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There are essentially three kinds of approaches to Uncertainty Quantification (UQ): (A) robust optimization, (B) Bayesian, (C) decision theory. Although (A) is robust, it is unfavorable with respect to accuracy and data assimilation. (B)…

Recently, the graph-accelerated non-intrusive polynomial chaos (NIPC) method has been proposed for solving uncertainty quantification (UQ) problems. This method leverages the full-grid integration-based NIPC method to address UQ problems…

Computational Engineering, Finance, and Science · Computer Science 2024-10-17 Bingran Wang , Nicholas C. Orndorff , John T. Hwang

Bosonic codes utilize the infinite-dimensional Hilbert space of harmonic oscillators to encode quantum information, offering a hardware-efficient approach to quantum error correction. Designing these codes requires precise geometric…

Quantum Physics · Physics 2025-12-01 Yaoling Yang , Andrew Tanggara , Tobias Haug , Kishor Bharti

Archimedes' hat-box theorem states that uniform measure on a sphere projects to uniform measure on an interval. This fact can be used to derive Simpson's rule. We present various constructions of, and lower bounds for, numerical cubature…

Numerical Analysis · Mathematics 2025-10-20 Greg Kuperberg

We consider the problem of quantifying uncertainty regarding the output of an electromagnetic field problem in the presence of a large number of uncertain input parameters. In order to reduce the growth in complexity with the number of…

Computational Engineering, Finance, and Science · Computer Science 2022-07-21 Dimitrios Loukrezis , Ulrich Römer , Herbert De Gersem

Probabilistic error cancellation is a quantum error mitigation technique capable of producing unbiased computation results but requires an accurate error model. Constructing this model involves estimating a set of parameters, which, in the…

Quantum Physics · Physics 2026-01-12 Haipeng Xie , Nobuyuki Yoshioka , Kento Tsubouchi , Ying Li

We consider uncertainty quantification for the Poisson problem subject to domain uncertainty. For the stochastic parameterization of the random domain, we use the model recently introduced by Kaarnioja, Kuo, and Sloan (SIAM J. Numer. Anal.,…

Numerical Analysis · Mathematics 2023-10-16 Harri Hakula , Helmut Harbrecht , Vesa Kaarnioja , Frances Y. Kuo , Ian H. Sloan

A method is developed to compute analytically fully symmetric cubature rules on the triangle by using symmetric polynomials to express the two kinds of invariance inherent in these rules. Rules of degree up to 15, some of them new and of…

Numerical Analysis · Mathematics 2011-11-17 Stefanos-Aldo Papanicolopulos

Quantifying uncertainty of machine learning model predictions is essential for reliable decision-making, especially in safety-critical applications. Recently, uncertainty quantification (UQ) theory has advanced significantly, building on a…

Machine Learning · Computer Science 2025-10-01 Alexander Fishkov , Kajetan Schweighofer , Mykyta Ielanskyi , Nikita Kotelevskii , Mohsen Guizani , Maxim Panov

The possibility of using squeezed states in the recently suggested unidimensional continuous-variable quantum key distribution based on a single quadrature modulation is addressed. It is shown that squeezing of the signal states expands the…

Quantum Physics · Physics 2018-09-26 Vladyslav C. Usenko

In this article, we propose the use of partitioning and clustering methods as an alternative to Gaussian quadrature for stochastic collocation. The key idea is to use cluster centers as the nodes for collocation. In this way, we can extend…

Numerical Analysis · Mathematics 2019-04-16 A. W. Eggels , D. T. Crommelin , J. A. S. Witteveen

This paper presents a convergence analysis of kernel-based quadrature rules in misspecified settings, focusing on deterministic quadrature in Sobolev spaces. In particular, we deal with misspecified settings where a test integrand is less…

Numerical Analysis · Mathematics 2018-10-31 Motonobu Kanagawa , Bharath K. Sriperumbudur , Kenji Fukumizu

Many computational methods in ab initio quantum chemistry are formulated in terms of high-order tensor contractions, whose cost determines the size of system that can be studied. We introduce stochastic tensor contraction to perform such…

Chemical Physics · Physics 2026-05-11 Jiace Sun , Garnet Kin-Lic Chan

In this paper, we deal with several aspects of the universal Frolov cubature method, that is known to achieve optimal asymptotic convergence rates in a broad range of function spaces. Even though every admissible lattice has this favorable…

Numerical Analysis · Mathematics 2018-02-26 Christopher Kacwin , Jens Oettershagen , Mario Ullrich , Tino Ullrich

In this paper we introduce concepts from uncertainty quantification (UQ) and numerical analysis for the efficient evaluation of stochastic high dimensional Newton iterates. In particular, we develop complex analytic regularity theory of the…

Numerical Analysis · Mathematics 2019-05-23 Julio Enrique Castrillon-Candas , Mark Kon

We consider robust covariance estimation with group symmetry constraints. Non-Gaussian covariance estimation, e.g., Tyler scatter estimator and Multivariate Generalized Gaussian distribution methods, usually involve non-convex minimization…

Machine Learning · Statistics 2013-06-19 Ilya Soloveychik , Ami Wiesel

Stochastic spectral methods have achieved great success in the uncertainty quantification of many engineering problems, including electronic and photonic integrated circuits influenced by fabrication process variations. Existing techniques…

Numerical Analysis · Mathematics 2018-12-06 Chunfeng Cui , Zheng Zhang

We address the problem of uncertainty quantification and propose measures of total, aleatoric, and epistemic uncertainty based on a known decomposition of (strictly) proper scoring rules, a specific type of loss function, into a divergence…

Machine Learning · Computer Science 2025-05-29 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

Chance-constrained programming is a widely used framework for decision-making under uncertainty, yet its mixed-integer reformulations involve nonconvex mixing sets with a knapsack constraint, leading to weak relaxations and computational…

Optimization and Control · Mathematics 2025-10-22 Danial Davarnia , Hamed Rahimian

The purpose of this paper is to develop the anti-Gauss cubature rule for approximating integrals defined on the square whose integrand function may have algebraic singularities at the boundaries. An application of such a rule to the…

Numerical Analysis · Mathematics 2025-05-08 Patricia Diaz de Alba , Luisa Fermo , Giuseppe Rodriguez