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This work presents novel extensions for combining two frameworks for quantifying both aleatoric (i.e., irreducible) and epistemic (i.e., reducible) sources of uncertainties in the modeling of engineered systems. The data-consistent (DC)…

Machine Learning · Statistics 2024-03-07 Taylor Roper , Harri Hakula , Troy Butler

As stakeholders and policy makers increasingly rely upon quantitative predictions from advanced computational models, a problem of fundamental importance is the quantification and reduction of uncertainties in both model inputs and output…

Numerical Analysis · Mathematics 2016-01-26 Scott Walsh

In the study of complex dynamical systems, understanding and accurately modeling the underlying physical processes is crucial for predicting system behavior and designing effective interventions. Yet real-world systems exhibit pronounced…

Machine Learning · Statistics 2025-07-15 Ridwan Olabiyi , Han Hu , Ashif Iquebal

System Identification (SysID) is crucial for modeling and understanding dynamical systems using experimental data. While traditional SysID methods emphasize linear models, their inability to fully capture nonlinear dynamics has driven the…

Machine Learning · Computer Science 2025-04-29 Mehmet Ali Ferah , Tufan Kumbasar

A recently developed measure-theoretic framework solves a stochastic inverse problem (SIP) for models where uncertainties in model output data are predominantly due to aleatoric (i.e., irreducible) uncertainties in model inputs (i.e.,…

Numerical Analysis · Mathematics 2023-02-15 Michael Pilosov , Carlos del-Castillo-Negrete , Tian Yu Yen , Troy Butler , Clint Dawson

This paper studies the learning-to-control problem under process and sensing uncertainties for dynamical systems. In our previous work, we developed a data-based generalization of the iterative linear quadratic regulator (iLQR) to design…

Robotics · Computer Science 2023-11-09 Ran Wang , Raman Goyal , Suman Chakravorty

Uncertainty quantification (UQ) is the process of systematically determining and characterizing the degree of confidence in computational model predictions. In the context of systems biology, especially with dynamic models, UQ is crucial…

Machine Learning · Statistics 2024-10-29 Alberto Portela , Julio R. Banga , Marcos Matabuena

In this article, we develop a set-oriented numerical methodology which allows to perform uncertainty quantification (UQ) for dynamical systems from a global point of view. That is, for systems with uncertain parameters we approximate the…

Dynamical Systems · Mathematics 2018-08-29 Michael Dellnitz , Stefan Klus , Adrian Ziessler

In recent years, large language models (LLMs) have become increasingly prevalent, offering remarkable text generation capabilities. However, a pressing challenge is their tendency to make confidently wrong predictions, highlighting the…

Computation and Language · Computer Science 2024-03-06 Xiang Gao , Jiaxin Zhang , Lalla Mouatadid , Kamalika Das

Uncertainty quantification (UQ) is a crucial but challenging task in many high-dimensional regression or learning problems to increase the confidence of a given predictor. We develop a new data-driven approach for UQ in regression that…

Machine Learning · Computer Science 2024-07-19 Frederik Hoppe , Claudio Mayrink Verdun , Hannah Laus , Felix Krahmer , Holger Rauhut

This paper introduces a method for efficiently inferring a high-dimensional distributed quantity from a few observations. The quantity of interest (QoI) is approximated in a basis (dictionary) learned from a training set. The coefficients…

Machine Learning · Statistics 2017-03-28 Lionel Mathelin , Kévin Kasper , Hisham Abou-Kandil

We propose a novel framework for uncertainty quantification via information bottleneck (IB-UQ) for scientific machine learning tasks, including deep neural network (DNN) regression and neural operator learning (DeepONet). Specifically, we…

Numerical Analysis · Mathematics 2023-05-31 Ling Guo , Hao Wu , Wenwen Zhou , Yan Wang , Tao Zhou

Deep Learning (DL) methods have been transforming computer vision with innovative adaptations to other domains including climate change. For DL to pervade Science and Engineering (S&E) applications where risk management is a core component,…

Machine Learning · Computer Science 2018-05-25 Thomas Vandal , Evan Kodra , Jennifer Dy , Sangram Ganguly , Ramakrishna Nemani , Auroop R. Ganguly

We introduce a class of quadratic support (QS) functions, many of which play a crucial role in a variety of applications, including machine learning, robust statistical inference, sparsity promotion, and Kalman smoothing. Well known…

Machine Learning · Statistics 2013-05-03 Aleksandr Y. Aravkin , James V. Burke , Gianluigi Pillonetto

Consistency-based methods have emerged as an effective approach to uncertainty quantification (UQ) in large language models. These methods typically rely on several generations obtained via multinomial sampling, measuring their agreement…

Uncertainty Quantification (UQ) is essential in probabilistic machine learning models, particularly for assessing the reliability of predictions. In this paper, we present a systematic framework for estimating both epistemic and aleatoric…

Machine Learning · Statistics 2025-09-11 Marzieh Ajirak , Anand Ravishankar , Petar M. Djuric

This paper focuses on the problem of quantifying the effects of model-structure uncertainty in the context of time-evolving dynamical systems. This is motivated by multi-model uncertainty in computer physics simulations: developers often…

Dynamical Systems · Mathematics 2019-02-01 Anthony M. DeGennaro , Nathan M. Urban , Balasubramanya T. Nadiga , Terry Haut

Uncertainty quantification (UQ) is crucial in computational fluid dynamics to assess the reliability and robustness of simulations, given the uncertainties in input parameters. OpenLB is an open-source lattice Boltzmann method library…

This paper studies a discrete-time stochastic control problem with linear quadratic criteria over an infinite-time horizon. We focus on a class of control systems whose system matrices are associated with random parameters involving unknown…

Optimization and Control · Mathematics 2022-01-17 Zhaorong Zhang , Juanjuan Xu , Xun Li

Parametric uncertainty in nonlinear dynamical systems can fundamentally alter bifurcation behaviour, leading to qualitative response changes. Predicting operating margins/envelopes under such uncertainties is critical but challenging:…

Dynamical Systems · Mathematics 2026-03-27 Dongxiao Hong , David A. W. Barton , Simon A. Neild
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