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Uncertainty Quantification (UQ) is a key discipline for computational modeling of complex systems, enhancing reliability of engineering simulations. In crashworthiness, having an accurate assessment of the behavior of the model uncertainty…

Methodology · Statistics 2021-09-17 Marc Rocas , Alberto García-González , Sergio Zlotnik , Xabier Larráyoz , Pedro Díez

This paper introduces a novel hierarchical Bayesian model specifically designed to address challenges in Inverse Uncertainty Quantification (IUQ) for time-dependent problems in nuclear Thermal Hydraulics (TH) systems. The unique…

Applications · Statistics 2024-03-27 Chen Wang

Next-generation radio interferometers like the Square Kilometer Array have the potential to unlock scientific discoveries thanks to their unprecedented angular resolution and sensitivity. One key to unlocking their potential resides in…

Instrumentation and Methods for Astrophysics · Physics 2024-08-01 Tobías I. Liaudat , Matthijs Mars , Matthew A. Price , Marcelo Pereyra , Marta M. Betcke , Jason D. McEwen

Quantifying uncertainty of machine learning model predictions is essential for reliable decision-making, especially in safety-critical applications. Recently, uncertainty quantification (UQ) theory has advanced significantly, building on a…

Machine Learning · Computer Science 2025-10-01 Alexander Fishkov , Kajetan Schweighofer , Mykyta Ielanskyi , Nikita Kotelevskii , Mohsen Guizani , Maxim Panov

There are essentially three kinds of approaches to Uncertainty Quantification (UQ): (A) robust optimization, (B) Bayesian, (C) decision theory. Although (A) is robust, it is unfavorable with respect to accuracy and data assimilation. (B)…

Scientific imaging problems are often severely ill-posed, and hence have significant intrinsic uncertainty. Accurately quantifying the uncertainty in the solutions to such problems is therefore critical for the rigorous interpretation of…

Image and Video Processing · Electrical Eng. & Systems 2024-10-22 Julian Tachella , Marcelo Pereyra

Computational imaging plays a pivotal role in determining hidden information from sparse measurements. A robust inverse solver is crucial to fully characterize the uncertainty induced by these measurements, as it allows for the estimation…

Computer Vision and Pattern Recognition · Computer Science 2023-11-17 Sirui Bi , Victor Fung , Jiaxin Zhang

Uncertainty quantification (UQ) in scientific machine learning is increasingly critical as neural networks are widely adopted to tackle complex problems across diverse scientific disciplines. For physics-informed neural networks (PINNs), a…

Machine Learning · Statistics 2025-10-20 Frank Shih , Zhenghao Jiang , Faming Liang

We present a framework that enables estimation of low-dimensional sub-resolution reservoir properties directly from seismic data, without requiring the solution of a high dimensional seismic inverse problem. Our workflow is based on the…

Geophysics · Physics 2019-05-15 Anshuman Pradhan , Tapan Mukerji

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

Uncertainty estimation is critical for numerous applications of deep neural networks and draws growing attention from researchers. Here, we demonstrate an uncertainty quantification approach for deep neural networks used in inverse problems…

Computer Vision and Pattern Recognition · Computer Science 2023-12-15 Luzhe Huang , Jianing Li , Xiaofu Ding , Yijie Zhang , Hanlong Chen , Aydogan Ozcan

Researchers have proposed several approaches for neural network (NN) based uncertainty quantification (UQ). However, most of the approaches are developed considering strong assumptions. Uncertainty quantification algorithms often perform…

Machine learning methods are increasingly widely used in high-risk settings such as healthcare, transportation, and finance. In these settings, it is important that a model produces calibrated uncertainty to reflect its own confidence and…

Artificial Intelligence · Computer Science 2022-09-09 Sophia Sun

Uncertainties from model parameters and model discrepancy from small-scale models impact the accuracy and reliability of predictions of large-scale systems. Inadequate representation of these uncertainties may result in inaccurate and…

Methodology · Statistics 2014-12-18 K. Sham Bhat , David S. Mebane , Curtis B. Storlie , Priyadarshi Mahapatra

Additive manufacturing (AM) technology is being increasingly adopted in a wide variety of application areas due to its ability to rapidly produce, prototype, and customize designs. AM techniques afford significant opportunities in regard to…

Applications · Statistics 2023-03-24 Ziyu Xie , Wen Jiang , Congjian Wang , Xu Wu

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

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

Uncertainty quantification has been a core of the statistical machine learning, but its computational bottleneck has been a serious challenge for both Bayesians and frequentists. We propose a model-based framework in quantifying…

Machine Learning · Computer Science 2019-06-04 Minsuk Shin , Young Lee , Jun S. Liu

Uncertainty quantification (UQ) is essential for assessing the reliability of Earth observation (EO) products. However, the extensive use of machine learning models in EO introduces an additional layer of complexity, as those models…

Machine Learning · Computer Science 2024-12-10 Yuanyuan Wang , Qian Song , Dawood Wasif , Muhammad Shahzad , Christoph Koller , Jonathan Bamber , Xiao Xiang Zhu

This paper introduces CUQIpy, a versatile open-source Python package for computational uncertainty quantification (UQ) in inverse problems, presented as Part I of a two-part series. CUQIpy employs a Bayesian framework, integrating prior…