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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…

In cases of uncertainty, a multi-class classifier preferably returns a set of candidate classes instead of predicting a single class label with little guarantee. More precisely, the classifier should strive for an optimal balance between…

Machine Learning · Computer Science 2020-05-28 Thomas Mortier , Marek Wydmuch , Krzysztof Dembczyński , Eyke Hüllermeier , Willem Waegeman

The uncertainty associated with probing the quantum state is expressed as the effective abundance (measure) of possibilities for its collapse. New kinds of uncertainty limits entailed by quantum description of the physical system arise in…

Quantum Physics · Physics 2019-07-12 Ivan Horváth , Robert Mendris

Uncertainty Quantification (UQ) is a key discipline for computational modeling of complex systems, enhancing reliability of engineering simulations. In crashworthiness, having an accurate assessment of the behavior of the model uncertainty…

Methodology · Statistics 2021-09-17 Marc Rocas , Alberto García-González , Sergio Zlotnik , Xabier Larráyoz , Pedro Díez

Uncertainty quantification by ensemble learning is explored in terms of an application from computational optical form measurements. The application requires to solve a large-scale, nonlinear inverse problem. Ensemble learning is used to…

Machine Learning · Computer Science 2021-03-03 Lara Hoffmann , Ines Fortmeier , Clemens Elster

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

Uncertainty quantification is essential for the reliable deployment of machine learning models to high-stakes application domains. Uncertainty quantification is all the more challenging when training distribution and test distribution are…

Machine Learning · Computer Science 2022-06-07 Yaodong Yu , Stephen Bates , Yi Ma , Michael I. Jordan

The moment problem in probability theory asks for criteria for when there exists a unique measure with a given tuple of moments. We study a variant of this problem for random objects in a category, where a moment is given by the average…

Probability · Mathematics 2024-05-10 Will Sawin , Melanie Matchett Wood

Classical deterministic optimal control problems assume full information about the controlled process. The theory of control for general partially-observable processes is powerful, but the methods are computationally expensive and typically…

Optimization and Control · Mathematics 2024-08-02 Dongping Qi , Adam Dhillon , Alexander Vladimirsky

Maximum-likelihood estimation is applied to identification of an unknown quantum mechanical process represented by a ``black box''. In contrast to linear reconstruction schemes the proposed approach always yields physically sensible…

Quantum Physics · Physics 2007-05-23 Jaromir Fiurasek , Zdenek Hradil

We present a method for determining optimal modes of operation for autonomously oscillating systems with uncertain parameters. In a typical application of the method, a nonlinear dynamical system is optimized with respect to an economic…

Dynamical Systems · Mathematics 2013-08-20 Darya Kastsian , Martin Mönnigmann

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

In the context of industrially mass-manufactured products, quality management is based on physically inspecting a small sample from a large batch and reasoning about the batch's quality conformance. When complementing physical inspections…

Applications · Statistics 2024-02-22 Simon Cramer , Tobias Müller , Robert H. Schmitt

We introduce two kinds of risk measures with respect to some reference probability measure, which both allow for a certain order structure and domination property. Analyzing their relation to each other leads to the question when a certain…

Risk Management · Quantitative Finance 2022-04-15 Christa Cuchiero , Guido Gazzani , Irene Klein

Neural network quantization methods often involve simulating the quantization process during training, making the trained model highly dependent on the target bit-width and precise way quantization is performed. Robust quantization offers…

Machine Learning · Computer Science 2020-10-23 Moran Shkolnik , Brian Chmiel , Ron Banner , Gil Shomron , Yury Nahshan , Alex Bronstein , Uri Weiser

We consider two conceptually different approaches for assessing the reliability of the individual predictions of a classifier: Robustness Quantification (RQ) and Uncertainty Quantification (UQ). We compare both approaches on a number of…

Machine Learning · Computer Science 2025-12-18 Adrián Detavernier , Jasper De Bock

Using the convex structure of positive operator value measurements and of several quantities used in quantum metrology, such as quantum Fisher information or the quantum Van Trees information, we present an efficient numerical method to…

Quantum Physics · Physics 2020-08-11 Esteban Martínez-Vargas , Carlos Pineda , Pablo Barberis-Blostein

In the current work we introduce a novel estimation of distribution algorithm to tackle a hard combinatorial optimization problem, namely the single-machine scheduling problem, with uncertain delivery times. The majority of the existing…

Data Structures and Algorithms · Computer Science 2013-12-05 Boris Mitavskiy , Jun He

Quantification, i.e., the task of training predictors of the class prevalence values in sets of unlabeled data items, has received increased attention in recent years. However, most quantification research has concentrated on developing…

Machine Learning · Computer Science 2023-10-16 Mirko Bunse , Alejandro Moreo , Fabrizio Sebastiani , Martin Senz

Gradient-based solvers risk convergence to local optima, leading to incorrect researcher inference. Heuristic-based algorithms are able to ``break free" of these local optima to eventually converge to the true global optimum. However, given…

Econometrics · Economics 2024-01-17 Zachary Porreca