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In imaging inverse problems, one seeks to recover an image from missing/corrupted measurements. Because such problems are ill-posed, there is great motivation to quantify the uncertainty induced by the measurement-and-recovery process.…

Computer Vision and Pattern Recognition · Computer Science 2024-07-15 Jeffrey Wen , Rizwan Ahmad , Philip Schniter

This work reports on a method for uncertainty estimation in simulated collider-event predictions. The method is based on a Monte Carlo-veto algorithm, and extends previous work on uncertainty estimates in parton showers by including…

High Energy Physics - Phenomenology · Physics 2024-05-29 Christan Bierlich , Philip Ilten , Tony Menzo , Stephen Mrenna , Manuel Szewc , Michael K. Wilkinson , Ahmed Youssef , Jure Zupan

Adaptive Monte Carlo methods are very efficient techniques designed to tune simulation estimators on-line. In this work, we present an alternative to stochastic approximation to tune the optimal change of measure in the context of…

Probability · Mathematics 2009-10-23 Benjamin Jourdain , Jérôme Lelong

We introduce a particle-number reprojection method in the shell model Monte Carlo that enables the calculation of observables for a series of nuclei using a Monte Carlo sampling for a single nucleus. The method is used to calculate nuclear…

Nuclear Theory · Physics 2009-10-31 Y. Alhassid , S. Liu , H. Nakada

A paramount goal in the field of nuclear physics is to unify ab-initio treatments of bound and unbound states. The position-space quantum Monte Carlo (QMC) methods have a long history of successful bound state calculations in light systems…

Nuclear Theory · Physics 2023-08-29 Abraham R. Flores , Kenneth M. Nollett

Uncertainty quantification in a neural network is one of the most discussed topics for safety-critical applications. Though Neural Networks (NNs) have achieved state-of-the-art performance for many applications, they still provide…

Machine Learning · Computer Science 2022-05-09 Mehedi Hasan , Abbas Khosravi , Ibrahim Hossain , Ashikur Rahman , Saeid Nahavandi

Bias in datasets can be very detrimental for appropriate statistical estimation. In response to this problem, importance weighting methods have been developed to match any biased distribution to its corresponding target unbiased…

Machine Learning · Computer Science 2022-09-12 Antoine de Mathelin , Francois Deheeger , Mathilde Mougeot , Nicolas Vayatis

The propagation of uncertainties in reaction cross sections and rates of neutron-, proton-, and $\alpha$-induced reactions into the final isotopic abundances obtained in nucleosynthesis models is an important issue in studies of…

High Energy Astrophysical Phenomena · Physics 2020-12-24 T. Rauscher

We quantify uncertainties in the location and magnitude of extreme pressure spots revealed from large scale multi-phase flow simulations of cloud cavitation collapse. We examine clouds containing 500 cavities and quantify uncertainties…

Computational Engineering, Finance, and Science · Computer Science 2017-11-09 Jonas Šukys , Ursula Rasthofer , Fabian Wermelinger , Panagiotis Hadjidoukas , Petros Koumoutsakos

In the context of Monte Carlo (MC) simulation of particle transport Uncertainty Quantification (UQ) addresses the issue of predicting non statistical errors affecting the physical results, i.e. errors deriving mainly from uncertainties in…

Computational Physics · Physics 2015-06-18 Paolo Saracco , Maria Grazia Pia

Importance sampling is a Monte Carlo method that introduces a proposal distribution to sample the space according to the target distribution. Yet calibration of the proposal distribution is essential to achieving efficiency, thus the resort…

Computation · Statistics 2022-06-17 Grégoire Aufort , Pierre Pudlo , Denis Burgarella

Microbeam radiation therapy (MRT) utilizes coplanar synchrotron radiation beamlets and is a proposed treatment approach for several tumour diagnoses that currently have poor clinical treatment outcomes, such as gliosarcomas. Prescription…

Estimating the parameters of compact binaries which coalesce and produce gravitational waves is a challenging Bayesian inverse problem. Gravitational-wave parameter estimation lies within the class of multifidelity problems, where a variety…

General Relativity and Quantum Cosmology · Physics 2024-05-31 Bassel Saleh , Aaron Zimmerman , Peng Chen , Omar Ghattas

This paper presents a tool for addressing a key component in many algorithms for planning robot trajectories under uncertainty: evaluation of the safety of a robot whose actions are governed by a closed-loop feedback policy near a nominal…

Robotics · Computer Science 2017-06-05 Edward Schmerling , Marco Pavone

Background: Phase I dose-finding trials increasingly encounter delayed-onset toxicities, especially with immunotherapies and targeted agents. The time-to-event continual reassessment method (TITE-CRM) handles incomplete follow-up using…

Methodology · Statistics 2026-02-24 Robert Amevor , Emmanuel Kubuafor , Dennis Baidoo

Standard approaches for uncertainty quantification in cardiovascular modeling pose challenges due to the large number of uncertain inputs and the significant computational cost of realistic three-dimensional simulations. We propose an…

Quantitative Methods · Quantitative Biology 2020-04-20 Casey M. Fleeter , Gianluca Geraci , Daniele E. Schiavazzi , Andrew M. Kahn , Alison L. Marsden

The objective of this work is to quantify the uncertainty in probability of failure estimates resulting from incomplete knowledge of the probability distributions for the input random variables. We propose a framework that couples the…

Methodology · Statistics 2021-10-26 Dimitris G. Giovanis , Michael Shields

An essential component in proton radiotherapy is the algorithm to calculate the radiation dose to be delivered to the patient. The most common dose algorithms are fast but they are approximate analytical approaches. However their level of…

Medical Physics · Physics 2015-05-20 Pablo P Yepes , Dragan Mirkovic , Phillip J Taddei

In this paper, a Monte Carlo based approach for the quantification of the importance of the scattering input parameters with respect to the failure probability is presented. Using the basic idea of the alpha-factors of the First Order…

Computation · Statistics 2024-08-14 Thomas Most

We present a sampling-free approach for computing the epistemic uncertainty of a neural network. Epistemic uncertainty is an important quantity for the deployment of deep neural networks in safety-critical applications, since it represents…

Machine Learning · Computer Science 2019-12-04 Janis Postels , Francesco Ferroni , Huseyin Coskun , Nassir Navab , Federico Tombari
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