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We introduce a framework for uncertainty estimation that both describes and extends many existing methods. We consider typical hyperparameters involved in classical training as random variables and marginalise them out to capture various…

Machine Learning · Computer Science 2021-07-07 Francesco Farina , Lawrence Phillips , Nicola J Richmond

In hydrology, modeling streamflow remains a challenging task due to the limited availability of basin characteristics information such as soil geology and geomorphology. These characteristics may be noisy due to measurement errors or may be…

Scientists use mathematical modelling to understand and predict the properties of complex physical systems. In highly parameterised models there often exist relationships between parameters over which model predictions are identical, or…

Data Analysis, Statistics and Probability · Physics 2017-03-24 Dhruva V. Raman , James Anderson , Antonis Papachristodoulou

I develop Macroeconomic Random Forest (MRF), an algorithm adapting the canonical Machine Learning (ML) tool to flexibly model evolving parameters in a linear macro equation. Its main output, Generalized Time-Varying Parameters (GTVPs), is a…

Econometrics · Economics 2021-03-08 Philippe Goulet Coulombe

Statistical models are inherently uncertain. Quantifying or at least upper-bounding their uncertainties is vital for safety-critical systems such as autonomous vehicles. While standard neural networks do not report this information, several…

Contour maps are widely used to display estimates of spatial fields. Instead of showing the estimated field, a contour map only shows a fixed number of contour lines for different levels. However, despite the ubiquitous use of these maps,…

Methodology · Statistics 2016-07-11 David Bolin , Finn Lindgren

The design of next-generation alloys through the Integrated Computational Materials Engineering (ICME) approach relies on multi-scale computer simulations to provide thermodynamic properties when experiments are difficult to conduct.…

Parameter inference and uncertainty quantification are important steps when relating mathematical models to real-world observations, and when estimating uncertainty in model predictions. However, methods for doing this can be…

Quantitative Methods · Quantitative Biology 2025-08-27 Michael J. Plank , Matthew J. Simpson

Mathematical models are essential tools to study how the cardiovascular system maintains homeostasis. The utility of such models is limited by the accuracy of their predictions, which can be determined by uncertainty quantification (UQ). A…

Quantitative Methods · Quantitative Biology 2018-07-20 Andrew D. Marquis , Andrea Arnold , Caron Dean , Brian E. Carlson , Mette S. Olufsen

Purpose: The purpose of this study is to address the lack of uncertainty quantification in numerical hemolysis models, which are critical for medical device evaluations. Specifically, we aim to incorporate experimental variability into…

Medical Physics · Physics 2024-07-29 Christopher Blum , Ulrich Steinseifer , Michael Neidlin

We develop a new Bayesian model for non-rigid registration of three-dimensional medical images, with a focus on uncertainty quantification. Probabilistic registration of large images with calibrated uncertainty estimates is difficult for…

Computer Vision and Pattern Recognition · Computer Science 2021-10-27 Daniel Grzech , Mohammad Farid Azampour , Huaqi Qiu , Ben Glocker , Bernhard Kainz , Loïc Le Folgoc

Constructing probability densities for inference in high-dimensional spectral data is often intractable. In this work, we use normalizing flows on structured spectral latent spaces to estimate such densities, enabling downstream inference…

Machine Learning · Computer Science 2021-08-20 Katiana Kontolati , Natalie Klein , Nishant Panda , Diane Oyen

Uncertainty quantification (UQ) includes the characterization, integration, and propagation of uncertainties that result from stochastic variations and a lack of knowledge or data in the natural world. Monte Carlo (MC) method is a…

Methodology · Statistics 2020-11-03 Jiaxin Zhang

Belief Propagation (BP) is a widely used approximation for exact probabilistic inference in graphical models, such as Markov Random Fields (MRFs). In graphs with cycles, however, no exact convergence guarantees for BP are known, in general.…

Artificial Intelligence · Computer Science 2016-12-28 Wolfgang Gatterbauer

Markov chain geostatistics is a methodology for simulating categorical fields. Its fundamental model for conditional simulation is the Markov chain random field (MCRF) model, and its basic spatial correlation measure is the transiogram.…

Applications · Statistics 2021-12-20 Bo Zhang , Weidong Li , Chuanrong Zhang

Uncertainty quantification is an important and challenging problem in deep learning. Previous methods rely on dropout layers which are not present in modern deep architectures or batch normalization which is sensitive to batch sizes. In…

Computer Vision and Pattern Recognition · Computer Science 2020-07-10 Lukasz Wandzik , Raul Vicente Garcia , Jörg Krüger

Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among many complex systems in science and engineering. The existence of a strange attractor in the turbulent…

Fluid Dynamics · Physics 2018-02-23 Andrew J. Majda , Di Qi

Uncertainty quantification for Particle Image Velocimetry (PIV) is critical for comparing flow fields with Computational Fluid Dynamics (CFD) results, and model design and validation. However, PIV features a complex measurement chain with…

Fluid Dynamics · Physics 2021-07-07 Lalit K. Rajendran , Sayantan Bhattacharya , Sally P. M. Bane , Pavlos P. Vlachos

We present a simple comparative framework for testing and developing uncertainty modeling in uncertain marching cubes implementations. The selection of a model to represent the probability distribution of uncertain values directly…

Human-Computer Interaction · Computer Science 2024-09-16 Robert Sisneros , Tushar M. Athawale , David Pugmire , Kenneth Moreland

The uncertainty principle is one of the fundamental features of quantum mechanics and plays an essential role in quantum information theory. We study uncertainty relations based on variance for arbitrary finite $N$ quantum observables. We…

Quantum Physics · Physics 2023-03-30 Jing-Feng Wu , Qing-Hua Zhang , Shao-Ming Fei
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