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This paper presents a sample-efficient, data-driven control framework for finite-horizon linear quadratic (LQ) control of linear time-varying (LTV) systems. In contrast to the time-invariant case, the time-varying LQ problem involves a…

Systems and Control · Electrical Eng. & Systems 2025-09-30 Sahel Vahedi Noori , Maryam Babazadeh

We consider the continuous-time setting of linear time-invariant (LTI) systems in feedback with multiplicative stochastic uncertainties. The objective of the paper is to characterize the conditions of Mean-Square Stability (MSS) using a…

Systems and Control · Computer Science 2018-06-26 Maurice Filo , Bassam Bamieh

How to accurately quantify the uncertainty of stochastic dynamical responses affected by uncertain loads and structural parameters is an important issue in structural safety and reliability analysis. In this paper, the conditional…

Computational Engineering, Finance, and Science · Computer Science 2025-01-03 Feng Wu , Yuelin Zhao , Li Zhu

We introduce Coarse Q-learning (CQL), a reinforcement-learning model for bandit problems with stochastically varying menus. Alternatives are exogenously partitioned into similarity classes, and feedback from sampled alternatives is pooled…

Theoretical Economics · Economics 2026-05-13 Philippe Jehiel , Aviman Satpathy

This paper introduces CUQIpy, a versatile open-source Python package for computational uncertainty quantification (UQ) in inverse problems, presented as Part I of a two-part series. CUQIpy employs a Bayesian framework, integrating prior…

Optimal uncertainty quantification (OUQ) is a framework for numerical extreme-case analysis of stochastic systems with imperfect knowledge of the underlying probability distribution. This paper presents sufficient conditions under which an…

Optimization and Control · Mathematics 2015-04-29 Shuo Han , Molei Tao , Ufuk Topcu , Houman Owhadi , Richard M. Murray

In this work we consider the problem of approximating the statistics of a given Quantity of Interest (QoI) that depends on the solution of a linear elliptic PDE defined over a random domain parameterized by $N$ random variables. The…

Numerical Analysis · Mathematics 2016-03-29 Julio E. Castrillon-Candas , Fabio Nobile , Raul F. Tempone

Unlike traditional model-based reinforcement learning approaches that estimate system parameters from data, non-model-based data-driven control learns the optimal policy directly from input-state data without any intermediate model…

Optimization and Control · Mathematics 2026-05-05 Leilei Cui , Zhong-Ping Jiang , Petter N. Kolm , Grégoire G. Macqueron

The integration of Scientific Machine Learning (SciML) techniques with uncertainty quantification (UQ) represents a rapidly evolving frontier in computational science. This work advances Physics-Informed Neural Networks (PINNs) by…

Machine Learning · Statistics 2025-12-30 Georgios Arampatzis , Stylianos Katsarakis , Charalambos Makridakis

Effective Uncertainty Quantification (UQ) represents a key aspect for reliable deployment of Large Language Models (LLMs) in automated decision-making and beyond. Yet, for LLM generation with multiple choice structure, the state-of-the-art…

Machine Learning · Computer Science 2025-11-18 Ramzi Dakhmouche , Adrien Letellier , Hossein Gorji

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

Accurately quantifying a large language model's (LLM) predictive uncertainty is crucial for judging the reliability of its answers. While most existing research focuses on short, directly answerable questions with closed-form outputs (e.g.,…

Computation and Language · Computer Science 2025-08-08 Yinghao Li , Rushi Qiang , Lama Moukheiber , Chao Zhang

Inverse linear programming (LP) has received increasing attention due to its potential to generate efficient optimization formulations that can closely replicate the behavior of a complex system. However, inversely inferred parameters and…

Optimization and Control · Mathematics 2022-02-22 Zahed Shahmoradi , Taewoo Lee

Deterministic uncertainty quantification (UQ) in deep learning aims to estimate uncertainty with a single pass through a network by leveraging outputs from the network's feature extractor. Existing methods require that the feature extractor…

Machine Learning · Computer Science 2025-01-10 Felix Jimenez , Matthias Katzfuss

It is critical and challenging to design robust predictors for stochastic dynamical systems (SDSs) with uncertainty quantification (UQ) in the prediction. Specifically, robustness guarantees the worst-case performance when the predictor's…

Optimization and Control · Mathematics 2023-11-14 Tao Xu , Jianping He

Uncertainty quantification (UQ) is essential for safe deployment of generative AI models such as large language models (LLMs), especially in high stakes applications. Conformal prediction (CP) offers a principled uncertainty quantification…

Machine Learning · Computer Science 2025-06-09 Sima Noorani , Shayan Kiyani , George Pappas , Hamed Hassani

Given a set of trajectories demonstrating the execution of a task safely in a constrained MDP with observable rewards but with unknown constraints and non-observable costs, we aim to find a policy that maximizes the likelihood of…

Machine Learning · Computer Science 2026-03-02 George Papadopoulos , George A. Vouros

We consider an unknown multivariate function representing a system-such as a complex numerical simulator-taking both deterministic and uncertain inputs. Our objective is to estimate the set of deterministic inputs leading to outputs whose…

Machine Learning · Statistics 2024-12-09 Romain Ait Abdelmalek-Lomenech , Julien Bect , Vincent Chabridon , Emmanuel Vazquez

Quantifying uncertainty of machine learning model predictions is essential for reliable decision-making, especially in safety-critical applications. Recently, uncertainty quantification (UQ) theory has advanced significantly, building on a…

Machine Learning · Computer Science 2025-10-01 Alexander Fishkov , Kajetan Schweighofer , Mykyta Ielanskyi , Nikita Kotelevskii , Mohsen Guizani , Maxim Panov

We introduce a machine-learning approach for identifying hidden structural features of open quantum dynamics under restricted experimental access. Unlike most existing data-driven methods which focus on detection or prediction of dynamical…

Quantum Physics · Physics 2026-04-02 Alexander Teretenkov , Sergey Kuznetsov , Alexander Pechen
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