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We present an enriched formulation of the Least Squares (LSQ) regression method for Uncertainty Quantification (UQ) using generalised polynomial chaos (gPC). More specifically, we enrich the linear system with additional equations for the…

Numerical Analysis · Mathematics 2023-08-09 Kyriakos D. Kantarakias , George Papadakis

On top of machine learning models, uncertainty quantification (UQ) functions as an essential layer of safety assurance that could lead to more principled decision making by enabling sound risk assessment and management. The safety and…

Machine Learning · Computer Science 2024-03-28 Venkat Nemani , Luca Biggio , Xun Huan , Zhen Hu , Olga Fink , Anh Tran , Yan Wang , Xiaoge Zhang , Chao Hu

We present a simple and effective approach for posterior uncertainty quantification in deep operator networks (DeepONets); an emerging paradigm for supervised learning in function spaces. We adopt a frequentist approach based on randomized…

Machine Learning · Computer Science 2022-08-17 Yibo Yang , Georgios Kissas , Paris Perdikaris

The deepening penetration of renewable resources into power systems entails great difficulties that have not been surmounted satisfactorily. An issue that merits special attention is the short-term planning of power systems under net load…

Optimization and Control · Mathematics 2020-12-15 Ogun Yurdakul , Fikret Sivrikaya , Sahin Albayrak

Recently, uncertainty-aware deep learning methods for multiclass labeling problems have been developed that provide calibrated class prediction probabilities and out-of-distribution (OOD) indicators, letting machine learning (ML) consumers…

Machine Learning · Computer Science 2024-05-10 Harry Li , Steven Jorgensen , John Holodnak , Allan Wollaber

Models are often given in terms of differential equations to represent physical systems. In the presence of uncertainty, accurate prediction of the behavior of these systems using the models requires understanding the effect of uncertainty…

Computational Physics · Physics 2020-08-12 Subhayan De

Despite the strong predictive performance of deep learning models for traffic prediction, their widespread deployment in real-world intelligent transportation systems has been restrained by a lack of interpretability. Uncertainty…

Computer Vision and Pattern Recognition · Computer Science 2023-08-14 Alexander Timans , Nina Wiedemann , Nishant Kumar , Ye Hong , Martin Raubal

Single-pass uncertainty quantification (UQ) methods for classification represent uncertainty by predicting a tractable distribution over the class probability vector. While existing approaches primarily focus on enhancing the expressiveness…

Machine Learning · Computer Science 2026-05-26 Taeseong Yoon , Heeyoung Kim

We propose a novel, succinct, and effective approach for distribution prediction to quantify uncertainty in machine learning. It incorporates adaptively flexible distribution prediction of $\mathbb{P}(\mathbf{y}|\mathbf{X}=x)$ in regression…

Machine Learning · Computer Science 2023-06-21 Xing Yan , Yonghua Su , Wenxuan Ma

The calibration of complex computer codes using uncertainty quantification (UQ) methods is a rich area of statistical methodological development. When applying these techniques to simulators with spatial output, it is now standard to use…

Methodology · Statistics 2019-03-25 James M Salter , Daniel B Williamson , John Scinocca , Viatcheslav Kharin

We develop a weakly intrusive framework to simulate the propagation of uncertainty in solutions of generic hyperbolic partial differential equation systems on graph-connected domains with nodal coupling and boundary conditions. The method…

Numerical Analysis · Mathematics 2022-04-14 Svetlana Tokareva , Anatoly Zlotnik , Vitaliy Gyrya

Network models provide an efficient way to represent many real life problems mathematically. In the last few decades, the field of network optimization has witnessed an upsurge of interest among researchers and practitioners. The network…

Artificial Intelligence · Computer Science 2021-03-16 Saibal Majumder

Spreading phenomena essentially underlie the dynamics of various natural and technological networked systems, yet how spatiotemporal propagation patterns emerge from such networks remains largely unknown. Here we propose a novel approach…

Physics and Society · Physics 2024-03-12 Xiaozhu Zhang , Dirk Witthaut , Marc Timme

This paper investigates an issue of distributed fusion estimation under network-induced complexity and stochastic parameter uncertainties. First, a novel signal selection method based on event-trigger is developed to handle network-induced…

Systems and Control · Electrical Eng. & Systems 2020-12-25 Li Liu , Wenju Zhou , Minrui Fei , Zhile Yang , Hongyong Yang , Huiyu Zhou

This paper proposes a fast and scalable method for uncertainty quantification of machine learning models' predictions. First, we show the principled way to measure the uncertainty of predictions for a classifier based on Nadaraya-Watson's…

In this paper we introduce concepts from uncertainty quantification (UQ) and numerical analysis for the efficient evaluation of stochastic high dimensional Newton iterates. In particular, we develop complex analytic regularity theory of the…

Numerical Analysis · Mathematics 2019-05-23 Julio Enrique Castrillon-Candas , Mark Kon

Large language models (LLMs) have transformed natural language processing, but their reliable deployment requires effective uncertainty quantification (UQ). Existing UQ methods are often heuristic and lack a probabilistic interpretation.…

Computation and Language · Computer Science 2025-11-06 Haoyi Song , Ruihan Ji , Naichen Shi , Fan Lai , Raed Al Kontar

Neural networks (NNs) are now routinely implemented on systems that must operate in uncertain environments, but the tools for formally analyzing how this uncertainty propagates to NN outputs are not yet commonplace. Computing tight bounds…

Machine Learning · Computer Science 2020-12-08 Michael Everett , Golnaz Habibi , Jonathan P. How

The causal (belief) network is a well-known graphical structure for representing independencies in a joint probability distribution. The exact methods and the approximation methods, which perform probabilistic inference in causal networks,…

Artificial Intelligence · Computer Science 2013-04-05 Richard E. Neapolitan , James Kenevan

We present $\Delta$-UQ -- a novel, general-purpose uncertainty estimator using the concept of anchoring in predictive models. Anchoring works by first transforming the input into a tuple consisting of an anchor point drawn from a prior…

Machine Learning · Computer Science 2021-10-06 Rushil Anirudh , Jayaraman J. Thiagarajan