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This paper presents a novel feature of the kernel-based system identification method. We prove that the regularized kernel-based approach for the estimation of a finite impulse response is equivalent to a robust least-squares problem with a…

Optimization and Control · Mathematics 2021-05-27 Mohammad Khosravi , Roy S. Smith

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…

Existing procedures for model validation have been deemed inadequate for many engineering systems. The reason of this inadequacy is due to the high degree of complexity of the mechanisms that govern these systems. It is proposed in this…

Artificial Intelligence · Computer Science 2007-05-23 A. Guergachi

We present a novel Bayesian framework for quantifying uncertainty in portfolio temperature alignment models, leveraging the X-Degree Compatibility (XDC) approach with the scientifically validated Finite Amplitude Impulse Response (FaIR)…

Portfolio Management · Quantitative Finance 2024-12-20 Hendrik Weichel , Aleksandr Zinovev , Heikki Haario , Martin Simon

Quantifying uncertainties for machine learning (ML) models is a foundational challenge in modern data analysis. This challenge is compounded by at least two key aspects of the field: (a) inconsistent terminology surrounding uncertainty and…

Machine Learning · Computer Science 2025-06-04 Shubhendu Trivedi , Brian D. Nord

The high dynamics and heterogeneous interactions in the complicated urban systems have raised the issue of uncertainty quantification in spatiotemporal human mobility, to support critical decision-makings in risk-aware web applications such…

Machine Learning · Computer Science 2021-02-12 Zhengyang Zhou , Yang Wang , Xike Xie , Lei Qiao , Yuantao Li

Modern large scale datasets are often plagued with missing entries. For tabular data with missing values, a flurry of imputation algorithms solve for a complete matrix which minimizes some penalized reconstruction error. However, almost…

Machine Learning · Statistics 2021-01-20 Yuxuan Zhao , Madeleine Udell

For seismic analysis in engineering structures, it is essential to consider the dynamic responses under seismic excitation, necessitating the description of seismic accelerations. Limit seismics samples lead to incomplete uncertainty…

Computational Engineering, Finance, and Science · Computer Science 2025-05-20 Shizhong Liang , Yuxiang Yang , Chen Li , Feng Wu

Uncertainty quantification (UQ) has increasing importance in building robust high-performance and generalizable materials property prediction models. It can also be used in active learning to train better models by focusing on getting new…

Materials Science · Physics 2022-11-14 Daniel Varivoda , Rongzhi Dong , Sadman Sadeed Omee , Jianjun Hu

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

Stochastic models are widely used to verify whether systems satisfy their reliability, performance and other nonfunctional requirements. However, the validity of the verification depends on how accurately the parameters of these models can…

Software Engineering · Computer Science 2022-02-22 Naif Alasmari , Radu Calinescu , Colin Paterson , Raffaela Mirandola

Quantifying uncertainties for machine learning models is a critical step to reduce human verification effort by detecting predictions with low confidence. This paper proposes a method for uncertainty quantification (UQ) of table structure…

Computer Vision and Pattern Recognition · Computer Science 2024-07-03 Kehinde Ajayi , Leizhen Zhang , Yi He , Jian Wu

Reduced-rank regression recognises the possibility of a rank-deficient matrix of coefficients. We propose a novel Bayesian model for estimating the rank of the coefficient matrix, which obviates the need for post-processing steps and allows…

Methodology · Statistics 2024-02-14 Maria F. Pintado , Matteo Iacopini , Luca Rossini , Alexander Y. Shestopaloff

The widespread adoption of machine learning surrogate models has significantly improved the scale and complexity of systems and processes that can be explored accurately and efficiently using atomistic modeling. However, the inherently…

Chemical Physics · Physics 2025-03-13 Federico Grasselli , Sanggyu Chong , Venkat Kapil , Silvia Bonfanti , Kevin Rossi

Modern machine learning methods including deep learning have achieved great success in predictive accuracy for supervised learning tasks, but may still fall short in giving useful estimates of their predictive {\em uncertainty}. Quantifying…

Bayesian model updating facilitates the calibration of analytical models based on observations and the quantification of uncertainties in model parameters such as stiffness and mass. This process significantly enhances damage assessment and…

Applications · Statistics 2024-08-06 Taro Yaoyama , Tatsuya Itoi , Jun Iyama

We consider a multiphysics system with multiple component models coupled together through network coupling interfaces, i.e., a handful of scalars. If each component model contains uncertainties represented by a set of parameters, a…

Numerical Analysis · Mathematics 2014-07-28 Paul G. Constantine , Eric T. Phipps , Timothy M. Wildey

Scientific Machine Learning is a new class of approaches that integrate physical knowledge and mechanistic models with data-driven techniques for uncovering governing equations of complex processes. Among the available approaches, Universal…

Machine Learning · Statistics 2024-06-14 Nina Schmid , David Fernandes del Pozo , Willem Waegeman , Jan Hasenauer

This paper introduces a comprehensive, multi-stage machine learning methodology that effectively integrates information systems and artificial intelligence to enhance decision-making processes within the domain of operations research. The…

Machine Learning · Computer Science 2023-04-14 Nijat Mehdiyev , Maxim Majlatow , Peter Fettke

In this paper, we present an approach for quantifying the propagated uncertainty of robot systems in an online and data-driven manner. Especially in Human-Robot Collaboration, keeping track of the safety compliance during run time is…

Robotics · Computer Science 2023-02-22 Woo-Jeong Baek , Torsten Kröger