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Epistemic uncertainty quantification (UQ) identifies where models lack knowledge. Traditional UQ methods, often based on Bayesian neural networks, are not suitable for pre-trained non-Bayesian models. Our study addresses quantifying…

Machine Learning · Computer Science 2024-04-17 Hanjing Wang , Qiang Ji

When does a large language model (LLM) know what it does not know? Uncertainty quantification (UQ) provides measures of uncertainty, such as an estimate of the confidence in an LLM's generated output, and is therefore increasingly…

Computation and Language · Computer Science 2025-10-17 Debarun Bhattacharjya , Balaji Ganesan , Junkyu Lee , Radu Marinescu , Katsiaryna Mirylenka , Michael Glass , Xiao Shou

Uncertainty Quantification (UQ) is crucial for ensuring the reliability of machine learning models deployed in real-world autonomous systems. However, existing approaches typically quantify task-level output prediction uncertainty without…

Computer Vision and Pattern Recognition · Computer Science 2025-03-27 Luke Chen , Junyao Wang , Trier Mortlock , Pramod Khargonekar , Mohammad Abdullah Al Faruque

Uncertainty quantification (UQ) in mathematical models is essential for accurately predicting system behavior under variability. This study provides guidance on method selection for reliable UQ across varied functional behaviors in…

Numerical Analysis · Mathematics 2025-01-17 Alina Chertock , Arsen S. Iskhakov , Anna Iskhakova , Alexander Kurganov

Ensembles of neural networks (NNs) have long been used to estimate predictive uncertainty; a small number of NNs are trained from different initialisations and sometimes on differing versions of the dataset. The variance of the ensemble's…

Machine Learning · Computer Science 2018-11-30 Tim Pearce , Mohamed Zaki , Andy Neely

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

Contemporary tasks of complex system simulation are often related to the issue of uncertainty management. It comes from the lack of information or knowledge about the simulated system as well as from restrictions of the model set being…

Quantifying simulation uncertainties is a critical component of rigorous predictive simulation. A key component of this is forward propagation of uncertainties in simulation input data to output quantities of interest. Typical approaches…

Mathematical Software · Computer Science 2015-11-13 E. Phipps , M. D'Elia , H. C. Edwards , M. Hoemmen , J. Hu , S. Rajamanickam

Uncertainty Quantification (UQ) is widely regarded as the primary safeguard for deploying Large Language Models (LLMs) in high-stakes domains. However, we argue that the field suffers from a category error: mainstream UQ methods for LLMs…

Computation and Language · Computer Science 2026-05-20 Tiejin Chen , Longchao Da , Xiaoou Liu , Hua Wei

For oceanographic applications, probabilistic forecasts typically have to deal with i) high-dimensional complex models, and ii) very sparse spatial observations. In search-and-rescue operations at sea, for instance, the short-term…

Applications · Statistics 2023-02-15 Florian Beiser , Håvard Heitlo Holm , Jo Eidsvik

The advent of fabrication techniques like additive manufacturing has focused attention on the considerable variability of material response due to defects and other micro-structural aspects. This variability motivates the development of an…

Applied Physics · Physics 2018-02-06 F. Rizzi , R. E. Jones , J. A. Templeton , J. T. Ostien , B. L. Boyce

Inverse Uncertainty Quantification (IUQ) method has been widely used to quantify the uncertainty of Physical Model Parameters (PMPs) in nuclear Thermal Hydraulics (TH) systems. This paper introduces a novel hierarchical Bayesian model which…

Computation · Statistics 2024-03-27 Chen Wang , Xu Wu , Tomasz Kozlowski

Uncertainty quantification is a critical aspect of reinforcement learning and deep learning, with numerous applications ranging from efficient exploration and stable offline reinforcement learning to outlier detection in medical…

Machine Learning · Computer Science 2025-03-27 Moritz A. Zanger , Pascal R. Van der Vaart , Wendelin Böhmer , Matthijs T. J. Spaan

Uncertainty quantification (UQ) plays a major role in verification and validation of computational engineering models and simulations, and establishes trust in the predictive capability of computational models. In the materials science and…

Materials Science · Physics 2022-06-14 Anh Tran , Tim Wildey , Hojun Lim

The ensemble Kalman filter (EnKF) is a data assimilation technique that uses an ensemble of models, updated with data, to track the time evolution of a usually non-linear system. It does so by using an empirical approximation to the…

Applications · Statistics 2021-03-12 Elizabeth Hou , Earl Lawrence , Alfred O. Hero

We review the field of data assimilation (DA) from a Bayesian perspective and show that, in addition to its by now common application to state estimation, DA may be used for model selection. An important special case of the latter is the…

Applications · Statistics 2017-04-05 Alberto Carrassi , Marc Bocquet , Alexis Hannart , Michael Ghil

Most uncertainty quantification (UQ) approaches provide a single scalar value as a measure of model reliability. However, different uncertainty measures could provide complementary information on the prediction confidence. Even measures…

Explicit quantification of uncertainty in engineering simulations is being increasingly used to inform robust and reliable design practices. In the aerospace industry, computationally-feasible analyses for design optimization purposes often…

Fluid Dynamics · Physics 2019-11-13 Jayant Mukhopadhaya , Brian T. Whitehead , John F. Quindlen , Juan J. Alonso

Uncertainty Quantification (UQ) is crucial for ensuring the reliability of automated image segmentations in safety-critical domains like biomedical image analysis or autonomous driving. In segmentation, UQ generates pixel-wise uncertainty…

Deep neural networks are in the limelight of machine learning with their excellent performance in many data-driven applications. However, they can lead to inaccurate predictions when queried in out-of-distribution data points, which can…

Machine Learning · Computer Science 2023-03-01 Yana Stoyanova , Soroush Ghandi , Maryam Tavakol
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