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Neural networks (NNs) are currently changing the computational paradigm on how to combine data with mathematical laws in physics and engineering in a profound way, tackling challenging inverse and ill-posed problems not solvable with…
In this paper we demonstrate the only available scalable information bounds for quantities of interest of high dimensional probabilistic models. Scalability of inequalities allows us to (a) obtain uncertainty quantification bounds for…
Significant progress has been made in developing identification and estimation techniques for missing data problems where modeling assumptions can be described via a directed acyclic graph. The validity of results using such techniques rely…
In computational materials science, mechanical properties are typically extracted from simulations by means of analysis routines that seek to mimic their experimental counterparts. However, simulated data often exhibit uncertainties that…
Predictive uncertainty estimation remains a challenging problem precluding the use of deep neural networks as subsystems within safety-critical applications. Aleatoric uncertainty is a component of predictive uncertainty that cannot be…
The widespread adoption of machine learning surrogate models has significantly improved the scale and complexity of systems and processes that can be explored accurately and efficiently using atomistic modeling. However, the inherently…
Deep neural networks are often ignorant about what they do not know and overconfident when they make uninformed predictions. Some recent approaches quantify classification uncertainty directly by training the model to output high…
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…
Mathematical models simulate various events under different conditions, enabling an early overview of the system to be implemented in practice, reducing the waste of resources and in less time. In project optimization, these models play a…
Probabilistic graphical models (PGMs) serve as a powerful framework for modeling complex systems with uncertainty and extracting valuable insights from data. However, users face challenges when applying PGMs to their problems in terms of…
Accurate modelling and quantification of predictive uncertainty is crucial in deep learning since it allows a model to make safer decisions when the data is ambiguous and facilitates the users' understanding of the model's confidence in its…
We discuss several aspects of creation of adequate mathematical models in other sciences. In particular, many difficulties stem from great complexity of the source systems and the presence of a variety of uncertain factors. We illustrate…
Proper quantification and propagation of uncertainties in computational simulations are of critical importance. This issue is especially challenging for CFD applications. A particular obstacle for uncertainty quantifications in CFD problems…
In system analysis and design optimization, multiple computational models are typically available to represent a given physical system. These models can be broadly classified as high-fidelity models, which provide highly accurate…
Techniques for understanding the functioning of complex machine learning models are becoming increasingly popular, not only to improve the validation process, but also to extract new insights about the data via exploratory analysis. Though…
Data-driven modeling is useful for reconstructing nonlinear dynamical systems when the underlying process is unknown or too expensive to compute. Having reliable uncertainty assessment of the forecast enables tools to be deployed to predict…
Uncertainty quantification is at the core of the reliability and robustness of machine learning. In this paper, we provide a theoretical framework to dissect the uncertainty, especially the \textit{epistemic} component, in deep learning…
When the cost of misclassifying a sample is high, it is useful to have an accurate estimate of uncertainty in the prediction for that sample. There are also multiple types of uncertainty which are best estimated in different ways, for…
The opaque nature of transformer-based models, particularly in applications susceptible to unethical practices such as dark-patterns in user interfaces, requires models that integrate uncertainty quantification to enhance trust in…
The advent of fabrication techniques like additive manufacturing has focused attention on the considerable variability of material response due to defects and other micro-structural aspects. This variability motivates the development of an…