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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

Reliable uncertainty quantification is a first step towards building explainable, transparent, and accountable artificial intelligent systems. Recent progress in Bayesian deep learning has made such quantification realizable. In this paper,…

Computation and Language · Computer Science 2018-11-20 Yijun Xiao , William Yang Wang

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

Machine learning classifiers are probabilistic in nature, and thus inevitably involve uncertainty. Predicting the probability of a specific input to be correct is called uncertainty (or confidence) estimation and is crucial for risk…

Machine Learning · Computer Science 2023-01-11 Gabriella Chouraqui , Liron Cohen , Gil Einziger , Liel Leman

We review the plethora of uncertainty relations that appear in quantum mechanics and their nuances. We present both foundational applications, e.g. in understanding and defining complementarity, and practical applications, e.g. in quantum…

Quantum Physics · Physics 2026-04-13 Giovanni Chesi , Lorenzo Maccone

Engineering simulations using boundary-value partial differential equations often implicitly assume that the uncertainty in the location of the boundary has a negligible impact on the output of the simulation. In this work, we develop a…

Tissues and Organs · Quantitative Biology 2024-06-11 S. Gerry Gralton , Farah Alkhatib , Ben Zwick , George Bourantas , Adam Wittek , Karol Miller

Quality-Diversity optimisation (QD) has proven to yield promising results across a broad set of applications. However, QD approaches struggle in the presence of uncertainty in the environment, as it impacts their ability to quantify the…

Neural and Evolutionary Computing · Computer Science 2023-03-28 Manon Flageat , Antoine Cully

Measurement outcomes of a quantum state can be genuinely random (unpredictable) according to the basic laws of quantum mechanics. The Heisenberg-Robertson uncertainty relation puts constrains on the accuracy of two noncommuting observables.…

Quantum Physics · Physics 2017-09-13 Xiao Yuan , Ge Bai , Tianyi Peng , Xiongfeng Ma

We study the problem of uncertainty quantification for the numerical solution of elliptic partial differential equation boundary value problems posed on domains with stochastically varying boundaries. We also use the uncertainty…

Numerical Analysis · Mathematics 2018-07-17 Jehanzeb H Chaudhry , Nathanial Burch , Donald Estep

The concept of quantum coherence, including various ways to quantify the degree of coherence with respect to the prescribed basis, is currently the subject of active research. The complementarity of quantum coherence in different bases was…

Quantum Physics · Physics 2017-09-08 Alexey E. Rastegin

The prediction of thermo-mechanical behaviour of heterogeneous materials such as heat and moisture transport is strongly influenced by the uncertainty in parameters. Such materials occur e.g. in historic buildings, and the durability…

Computational Engineering, Finance, and Science · Computer Science 2013-03-19 A. Kucerova , J. Sykora , B. Rosic , H. G. Matthies

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

The uncertainty quantifications of theoretical results are of great importance to make meaningful comparisons of those results with experimental data and to make predictions in experimentally unknown regions. By quantifying uncertainties,…

Nuclear Theory · Physics 2018-12-10 Sota Yoshida , Noritaka Shimizu , Tomoaki Togashi , Takaharu Otsuka

Fractional calculus provides a rigorous mathematical framework to describe anomalous stochastic processes by generalizing the notion of classical differential equations to their fractional-order counterparts. By introducing the fractional…

Numerical Analysis · Mathematics 2018-06-04 Ehsan Kharazmi , Mohsen Zayernouri

A machine learning technique is proposed for quantifying uncertainty in power system dynamics with spatiotemporally correlated stochastic forcing. We learn one-dimensional linear partial differential equations for the probability density…

Machine Learning · Computer Science 2023-12-19 Tyler E. Maltba , Vishwas Rao , Daniel Adrian Maldonado

In the context of Monte Carlo (MC) simulation of particle transport Uncertainty Quantification (UQ) addresses the issue of predicting non statistical errors affecting the physical results, i.e. errors deriving mainly from uncertainties in…

Computational Physics · Physics 2015-06-18 Paolo Saracco , Maria Grazia Pia

Accurate quantification of model uncertainty has long been recognized as a fundamental requirement for trusted AI. In regression tasks, uncertainty is typically quantified using prediction intervals calibrated to a specific operating point,…

Machine Learning · Computer Science 2021-06-03 Jiri Navratil , Benjamin Elder , Matthew Arnold , Soumya Ghosh , Prasanna Sattigeri

This paper presents stochastic virtual element methods for propagating uncertainty in linear elastic stochastic problems. We first derive stochastic virtual element equations for 2D and 3D linear elastic problems that may involve…

Numerical Analysis · Mathematics 2023-11-01 Zhibao Zheng , Udo Nackenhorst

In this paper we address the problem of uncertainty management for robust design, and verification of large dynamic networks whose performance is affected by an equally large number of uncertain parameters. Many such networks (e.g. power,…

Computation · Statistics 2011-10-12 Amit Surana , Tuhin Sahai , Andrzej Banaszuk

The goal of this paper is to review the main trends in the domain of uncertainty principles and localization, emphasize their mutual connections and investigate practical consequences. The discussion is strongly oriented towards, and…

Information Theory · Computer Science 2013-09-23 Benjamin Ricaud , Bruno Torresani
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