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Uncertainty quantification is a primary challenge for reliable modeling and simulation of complex stochastic dynamics. Such problems are typically plagued with incomplete information that may enter as uncertainty in the model parameters, or…

Probability · Mathematics 2015-07-15 Paul Dupuis , Markos A. Katsoulakis , Yannis Pantazis , Petr Plechac

In statistical applications, it is common to encounter parameters supported on a varying or unknown dimensional space. Examples include the fused lasso regression, the matrix recovery under an unknown low rank, etc. Despite the ease of…

Methodology · Statistics 2022-10-04 Maoran Xu , Hua Zhou , Yujie Hu , Leo L. Duan

The operation of machine tools often demands a highly accurate knowledge of the tool center point's (TCP) position. The displacement of the TCP over time can be inferred from thermal models, which comprise a set of geometrically coupled…

Numerical Analysis · Mathematics 2023-06-23 Alexandra Bünger , Roland Herzog , Andreas Naumann , Martin Stoll

Estimating the uncertainty of a neural network plays a fundamental role in safety-critical settings. In perception for autonomous driving, measuring the uncertainty means providing additional calibrated information to downstream tasks, such…

Computer Vision and Pattern Recognition · Computer Science 2021-12-30 Stefano Gasperini , Jan Haug , Mohammad-Ali Nikouei Mahani , Alvaro Marcos-Ramiro , Nassir Navab , Benjamin Busam , Federico Tombari

Uncertainties plays an important character in almost every problem which generally not considered and ideal cases are studied. As such, the consequences cost more and need model prediction. In view of these, this paper investigates…

Systems and Control · Electrical Eng. & Systems 2022-07-28 Sangeetha P S , Sukanta Nayak

Uncertainty quantification approaches have been more critical in large language models (LLMs), particularly high-risk applications requiring reliable outputs. However, traditional methods for uncertainty quantification, such as…

Artificial Intelligence · Computer Science 2024-07-01 Ferhat Ozgur Catak , Murat Kuzlu

Periodically forced turbulence is used as a test case to evaluate the predictions of two-equation and multiple-scale turbulence models in unsteady flows. The limitations of the two-equation model are shown to originate in the basic…

Fluid Dynamics · Physics 2010-09-02 Robert Rubinstein , Wouter J. T. Bos

Uncertainty quantification is critical in scientific inverse problems to distinguish identifiable parameters from those that remain ambiguous given available measurements. The Conditional Diffusion Model-based Inverse Problem Solver (CDI)…

Machine Learning · Computer Science 2026-01-27 Dmitrii Torbunov , Yihui Ren , Lijun Wu , Yimei Zhu

A crucial assumption to reduce computational complexity in spatial-temporal data analysis is separability, which factors the covariance structure into a purely spatial and a purely temporal component. In this paper, we develop statistical…

Statistics Theory · Mathematics 2026-03-30 Lujia Bai , Holger Dette , Zihao Yuan

We present a Parametrization of the Physics Informed Neural Network (P-PINN) approach to tackle the problem of uncertainty quantification in reservoir engineering problems. We demonstrate the approach with the immiscible two phase flow…

Computational Engineering, Finance, and Science · Computer Science 2022-05-26 Cedric Fraces Gasmi , Hamdi Tchelepi

In this paper, we introduce a probabilistic approach to risk assessment of robot systems by focusing on the impact of uncertainties. While various approaches to identifying systematic hazards (e.g., bugs, design flaws, etc.) can be found in…

Robotics · Computer Science 2024-10-28 Woo-Jeong Baek , Tom P. Huck , Joschka Haas , Jonas Lewandrowski , Tamim Asfour , Torsten Kröger

Geothermal field modeling is often associated with uncertainties related to the subsurface static properties and the dynamics of fluid flow and heat transfer. Uncertainty quantification using simulations is a useful tool to design optimum…

Geophysics · Physics 2021-12-13 Hussein Hoteit , Xupeng He , Bicheng Yan , Volker Vahrenkam

We study uncertainty and certainty relations for two successive measurements of two-dimensional observables. Uncertainties in successive measurement are considered within the following two scenarios. In the first scenario, the second…

Quantum Physics · Physics 2015-07-07 Alexey E. Rastegin

The estimation of regression parameters in spatially referenced data plays a crucial role across various scientific domains. A common approach involves employing an additive regression model to capture the relationship between observations…

Statistics Theory · Mathematics 2024-03-29 David Bolin , Jonas Wallin

Posterior distributions on parameters computed from experimental data using Bayesian techniques are only as accurate as the models used to construct them. In many applications these models are incomplete, which both reduces the prospects of…

General Relativity and Quantum Cosmology · Physics 2015-06-23 Christopher J. Moore , Jonathan R. Gair

Uncertainty quantification of the photogrammetry process is essential for providing per-point accuracy credentials of the point clouds. Unlike airborne LiDAR, whose accuracy generally remains consistent with objects with varying geometric…

Computer Vision and Pattern Recognition · Computer Science 2026-05-01 Debao Huang , Rongjun Qin

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

Reconstructing PDE-governed fields from sparse and irregular measurements is challenging due to their ill-posed nature. Deterministic surrogates are trained on dense fields that struggle with limited measurements and uncertainty…

Machine Learning · Computer Science 2026-05-18 Hao Zhou , Rui Zhang , Han Wan , Hao Sun

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

Thermodynamic uncertainty relations reveal a fundamental trade-off between the precision of a trajectory observable and entropy production, where the uncertainty of the observable is quantified by its variance. In information theory,…

Statistical Mechanics · Physics 2025-11-25 Yoshihiko Hasegawa , Tomohiro Nishiyama