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We present a hybrid sampling-surrogate approach for reducing the computational expense of uncertainty quantification in nonlinear dynamical systems. Our motivation is to enable rapid uncertainty quantification in complex mechanical systems…

Computation · Statistics 2022-01-27 Hang Yang , Yuji Fujii , K. W. Wang , Alex A. Gorodetsky

Multifidelity forward uncertainty quantification (UQ) problems often involve multiple quantities of interest and heterogeneous models (e.g., different grids, equations, dimensions, physics, surrogate and reduced-order models). While…

Numerical Analysis · Mathematics 2023-06-26 M. Croci , K. E. Willcox , S. J. Wright

Predicting fuel assembly bow in pressurized water reactors requires solving tightly coupled fluid-structure interaction problems, whose direct simulations can be computationally prohibitive, making large-scale uncertainty quantification…

Applications · Statistics 2026-01-27 Ali Abboud , Josselin Garnier , Bertrand Leturcq , Stanislas de Lambert

The burgeoning field of algorithms with predictions studies the problem of using possibly imperfect machine learning predictions to improve online algorithm performance. While nearly all existing algorithms in this framework make no…

Machine Learning · Computer Science 2024-06-05 Bo Sun , Jerry Huang , Nicolas Christianson , Mohammad Hajiesmaili , Adam Wierman , Raouf Boutaba

There are essentially three kinds of approaches to Uncertainty Quantification (UQ): (A) robust optimization, (B) Bayesian, (C) decision theory. Although (A) is robust, it is unfavorable with respect to accuracy and data assimilation. (B)…

We propose a rigorous framework for Uncertainty Quantification (UQ) in which the UQ objectives and the assumptions/information set are brought to the forefront. This framework, which we call \emph{Optimal Uncertainty Quantification} (OUQ),…

Probability · Mathematics 2016-05-20 Houman Owhadi , Clint Scovel , Timothy John Sullivan , Mike McKerns , Michael Ortiz

This review is designed to introduce mathematicians and computational scientists to quantum computing (QC) through the lens of uncertainty quantification (UQ) by presenting a mathematically rigorous and accessible narrative for…

Quantum Physics · Physics 2026-03-30 Ryan Bennink , Olena Burkovska , Konstantin Pieper , Jorge Ramirez , Elaine Wong

Uncertainty Quantification (UQ) is crucial for ensuring the reliability of machine learning models deployed in real-world autonomous systems. However, existing approaches typically quantify task-level output prediction uncertainty without…

Computer Vision and Pattern Recognition · Computer Science 2025-03-27 Luke Chen , Junyao Wang , Trier Mortlock , Pramod Khargonekar , Mohammad Abdullah Al Faruque

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.…

Inverse problems play a key role in modern image/signal processing methods. However, since they are generally ill-conditioned or ill-posed due to lack of observations, their solutions may have significant intrinsic uncertainty. Analysing…

Signal Processing · Electrical Eng. & Systems 2019-09-09 Xiaohao Cai , Marcelo Pereyra , Jason D. McEwen

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

Researchers have proposed several approaches for neural network (NN) based uncertainty quantification (UQ). However, most of the approaches are developed considering strong assumptions. Uncertainty quantification algorithms often perform…

Uncertainty Quantification (UQ) in Language Models (LMs) is key to improving their safety and reliability. Evaluations often use metrics like AUROC to assess how well UQ methods (e.g., negative sequence probabilities) correlate with task…

Computation and Language · Computer Science 2025-08-11 Andrea Santilli , Adam Golinski , Michael Kirchhof , Federico Danieli , Arno Blaas , Miao Xiong , Luca Zappella , Sinead Williamson

TodevelopanovelUncertaintyQuantification (UQ) framework to estimate the uncertainty of patient survival models in the absence of ground truth, we developed and evaluated our approach based on a dataset of 1383 patients treated with…

Uncertainty quantification (UQ) techniques are frequently used to ascertain output variability in systems with parametric uncertainty. Traditional algorithms for UQ are either system-agnostic and slow (such as Monte Carlo) or fast with…

Computation · Statistics 2015-03-19 Tuhin Sahai , Jose Miguel Pasini

Uncertainty quantification (UQ) provides a resource-efficient solution for on-device monitoring of tinyML models deployed without access to true labels. However, existing UQ methods impose significant memory and compute demands, making them…

Machine Learning · Computer Science 2024-11-19 Nikhil P Ghanathe , Steven J E Wilton

In this work we introduce a manifold learning-based method for uncertainty quantification (UQ) in systems describing complex spatiotemporal processes. Our first objective is to identify the embedding of a set of high-dimensional data…

Data Analysis, Statistics and Probability · Physics 2022-05-18 Katiana Kontolati , Dimitrios Loukrezis , Ketson R. M. dos Santos , Dimitrios G. Giovanis , Michael D. Shields

Various real-world scientific applications involve the mathematical modeling of complex uncertain systems with numerous unknown parameters. Accurate parameter estimation is often practically infeasible in such systems, as the available…

Machine Learning · Computer Science 2023-04-12 Qihua Chen , Xuejin Chen , Hyun-Myung Woo , Byung-Jun Yoon

Large language models (LLMs) exhibit impressive fluency, but often produce critical errors known as "hallucinations". Uncertainty quantification (UQ) methods are a promising tool for coping with this fundamental shortcoming. Yet, existing…

Survival analysis, which estimates the probability of event occurrence over time from censored data, is fundamental in numerous real-world applications, particularly in high-stakes domains such as healthcare and risk assessment. Despite…

Machine Learning · Computer Science 2025-05-26 Yu Liu , Weiyao Tao , Tong Xia , Simon Knight , Tingting Zhu
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