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This paper addresses the challenge of model uncertainty in quantitative finance, where decisions in portfolio allocation, derivative pricing, and risk management rely on estimating stochastic models from limited data. In practice, the…

Computational Finance · Quantitative Finance 2025-06-10 Hans Buehler , Blanka Horvath , Yannick Limmer , Thorsten Schmidt

The Best Estimate plus Uncertainty (BEPU) approach for nuclear systems modeling and simulation requires that the prediction uncertainty must be quantified in order to prove that the investigated design stays within acceptance criteria. A…

Computation · Statistics 2023-03-24 Ziyu Xie , Farah Alsafadi , Xu Wu

This technical report provides the description and the derivation of a novel nonlinear unknown input and state estimation algorithm (NUISE) for mobile robots. The algorithm is designed for real-world robots with nonlinear dynamic models and…

Systems and Control · Computer Science 2018-04-11 Pinyao Guo , Hunmin Kim , Nurali Virani , Jun Xu , Minghui Zhu , Peng Liu

Cognitive diagnosis models have been widely used in different areas, especially intelligent education, to measure users' proficiency levels on knowledge concepts, based on which users can get personalized instructions. As the measurement is…

Computers and Society · Computer Science 2024-03-25 Fei Wang , Qi Liu , Enhong Chen , Chuanren Liu , Zhenya Huang , Jinze Wu , Shijin Wang

Uncertainty estimation is an essential and heavily-studied component for the reliable application of semantic segmentation methods. While various studies exist claiming methodological advances on the one hand, and successful application on…

Computer Vision and Pattern Recognition · Computer Science 2024-05-06 Kim-Celine Kahl , Carsten T. Lüth , Maximilian Zenk , Klaus Maier-Hein , Paul F. Jaeger

The growing uncertainty from renewable power and electricity demand brings significant challenges to unit commitment (UC). While various advanced forecasting and optimization methods have been developed to predict better and address this…

Optimization and Control · Mathematics 2025-09-30 Rui Xie , Yue Chen , Pierre Pinson

We present an online and data-driven uncertainty quantification method to enable the development of safe human-robot collaboration applications. Safety and risk assessment of systems are strongly correlated with the accuracy of…

Robotics · Computer Science 2022-09-02 Woo-Jeong Baek , Christoph Ledermann , Torsten Kröger

Deep unrolling is an emerging deep learning-based image reconstruction methodology that bridges the gap between model-based and purely deep learning-based image reconstruction methods. Although deep unrolling methods achieve…

Image and Video Processing · Electrical Eng. & Systems 2022-12-21 Canberk Ekmekci , Mujdat Cetin

We propose an algorithm to enhance certified robustness of a deep model ensemble by optimally weighting each base model. Unlike previous works on using ensembles to empirically improve robustness, our algorithm is based on optimizing a…

Machine Learning · Statistics 2019-11-01 Huan Zhang , Minhao Cheng , Cho-Jui Hsieh

Autonomous robot navigation in complex environments requires robust perception as well as high-level scene understanding due to perceptual challenges, such as occlusions, and uncertainty introduced by robot movement. For example, a robot…

Robotics · Computer Science 2025-03-24 Prasanna Sriganesh , Burhanuddin Shirose , Matthew Travers

Reliability of machine learning (ML) systems is crucial in safety-critical applications such as healthcare, and uncertainty estimation is a widely researched method to highlight the confidence of ML systems in deployment. Sequential and…

Machine Learning · Computer Science 2021-04-23 Utkarsh Sarawgi , Rishab Khincha , Wazeer Zulfikar , Satrajit Ghosh , Pattie Maes

Uncertainty quantification is crucial for building reliable and trustable machine learning systems. We propose to estimate uncertainty in recurrent neural networks (RNNs) via stochastic discrete state transitions over recurrent timesteps.…

Machine Learning · Computer Science 2020-11-25 Cheng Wang , Carolin Lawrence , Mathias Niepert

Accurate visual state estimation has been a central topic in robotics with a wide range of applications in robot navigation, autonomous driving, and autonomous flight. Recent advances in robot perception have led to significant improvements…

Ensembles of General Circulation Models (GCMs) are the primary tools for investigating climate sensitivity, projecting future climate states, and quantifying uncertainty. GCM ensembles are subject to substantial uncertainty due to model…

Applications · Statistics 2025-07-29 Trevor Harris , Ryan Sriver

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

The fusion of raw sensor data to create a Bird's Eye View (BEV) representation is critical for autonomous vehicle planning and control. Despite the growing interest in using deep learning models for BEV semantic segmentation, anticipating…

Machine Learning · Computer Science 2025-03-04 Linlin Yu , Bowen Yang , Tianhao Wang , Kangshuo Li , Feng Chen

This paper addresses the problem of decentralized, collaborative state estimation in robotic teams. In particular, this paper considers problems where individual robots estimate similar physical quantities, such as each other's position…

To control a dynamical system it is essential to obtain an accurate estimate of the current system state based on uncertain sensor measurements and existing system knowledge. An optimization-based moving horizon estimation (MHE) approach…

Systems and Control · Electrical Eng. & Systems 2022-05-03 Simon Muntwiler , Kim P. Wabersich , Melanie N. Zeilinger

Uncertainty estimation has been widely studied in medical image segmentation as a tool to provide reliability, particularly in deep learning approaches. However, previous methods generally lack effective supervision in uncertainty…

Computer Vision and Pattern Recognition · Computer Science 2025-10-15 Yuzhu Li , An Sui , Fuping Wu , Xiahai Zhuang

Structural identification and damage detection can be generalized as the simultaneous estimation of input forces, physical parameters, and dynamical states. Although Kalman-type filters are efficient tools to address this problem, the…

Applications · Statistics 2022-10-04 Daniz Teymouri , Omid Sedehi , Lambros S. Katafygiotis , Costas Papadimitriou