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We study Bayesian inversion for a model elliptic PDE with unknown diffusion coefficient. We provide complexity analyses of several Markov Chain-Monte Carlo (MCMC) methods for the efficient numerical evaluation of expectations under the…

Numerical Analysis · Mathematics 2013-05-01 Viet Ha Hoang , Christoph Schwab , Andrew M. Stuart

The post-Moore era casts a shadow of uncertainty on many aspects of computer system design. Managing that uncertainty requires new algorithmic tools to make quantitative assessments. While prior uncertainty quantification methods, such as…

Signal Processing · Electrical Eng. & Systems 2019-10-22 Zichang He , Weilong Cui , Chunfeng Cui , Timothy Sherwood , Zheng Zhang

The Computer_Aided Diagnosis (CAD) systems facilitate accurate diagnosis of diseases. The development of CADs by leveraging third generation neural network, namely, Spiking Neural Network (SNN), is essential to utilize of the benefits of…

Image and Video Processing · Electrical Eng. & Systems 2025-04-28 Mohaddeseh Chegini , Ali Mahloojifar

Bayesian methods hold significant promise for improving the uncertainty quantification ability and robustness of deep neural network models. Recent research has seen the investigation of a number of approximate Bayesian inference methods…

Machine Learning · Computer Science 2022-02-09 Meet P. Vadera , Adam D. Cobb , Brian Jalaian , Benjamin M. Marlin

Reliable uncertainty quantification on RUL prediction is crucial for informative decision-making in predictive maintenance. In this context, we assess some of the latest developments in the field of uncertainty quantification for…

Machine Learning · Computer Science 2023-02-10 Luis Basora , Arthur Viens , Manuel Arias Chao , Xavier Olive

Bayesian neural learning feature a rigorous approach to estimation and uncertainty quantification via the posterior distribution of weights that represent knowledge of the neural network. This not only provides point estimates of optimal…

Machine Learning · Computer Science 2018-11-13 Rohitash Chandra , Konark Jain , Ratneel V. Deo , Sally Cripps

Quantifying the uncertainty in the output of a neural network is essential for deployment in scientific or engineering applications where decisions must be made under limited or noisy data. Bayesian neural networks (BNNs) provide a…

Machine Learning · Statistics 2026-03-10 Alex Alberts , Ilias Bilionis

Many scientific and engineering problems require to perform Bayesian inferences in function spaces, in which the unknowns are of infinite dimension. In such problems, many standard Markov Chain Monte Carlo (MCMC) algorithms become arbitrary…

Numerical Analysis · Mathematics 2016-04-12 Zhe Feng , Jinglai Li

Markov Chain Monte Carlo (MCMC) methods for sampling probability density functions (combined with abundant computational resources) have transformed the sciences, especially in performing probabilistic inferences, or fitting models to data.…

Instrumentation and Methods for Astrophysics · Physics 2018-05-23 David W. Hogg , Daniel Foreman-Mackey

The automated real-time recognition of unexpected situations plays a crucial role in the safety of autonomous vehicles, especially in unsupported and unpredictable scenarios. This paper evaluates different Bayesian uncertainty…

Machine Learning · Computer Science 2025-02-14 Ruben Grewal , Paolo Tonella , Andrea Stocco

Developments in the description of the masses of atomic nuclei have led to various nuclear mass models that provide predictions for masses across the whole chart of nuclides. These mass models play an important role in understanding the…

Nuclear Theory · Physics 2024-02-28 Yukiya Saito , Iris Dillmann , Reiner Kruecken , Matthew R. Mumpower , Rebecca Surman

In engineering, accurately modeling nonlinear dynamic systems from data contaminated by noise is both essential and complex. Established Sequential Monte Carlo (SMC) methods, used for the Bayesian identification of these systems, facilitate…

Machine Learning · Statistics 2024-04-25 Joe D. Longbottom , Max D. Champneys , Timothy J. Rogers

Multiple Classifier Systems (MCSs) allow evaluation of the uncertainty of classification outcomes that is of crucial importance for safety critical applications. The uncertainty of classification is determined by a trade-off between the…

The methodology developed in this article is motivated by a wide range of prediction and uncertainty quantification problems that arise in Statistics, Machine Learning and Applied Mathematics, such as non-parametric regression, multi-class…

Methodology · Statistics 2019-03-26 Victor Chen , Matthew M. Dunlop , Omiros Papaspiliopoulos , Andrew M. Stuart

Recently, Neural Ordinary Differential Equations has emerged as a powerful framework for modeling physical simulations without explicitly defining the ODEs governing the system, but instead learning them via machine learning. However, the…

Recently, there has been a significant amount of interest in satellite telemetry anomaly detection (AD) using neural networks (NN). For AD purposes, the current approaches focus on either forecasting or reconstruction of the time series,…

Machine Learning · Computer Science 2022-11-29 Mohammad Amin Maleki Sadr , Yeying Zhu , Peng Hu

The usual figure of merit characterizing the performance of neural networks applied to problems in the quantum domain is their accuracy, being the probability of a correct answer on a previously unseen input. Here we append this parameter…

Quantum Physics · Physics 2022-12-29 Jan Wasilewski , Tomasz Paterek , Karol Horodecki

Uncertainty quantification (UQ) in machine learning is currently drawing increasing research interest, driven by the rapid deployment of deep neural networks across different fields, such as computer vision, natural language processing, and…

Machine Learning · Computer Science 2022-08-26 Zongren Zou , Xuhui Meng , Apostolos F Psaros , George Em Karniadakis

Convolutional neural network (CNN) has achieved unprecedented success in image super-resolution tasks in recent years. However, the network's performance depends on the distribution of the training sets and degrades on out-of-distribution…

Computer Vision and Pattern Recognition · Computer Science 2021-05-20 Aupendu Kar , Prabir Kumar Biswas

Inputs to machine learning models can have associated noise or uncertainties, but they are often ignored and not modelled. It is unknown if Bayesian Neural Networks and their approximations are able to consider uncertainty in their inputs.…

Machine Learning · Computer Science 2025-01-15 Matias Valdenegro-Toro , Marco Zullich