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Uncertainty quantification (UQ) plays a pivotal role in reduction of uncertainties during both optimization and decision making processes. It can be applied to solve a variety of real-world applications in science and engineering. Bayesian…

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…

Uncertainty quantification (UQ) is important for reliability assessment and enhancement of machine learning models. In deep learning, uncertainties arise not only from data, but also from the training procedure that often injects…

Machine Learning · Statistics 2023-11-13 Ziyi Huang , Henry Lam , Haofeng Zhang

Uncertainty Quantification (UQ) is pivotal in enhancing the robustness, reliability, and interpretability of Machine Learning (ML) systems for healthcare, optimizing resources and improving patient care. Despite the emergence of ML-based…

Machine Learning · Computer Science 2025-05-07 L. Julián Lechuga López , Shaza Elsharief , Dhiyaa Al Jorf , Firas Darwish , Congbo Ma , Farah E. Shamout

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

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

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

Uncertainty Quantification (UQ) is widely regarded as the primary safeguard for deploying Large Language Models (LLMs) in high-stakes domains. However, we argue that the field suffers from a category error: mainstream UQ methods for LLMs…

Computation and Language · Computer Science 2026-05-20 Tiejin Chen , Longchao Da , Xiaoou Liu , Hua Wei

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

Partial differential equations (PDEs) are fundamental for theoretically describing numerous physical processes that are based on some input fields in spatial configurations. Understanding the physical process, in general, requires…

Numerical Analysis · Mathematics 2020-10-16 Mahadevan Ganesh , Stuart C Hawkins , Alexandre Tartakovsky , Ramakrishna Tipireddy

In the last few decades, uncertainty quantification (UQ) methods have been used widely to ensure the robustness of engineering designs. This chapter aims to detail recent advances in popular uncertainty quantification methods used in…

Computation · Statistics 2022-11-08 Dinesh Kumar , Farid Ahmed , Shoaib Usman , Ayodeji Alajo , Syed Alam

This paper provides a comparative study of modern uncertainty quantification (UQ) methods. To greatly enhance real-time performance, both differential algebra (DA) and a directional differential algebra (DDA) approach are employed. This can…

Systems and Control · Electrical Eng. & Systems 2026-05-26 Ethan R. Burnett , Spencer Boone

Graphical models have demonstrated their exceptional capabilities across numerous applications. However, their performance, confidence, and trustworthiness are often limited by the inherent randomness in data generation and the lack of…

Machine Learning · Computer Science 2026-04-15 Chao Chen , Chenghua Guo , Rui Xu , Jiujiu Chen , Xiangwen Liao , Xi Zhang , Sihong Xie , Hui Xiong , Philip Yu

Large Language Models (LLMs) have demonstrated remarkable capabilities across various tasks due to large training datasets and powerful transformer architecture. However, the reliability of responses from LLMs remains a question.…

Computation and Language · Computer Science 2025-02-26 Tiejin Chen , Xiaoou Liu , Longchao Da , Jia Chen , Vagelis Papalexakis , Hua Wei

The calibration of complex computer codes using uncertainty quantification (UQ) methods is a rich area of statistical methodological development. When applying these techniques to simulators with spatial output, it is now standard to use…

Methodology · Statistics 2019-03-25 James M Salter , Daniel B Williamson , John Scinocca , Viatcheslav Kharin

Constructing surrogate models for uncertainty quantification (UQ) on complex partial differential equations (PDEs) having inherently high-dimensional $\mathcal{O}(10^{\ge 2})$ stochastic inputs (e.g., forcing terms, boundary conditions,…

Machine Learning · Computer Science 2022-05-27 Katiana Kontolati , Dimitrios Loukrezis , Dimitris G. Giovanis , Lohit Vandanapu , Michael D. Shields

Large molecular representation models pre-trained on massive unlabeled data have shown great success in predicting molecular properties. However, these models may tend to overfit the fine-tuning data, resulting in over-confident predictions…

Chemical Physics · Physics 2024-04-18 Yinghao Li , Lingkai Kong , Yuanqi Du , Yue Yu , Yuchen Zhuang , Wenhao Mu , Chao Zhang

Reliable uncertainty quantification (UQ) in machine learning (ML) regression tasks is becoming the focus of many studies in materials and chemical science. It is now well understood that average calibration is insufficient, and most studies…

Machine Learning · Statistics 2024-01-25 Pascal Pernot

For computational efficiency, surrogate models have been used to emulate mathematical simulators for physical or biological processes. High-speed simulation is crucial for conducting uncertainty quantification (UQ) when the simulation is…

Machine Learning · Computer Science 2022-11-21 Lixiang Zhang , Jia Li

Inverse UQ is the process to inversely quantify the model input uncertainties based on experimental data. This work focuses on developing an inverse UQ process for time-dependent responses, using dimensionality reduction by functional…

Machine Learning · Statistics 2024-01-08 Ziyu Xie , Mahmoud Yaseen , Xu Wu