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Deep learning-based numerical schemes for solving high-dimensional backward stochastic differential equations (BSDEs) have recently raised plenty of scientific interest. While they enable numerical methods to approximate very…

Numerical Analysis · Mathematics 2023-10-06 Lorenc Kapllani , Long Teng , Matthias Rottmann

As Large Language Models (LLMs) are increasingly deployed in real-world applications, reliable uncertainty quantification (UQ) becomes critical for safe and effective use. Most existing UQ approaches for language models aim to produce a…

Computation and Language · Computer Science 2026-04-14 Maiya Goloburda , Roman Vashurin , Fedor Chernogorsky , Nurkhan Laiyk , Daniil Orel , Preslav Nakov , Maxim Panov

Uncertainty quantification (UQ) in scientific machine learning is increasingly critical as neural networks are widely adopted to tackle complex problems across diverse scientific disciplines. For physics-informed neural networks (PINNs), a…

Machine Learning · Statistics 2025-10-20 Frank Shih , Zhenghao Jiang , Faming Liang

Machine learning (ML) has been leveraged to tackle a diverse range of tasks in almost all branches of nuclear engineering. Many of the successes in ML applications can be attributed to the recent performance breakthroughs in deep learning,…

Systems and Control · Electrical Eng. & Systems 2025-03-25 Xu Wu , Lesego E. Moloko , Pavel M. Bokov , Gregory K. Delipei , Joshua Kaizer , Kostadin N. Ivanov

Techniques from artificial intelligence and machine learning are increasingly employed in nuclear theory, however, the uncertainties that arise from the complex parameter manifold encoded by the neural networks are often overlooked.…

Nuclear Theory · Physics 2025-10-29 Mengyao Huang , Kyle A. Wendt , Nicolas F. Schunck , Erika M. Holmbeck

Spatiotemporal prediction plays a critical role in numerous real-world applications such as urban planning, transportation optimization, disaster response, and pandemic control. In recent years, researchers have made significant progress by…

Machine Learning · Computer Science 2025-09-03 Dahai Yu , Dingyi Zhuang , Lin Jiang , Rongchao Xu , Xinyue Ye , Yuheng Bu , Shenhao Wang , Guang Wang

We study the problem of uncertainty quantification for the numerical solution of elliptic partial differential equation boundary value problems posed on domains with stochastically varying boundaries. We also use the uncertainty…

Numerical Analysis · Mathematics 2018-07-17 Jehanzeb H Chaudhry , Nathanial Burch , Donald Estep

Uncertainty in estimation of Drake Passage transport is analyzed in a Hessian-based uncertainty quantification (UQ) framework. The approach extends the adjoint-based ocean state estimation method to provide formal error bounds…

Atmospheric and Oceanic Physics · Physics 2018-04-19 Alexander G. Kalmikov , Patrick Heimbach

Uncertainty Quantification (UQ) is essential for creating trustworthy machine learning models. Recent years have seen a steep rise in UQ methods that can flag suspicious examples, however, it is often unclear what exactly these methods…

Machine Learning · Computer Science 2023-10-31 Hao Sun , Boris van Breugel , Jonathan Crabbe , Nabeel Seedat , Mihaela van der Schaar

Turbulent flows play an important role in many scientific and technological design problems. Both Sub-Grid Scale (SGS) models in Large Eddy Simulations (LES) and Reynolds Averaged Navier Stokes (RANS) based modeling will require turbulence…

Fluid Dynamics · Physics 2024-07-16 Minghan Chu

Obtaining accurate estimates of machine learning model uncertainties on newly predicted data is essential for understanding the accuracy of the model and whether its predictions can be trusted. A common approach to such uncertainty…

We describe a computational framework linking Uncertainty Quantification (UQ) methods for continuum problems depending on random parameters with Equation-Free (EF) methods for performing continuum deterministic numerics by acting directly…

Dynamical Systems · Mathematics 2007-05-23 Yu Zou , Ioannis G. Kevrekidis

Past research on pedestrian trajectory forecasting mainly focused on deterministic predictions which provide only point estimates of future states. These future estimates can help an autonomous vehicle plan its trajectory and avoid…

Machine Learning · Computer Science 2023-01-16 Anshul Nayak , Azim Eskandarian , Zachary Doerzaph

In this work, we describe a new approach that uses variational encoder-decoder (VED) networks for efficient goal-oriented uncertainty quantification for inverse problems. Contrary to standard inverse problems, these approaches are…

Numerical Analysis · Mathematics 2023-10-02 Babak Maboudi Afkham , Julianne Chung , Matthias Chung

Effective Uncertainty Quantification (UQ) represents a key aspect for reliable deployment of Large Language Models (LLMs) in automated decision-making and beyond. Yet, for LLM generation with multiple choice structure, the state-of-the-art…

Machine Learning · Computer Science 2025-11-18 Ramzi Dakhmouche , Adrien Letellier , Hossein Gorji

We analyze an ensemble-based approach for uncertainty quantification (UQ) in atomistic neural networks. This method generates an epistemic uncertainty signal without requiring changes to the underlying multi-headed regression neural network…

Chemical Physics · Physics 2025-11-21 Idan Fonea , Amir Peles , Sivan Niv , Goren Gordon , Amir Natan

In this paper we demonstrate the only available scalable information bounds for quantities of interest of high dimensional probabilistic models. Scalability of inequalities allows us to (a) obtain uncertainty quantification bounds for…

Information Theory · Computer Science 2017-04-05 Markos A. Katsoulakis , Luc Rey-Bellet , Jie Wang

Scientific imaging problems are often severely ill-posed, and hence have significant intrinsic uncertainty. Accurately quantifying the uncertainty in the solutions to such problems is therefore critical for the rigorous interpretation of…

Image and Video Processing · Electrical Eng. & Systems 2024-10-22 Julian Tachella , Marcelo Pereyra

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

In order to trust the predictions of a machine learning algorithm, it is necessary to understand the factors that contribute to those predictions. In the case of probabilistic and uncertainty-aware models, it is necessary to understand not…

Machine Learning · Statistics 2024-08-19 Danny Wood , Theodore Papamarkou , Matt Benatan , Richard Allmendinger