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Particle deposition in fully-developed turbulent pipe flow is quantified taking into account uncertainty in electric charge, van der Waals strength, and temperature effects. A framework is presented for obtaining variance-based sensitivity…

Fluid Dynamics · Physics 2024-03-28 Yuan Yao , Xun Huan , Jesse Capecelatro

Many popular statistical models for complex phenomena are intractable, in the sense that the likelihood function cannot easily be evaluated. Bayesian estimation in this setting remains challenging, with a lack of computational methodology…

Computation · Statistics 2015-03-31 Nial Friel , Antonietta Mira , Chris. J. Oates

Fiber orientation is decisive for the mechanical performance of composite materials. During manufacturing, variations in material and process parameters can influence fiber orientation. We employ multilevel polynomial surrogates to model…

Computational Engineering, Finance, and Science · Computer Science 2025-03-18 Stjepan Salatovic , Sebastian Krumscheid , Florian Wittemann , Luise Kärger

Uncertainty estimation in deep models is essential in many real-world applications and has benefited from developments over the last several years. Recent evidence suggests that existing solutions dependent on simple Gaussian formulations…

Machine Learning · Computer Science 2022-05-11 Jurijs Nazarovs , Ronak R. Mehta , Vishnu Suresh Lokhande , Vikas Singh

A method for the multifidelity Monte Carlo (MFMC) estimation of statistical quantities is proposed which is applicable to computational budgets of any size. Based on a sequence of optimization problems each with a globally minimizing…

Numerical Analysis · Mathematics 2022-11-15 Anthony Gruber , Max Gunzburger , Lili Ju , Zhu Wang

This paper proposes a novel uncertainty quantification framework for computationally demanding systems characterized by a large vector of non-Gaussian uncertainties. It combines state-of-the-art techniques in advanced Monte Carlo sampling…

Computation · Statistics 2018-03-05 Phaedon-Stelios Koutsourelakis

Deformation modeling of cardiac muscle is an important issue in the field of cardiac analysis. For this reason, many approaches have been developed to best estimate the cardiac muscle deformation, and to obtain a practical model to use in…

Computational Engineering, Finance, and Science · Computer Science 2014-12-09 Ahmadreza Baghaie , Hamid Abrishami Moghaddam

Flow matching has become a leading framework for generative modeling, but quantifying the uncertainty of its samples remains an open problem. Existing approaches retrain the model with auxiliary variance heads, maintain costly ensembles, or…

Machine Learning · Computer Science 2026-05-22 Jiarui Xing , Song Wang , Jian Wang

The work focuses on gathering high-fidelity and low-fidelity numerical simulations data using Nektar++ (Solver based on Applied Mathematics) and XFOIL respectively. The utilization of the higher polynomial distribution in calculating the…

Machine Learning · Computer Science 2025-03-12 Swapnil Kumar

When simulating a complex stochastic system, the behavior of output response depends on input parameters estimated from finite real-world data, and the finiteness of data brings input uncertainty into the system. The quantification of the…

Risk Management · Quantitative Finance 2017-12-20 Helin Zhu , Tianyi Liu , Enlu Zhou

This paper considers uncertainty quantification for an elliptic nonlocal equation. In particular, it is assumed that the parameters which define the kernel in the nonlocal operator are uncertain and a priori distributed according to a…

Computation · Statistics 2016-03-22 Ajay Jasra , Kody Law , Yan Zhou

We evaluate two different methods for the integration of prediction uncertainty into diagnostic image classifiers to increase patient safety in deep learning. In the first method, Monte Carlo sampling is applied with dropout at test time to…

Image and Video Processing · Electrical Eng. & Systems 2019-08-05 Max-Heinrich Laves , Sontje Ihler , Tobias Ortmaier

Cardiovascular modeling has rapidly advanced over the past few decades due to the rising needs for health tracking and early detection of cardiovascular diseases. While 1-D arterial models offer an attractive compromise between…

Cardiovascular hemodynamic fields provide valuable medical decision markers for coronary artery disease. Computational fluid dynamics (CFD) is the gold standard for accurate, non-invasive evaluation of these quantities in silico. In this…

Quantitative Methods · Quantitative Biology 2025-08-27 Julian Suk , Guido Nannini , Patryk Rygiel , Christoph Brune , Gianluca Pontone , Alberto Redaelli , Jelmer M. Wolterink

We propose novel scale-invariant error estimators for the Monte Carlo and multilevel Monte Carlo estimation of mean and variance. For any linear transformation of the distribution of the quantity of interest, the computation cost across…

Numerical Analysis · Mathematics 2025-12-09 Sharana Kumar Shivanand , Bojana Rosić

This study is devoted to the construction of a multifidelity Monte Carlo (MFMC) method for the uncertainty quantification of a nonlocal, non-mass-conserving Cahn-Hilliard model for phase transitions with an obstacle potential. We are…

Computational Engineering, Finance, and Science · Computer Science 2023-10-18 Parisa Khodabakhshi , Olena Burkovska , Karen Willcox , Max Gunzburger

We present experimental evidence of multiple blood flow configurations in a relatively simple microfluidic network under constant inlet conditions. We provide evidence of multistability and unsteady dynamics and find good agreement with a…

Quantifying uncertainty of predictions has been identified as one way to develop more trustworthy artificial intelligence (AI) models beyond conventional reporting of performance metrics. When considering their role in a clinical decision…

Data following an interval structure are increasingly prevalent in many scientific applications. In medicine, clinical events are often monitored between two clinical visits, making the exact time of the event unknown and generating…

Methodology · Statistics 2025-04-01 Carlos García Meixide , Michael R. Kosorok , Marcos Matabuena

Computational cardiac modelling is a mature area of biomedical computing, and is currently evolving from a pure research tool to aiding in clinical decision making. Assessing the reliability of computational model predictions is a key…

Computational Physics · Physics 2018-01-10 Rocío Rodríguez-Cantano , Joakim Sundnes , Marie E. Rognes