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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…

Statistical Finance · Quantitative Finance 2024-09-20 Steven Y. K. Wong , Jennifer S. K. Chan , Lamiae Azizi

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…

Machine Learning · Statistics 2018-12-03 Danil Kuzin , Olga Isupova , Lyudmila Mihaylova

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)…

Machine Learning · Computer Science 2024-12-11 Ming Fan , Zezhong Zhang , Dan Lu , Guannan Zhang

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…

Machine Learning · Computer Science 2025-05-19 Christopher Bülte , Yusuf Sale , Timo Löhr , Paul Hofman , Gitta Kutyniok , Eyke Hüllermeier

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 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…

Quantum Physics · Physics 2021-03-04 Peyman Azodi , Alireza Khayatian , Peyman Setoodeh

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…

High Energy Physics - Experiment · Physics 2023-11-02 Dae Heun Koh , Aashwin Mishra , Kazuhiro Terao

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…

Machine Learning · Computer Science 2023-05-19 Luigi Sbailò , Luca M. Ghiringhelli

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…

Numerical Analysis · Mathematics 2025-08-19 Alberto Fossà , Roberto Armellin , Emmanuel Delande , Francesco Sanfedino

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…

Computer Vision and Pattern Recognition · Computer Science 2026-03-20 Jakob Lønborg Christensen , Vedrana Andersen Dahl , Morten Rieger Hannemose , Anders Bjorholm Dahl , Christian F. Baumgartner

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…

Machine Learning · Computer Science 2026-04-15 Chao Chen , Chenghua Guo , Rui Xu , Jiujiu Chen , Xiangwen Liao , Xi Zhang , Sihong Xie , Hui Xiong , Philip Yu

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…

Computational Physics · Physics 2020-07-15 Saleh Rezaeiravesh , Ricardo Vinuesa , Philipp Schlatter

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…

Computation · Statistics 2018-07-04 Jiaxin Zhang , Michael D. Shields

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…

Computational Physics · Physics 2024-09-05 Mengyang Gu , Yue He , Xubo Liu , Yimin Luo

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…

Machine Learning · Computer Science 2024-04-17 Hanjing Wang , Qiang Ji

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.…

Machine Learning · Computer Science 2024-12-24 Amanda S. Rios , Ibrahima J. Ndiour , Parual Datta , Jaroslaw Sydir , Omesh Tickoo , Nilesh Ahuja

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…

Machine Learning · Computer Science 2026-02-26 Nick Winovich , Mitchell Daneker , Lu Lu , Guang Lin

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…

Machine Learning · Computer Science 2025-08-12 Jeremy Diamzon , Daniele Venturi

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:…

Dynamical Systems · Mathematics 2026-03-27 Dongxiao Hong , David A. W. Barton , Simon A. Neild

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)…

Machine Learning · Statistics 2024-03-07 Taylor Roper , Harri Hakula , Troy Butler