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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

Neural networks (NNs) are currently changing the computational paradigm on how to combine data with mathematical laws in physics and engineering in a profound way, tackling challenging inverse and ill-posed problems not solvable with…

Machine Learning · Computer Science 2023-02-08 Apostolos F Psaros , Xuhui Meng , Zongren Zou , Ling Guo , George Em Karniadakis

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

Simulating complex physical systems is crucial for understanding and predicting phenomena across diverse fields, such as fluid dynamics and heat transfer, as well as plasma physics and structural mechanics. Traditional approaches rely on…

We propose a rigorous framework for Uncertainty Quantification (UQ) in which the UQ objectives and the assumptions/information set are brought to the forefront. This framework, which we call \emph{Optimal Uncertainty Quantification} (OUQ),…

Probability · Mathematics 2016-05-20 Houman Owhadi , Clint Scovel , Timothy John Sullivan , Mike McKerns , Michael Ortiz

Uncertainty Quantification (UQ) is essential in probabilistic machine learning models, particularly for assessing the reliability of predictions. In this paper, we present a systematic framework for estimating both epistemic and aleatoric…

Machine Learning · Statistics 2025-09-11 Marzieh Ajirak , Anand Ravishankar , Petar M. Djuric

Machine learning techniques are becoming an integral component of data analysis in High Energy Physics (HEP). These tools provide a significant improvement in sensitivity over traditional analyses by exploiting subtle patterns in…

Data Analysis, Statistics and Probability · Physics 2021-10-04 Aishik Ghosh , Benjamin Nachman , Daniel Whiteson

This paper presents a method for performing Uncertainty Quantification in high-dimensional uncertain spaces by combining arbitrary polynomial chaos with a recently proposed scheme for sensitivity enhancement (1). Including available…

Numerical Analysis · Mathematics 2024-02-09 Nick Pepper , Francesco Montomoli , Kyriakos Kantarakias

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

Assessing the quality of aleatoric uncertainty estimates from uncertainty quantification (UQ) deep learning methods is important in scientific contexts, where uncertainty is physically meaningful and important to characterize and interpret…

Machine Learning · Computer Science 2024-11-14 Rebecca Nevin , Aleksandra Ćiprijanović , Brian D. Nord

Inverse problems play a key role in modern image/signal processing methods. However, since they are generally ill-conditioned or ill-posed due to lack of observations, their solutions may have significant intrinsic uncertainty. Analysing…

Signal Processing · Electrical Eng. & Systems 2019-09-09 Xiaohao Cai , Marcelo Pereyra , Jason D. McEwen

Well-established methods for the solution of stochastic partial differential equations (SPDEs) typically struggle in problems with high-dimensional inputs/outputs. Such difficulties are only amplified in large-scale applications where even…

Machine Learning · Statistics 2019-09-10 Constantin Grigo , Phaedon-Stelios Koutsourelakis

Advances in architectural design, data availability, and compute have driven remarkable progress in semantic segmentation. Yet, these models often rely on relaxed Bayesian assumptions, omitting critical uncertainty information needed for…

Computer Vision and Pattern Recognition · Computer Science 2026-02-19 M. M. A. Valiuddin , R. J. G. van Sloun , C. G. A. Viviers , P. H. N. de With , F. van der Sommen

Uncertainty quantification (UQ) is a crucial but challenging task in many high-dimensional regression or learning problems to increase the confidence of a given predictor. We develop a new data-driven approach for UQ in regression that…

Machine Learning · Computer Science 2024-07-19 Frederik Hoppe , Claudio Mayrink Verdun , Hannah Laus , Felix Krahmer , Holger Rauhut

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

Deep Learning (DL) methods have been transforming computer vision with innovative adaptations to other domains including climate change. For DL to pervade Science and Engineering (S&E) applications where risk management is a core component,…

Machine Learning · Computer Science 2018-05-25 Thomas Vandal , Evan Kodra , Jennifer Dy , Sangram Ganguly , Ramakrishna Nemani , Auroop R. Ganguly

Uncertainty quantification (UQ) plays a pivotal role in reduction of uncertainties during both optimization and decision making processes. It can be applied to solve a variety of real-world applications in science and engineering. Bayesian…

Deep learning (DL) has shown great potential in medical image enhancement problems, such as super-resolution or image synthesis. However, to date, little consideration has been given to uncertainty quantification over the output image. Here…

Most problems in uncertainty quantification, despite its ubiquitousness in scientific computing, applied mathematics and data science, remain formidable on a classical computer. For uncertainties that arise in partial differential equations…

Quantum Physics · Physics 2022-09-29 Francois Golse , Shi Jin , Nana Liu

Partial differential equation (PDE) models are widely used in engineering and natural sciences to describe spatio-temporal processes. The parameters of the considered processes are often unknown and have to be estimated from experimental…

Numerical Analysis · Mathematics 2016-12-21 Romana Boiger , Jan Hasenauer , Sabrina Hross , Barbara Kaltenbacher