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Most uncertainty quantification (UQ) approaches provide a single scalar value as a measure of model reliability. However, different uncertainty measures could provide complementary information on the prediction confidence. Even measures…

Solutions to inverse problems that are ill-conditioned or ill-posed may have significant intrinsic uncertainty. Unfortunately, analysing and quantifying this uncertainty is very challenging, particularly in high-dimensional problems. As a…

Methodology · Statistics 2016-07-12 Marcelo Pereyra

We consider the computational challenges associated with uncertainty quantification involved in parameter estimation such as seismic slowness and hydraulic transmissivity fields. The reconstruction of these parameters can be mathematically…

Numerical Analysis · Mathematics 2015-05-13 Arvind K. Saibaba , Peter K. Kitanidis

Uncertainty quantification is essential when dealing with ill-conditioned inverse problems due to the inherent nonuniqueness of the solution. Bayesian approaches allow us to determine how likely an estimation of the unknown parameters is…

Machine Learning · Statistics 2020-01-16 Ali Siahkoohi , Gabrio Rizzuti , Felix J. Herrmann

Uncertainty quantification (UQ) helps to make trustworthy predictions based on collected observations and uncertain domain knowledge. With increased usage of deep learning in various applications, the need for efficient UQ methods that can…

Machine Learning · Computer Science 2021-11-09 Olga Graf , Pablo Flores , Pavlos Protopapas , Karim Pichara

Despite the strong predictive performance of deep learning models for traffic prediction, their widespread deployment in real-world intelligent transportation systems has been restrained by a lack of interpretability. Uncertainty…

Computer Vision and Pattern Recognition · Computer Science 2023-08-14 Alexander Timans , Nina Wiedemann , Nishant Kumar , Ye Hong , Martin Raubal

Uncertainty quantification (UQ) is the process of systematically determining and characterizing the degree of confidence in computational model predictions. In the context of systems biology, especially with dynamic models, UQ is crucial…

Machine Learning · Statistics 2024-10-29 Alberto Portela , Julio R. Banga , Marcos Matabuena

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…

We propose a rigorous framework for Uncertainty Quantification (UQ) in which the UQ objectives and the assumptions/information set are brought to the forefront. This framework, which we call \emph{Optimal Uncertainty Quantification} (OUQ),…

Probability · Mathematics 2016-05-20 Houman Owhadi , Clint Scovel , Timothy John Sullivan , Mike McKerns , Michael Ortiz

Quality-Diversity optimisation (QD) has proven to yield promising results across a broad set of applications. However, QD approaches struggle in the presence of uncertainty in the environment, as it impacts their ability to quantify the…

Neural and Evolutionary Computing · Computer Science 2023-03-28 Manon Flageat , Antoine Cully

Ptychography, as an essential tool for high-resolution and nondestructive material characterization, presents a challenging large-scale nonlinear and non-convex inverse problem; however, its intrinsic photon statistics create clear…

Machine Learning · Statistics 2021-11-02 Agnimitra Dasgupta , Zichao Wendy Di

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

We propose a Bayesian uncertainty quantification method for large-scale imaging inverse problems. Our method applies to all Bayesian models that are log-concave, where maximum-a-posteriori (MAP) estimation is a convex optimization problem.…

Methodology · Statistics 2018-11-07 Audrey Repetti , Marcelo Pereyra , Yves Wiaux

This paper introduces CUQIpy, a versatile open-source Python package for computational uncertainty quantification (UQ) in inverse problems, presented as Part I of a two-part series. CUQIpy employs a Bayesian framework, integrating prior…

The accessibility of spatially distributed data, enabled by affordable sensors, field, and numerical experiments, has facilitated the development of data-driven solutions for scientific problems, including climate change, weather…

Machine Learning · Computer Science 2023-11-09 Vardhan Dongre , Gurpreet Singh Hora

Many imaging problems require solving an inverse problem that is ill-conditioned or ill-posed. Imaging methods typically address this difficulty by regularising the estimation problem to make it well-posed. This often requires setting the…

Methodology · Statistics 2020-08-17 Ana F. Vidal , Valentin De Bortoli , Marcelo Pereyra , Alain Durmus

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

Machine learning methods are increasingly widely used in high-risk settings such as healthcare, transportation, and finance. In these settings, it is important that a model produces calibrated uncertainty to reflect its own confidence and…

Artificial Intelligence · Computer Science 2022-09-09 Sophia Sun

Deep neural networks (DNNs) have achieved tremendous success in computer vision, natural language processing, and scientific and engineering domains. However, DNNs can make unexpected, incorrect, yet overconfident predictions, leading to…

Machine Learning · Computer Science 2025-12-16 Wenchong He , Zhe Jiang , Tingsong Xiao , Zelin Xu , Yukun Li

Recent advances in deep learning have led to its widespread adoption across diverse domains, including medical imaging. This progress is driven by increasingly sophisticated model architectures, such as ResNets, Vision Transformers, and…

Computer Vision and Pattern Recognition · Computer Science 2026-04-24 Akshat Dubey , Aleksandar Anžel , Bahar İlgen , Georges Hattab