Related papers: The network uncertainty quantification method for …
Time-series with volatility clustering pose a unique challenge to uncertainty quantification (UQ) for returns forecasts. Methods for UQ such as Deep Evidential regression offer a simple way of quantifying return forecast uncertainty without…
A novel method to propagate uncertainty through the soft-thresholding nonlinearity is proposed in this paper. At every layer the current distribution of the target vector is represented as a spike and slab distribution, which represents the…
We introduce GenAI4UQ, a software package for inverse uncertainty quantification in model calibration, parameter estimation, and ensemble forecasting in scientific applications. GenAI4UQ leverages a generative artificial intelligence (AI)…
Uncertainty quantification (UQ) is crucial in machine learning, yet most (axiomatic) studies of uncertainty measures focus on classification, leaving a gap in regression settings with limited formal justification and evaluations. In this…
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…
This paper presents a systematic method to analyze stability and robustness of uncertain Quantum Input-Output Networks (QIONs). A general form of uncertainty is introduced into quantum networks in the SLH formalism. Results of this paper…
We evaluate uncertainty quantification (UQ) methods for deep learning applied to liquid argon time projection chamber (LArTPC) physics analysis tasks. As deep learning applications enter widespread usage among physics data analysis, neural…
Uncertainty-quantification methods are applied to estimate the confidence of deep-neural-networks classifiers over their predictions. However, most widely used methods are known to be overconfident. We address this problem by developing an…
A multifidelity method for the nonlinear propagation of uncertainties in the presence of stochastic accelerations is presented. The proposed algorithm treats the uncertainty propagation (UP) problem by separating the propagation of the…
Uncertainty quantification (UQ) is crucial in safety-critical applications such as medical image segmentation. Total uncertainty is typically decomposed into data-related aleatoric uncertainty (AU) and model-related epistemic uncertainty…
Graphical models have demonstrated their exceptional capabilities across numerous applications. However, their performance, confidence, and trustworthiness are often limited by the inherent randomness in data generation and the lack of…
A framework is developed based on different uncertainty quantification (UQ) techniques in order to assess validation and verification (V&V) metrics in computational physics problems, in general, and computational fluid dynamics (CFD), in…
This paper outlines a methodology for Bayesian multimodel uncertainty quantification (UQ) and propagation and presents an investigation into the effect of prior probabilities on the resulting uncertainties. The UQ methodology is adapted…
Estimating parameters from data is a fundamental problem, customarily done by minimizing a loss function between a model and observed statistics. In scattering-based analysis, researchers often employ their domain expertise to select a…
Epistemic uncertainty quantification (UQ) identifies where models lack knowledge. Traditional UQ methods, often based on Bayesian neural networks, are not suitable for pre-trained non-Bayesian models. Our study addresses quantifying…
AI deployed in the real-world should be capable of autonomously adapting to novelties encountered after deployment. Yet, in the field of continual learning, the reliance on novelty and labeling oracles is commonplace albeit unrealistic.…
With the increased prevalence of neural operators being used to provide rapid solutions to partial differential equations (PDEs), understanding the accuracy of model predictions and the associated error levels is necessary for deploying…
We develop new uncertainty propagation methods for feed-forward neural network architectures with leaky ReLU activation functions subject to random perturbations in the input vectors. In particular, we derive analytical expressions for the…
Parametric uncertainty in nonlinear dynamical systems can fundamentally alter bifurcation behaviour, leading to qualitative response changes. Predicting operating margins/envelopes under such uncertainties is critical but challenging:…
This work presents novel extensions for combining two frameworks for quantifying both aleatoric (i.e., irreducible) and epistemic (i.e., reducible) sources of uncertainties in the modeling of engineered systems. The data-consistent (DC)…