEs) for unsupervised anomaly detection, AEs still lack a way to express uncertainty in their predictions, crucial for ensuring safe and trustworthy machine learning systems in high-stake…

Machine Learning · Computer Science 2022-02-28 Bang Xiang Yong , Alexandra Brintrup

Multi-fidelity models are becoming more prevalent in engineering, particularly in aerospace, as they combine both the computational efficiency of low-fidelity models with the high accuracy of higher-fidelity simulations. Various…

Computational Engineering, Finance, and Science · Computer Science 2024-07-09 Andrea Vaiuso , Gabriele Immordino , Marcello Righi , Andrea Da Ronch

Electromagnetic radiation plays a crucial role in various physical and chemical processes. Hence, almost all astrophysical simulations require some form of radiative transfer model. Despite many innovations in radiative transfer algorithms…

Instrumentation and Methods for Astrophysics · Physics 2022-12-07 Frederik De Ceuster , Thomas Ceulemans , Jon Cockayne , Leen Decin , Jeremy Yates

Reduced-rank regression recognises the possibility of a rank-deficient matrix of coefficients. We propose a novel Bayesian model for estimating the rank of the coefficient matrix, which obviates the need for post-processing steps and allows…

Methodology · Statistics 2024-02-14 Maria F. Pintado , Matteo Iacopini , Luca Rossini , Alexander Y. Shestopaloff