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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

We apply random matrix theory to study the impact of measurement uncertainty on dynamic mode decomposition. Specifically, when the measurements follow a normal probability density function, we show how the moments of that density propagate…

Methodology · Statistics 2025-09-04 P. Algikar , P. Sharma , M. Netto , L. Mili

Molecular dynamics simulation is now a widespread approach for understanding complex systems on the atomistic scale. It finds applications from physics and chemistry to engineering, life and medical science. In the last decade, the approach…

Computational Physics · Physics 2021-04-28 Shunzhou Wan , Robert C. Sinclair , Peter V. Coveney

Uncertainty analysis in the outcomes of model predictions is a key element in decision-based material design to establish confidence in the models and evaluate the fidelity of models. Uncertainty Propagation (UP) is a technique to determine…

Machine Learning · Computer Science 2023-02-13 Danial Khatamsaz , Vahid Attari , Raymundo Arroyave , Douglas L. Allaire

Uncertainty quantification (UQ) includes the characterization, integration, and propagation of uncertainties that result from stochastic variations and a lack of knowledge or data in the natural world. Monte Carlo (MC) method is a…

Methodology · Statistics 2020-11-03 Jiaxin Zhang

Computing systems interacting with real-world processes must safely and reliably process uncertain data. The Monte Carlo method is a popular approach for computing with such uncertain values. This article introduces a framework for…

We introduce a theoretical framework for the calculation of uncertainties affecting observables produced by Monte Carlo particle transport, which derive from uncertainties in physical parameters input into simulation. The theoretical…

Data Analysis, Statistics and Probability · Physics 2014-01-17 Paolo Saracco , Maria Grazia Pia , Matej Batic

In quantum theory, the inescapable interaction between a system and its surroundings would lead to a loss of coherence and leakage of information into the environment. An effective approach to retain the quantum characteristics of the…

Quantum Physics · Physics 2025-08-29 Guohui Dong , Yao Yao

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

Modelling uncertainty in Machine Learning models is essential for achieving safe and reliable predictions. Most research on uncertainty focuses on output uncertainty (predictions), but minimal attention is paid to uncertainty at inputs. We…

Machine Learning · Computer Science 2024-06-28 Matias Valdenegro-Toro , Ivo Pascal de Jong , Marco Zullich

Statistical learning algorithms provide a generally-applicable framework to sidestep time-consuming experiments, or accurate physics-based modeling, but they introduce a further source of error on top of the intrinsic limitations of the…

Chemical Physics · Physics 2024-05-17 Matthias Kellner , Michele Ceriotti

Software engineers often have to estimate the performance of a software system before having full knowledge of the system parameters, such as workload and operational profile. These uncertain parameters inevitably affect the accuracy of…

Software Engineering · Computer Science 2018-01-16 Aldeida Aleti , Catia Trubiani , André van Hoorn , Pooyan Jamshidi

In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…

Applications · Statistics 2020-05-19 Omid Sedehi , Costas Papadimitriou , Lambros S. Katafygiotis

Fast and accurate predictions of uncertainties in the computed dose are crucial for the determination of robust treatment plans in radiation therapy. This requires the solution of particle transport problems with uncertain parameters or…

Medical Physics · Physics 2022-11-09 Pia Stammer , Lucas Burigo , Oliver Jäkel , Martin Frank , Niklas Wahl

In this article we study the problem of quantifying the uncertainty in an experiment with a technical system. We propose new density estimates which combine observed data of the technical system and simulated data from an (imperfect)…

Statistics Theory · Mathematics 2020-12-21 Sebastian Kersting , Michael Kohler

Efficient treatment of systematic uncertainties that depend on a large number of nuisance parameters is a persistent difficulty in particle physics experiments. Where low-level effects are not amenable to simple parameterization or…

High Energy Physics - Experiment · Physics 2020-08-14 M. G. Aartsen , M. Ackermann , J. Adams , J. A. Aguilar , M. Ahlers , M. Ahrens , B. Al. Atoum , C. Alispach , K. Andeen , T. Anderson , I. Ansseau , G. Anton , C. Argüelles , J. Auffenberg , S. Axani , P. Backes , H. Bagherpour , X. Bai , A. Balagopal V. , A. Barbano , S. W. Barwick , B. Bastian , V. Baum , S. Baur , R. Bay , J. J. Beatty , K. -H. Becker , J. Becker Tjus , S. BenZvi , D. Berley , E. Bernardini , D. Z. Besson , G. Binder , D. Bindig , E. Blaufuss , S. Blot , C. Bohm , M. Börner , S. Böser , O. Botner , J. Böttcher , E. Bourbeau , J. Bourbeau , F. Bradascio , J. Braun , S. Bron , J. Brostean-Kaiser , A. Burgman , J. Buscher , R. S. Busse , T. Carver , C. Chen , E. Cheung , D. Chirkin , S. Choi , K. Clark , L. Classen , A. Coleman , G. H. Collin , J. M. Conrad , P. Coppin , P. Correa , D. F. Cowen , R. Cross , P. Dave , C. De Clercq , J. J. DeLaunay , H. Dembinski , K. Deoskar , S. De Ridder , P. Desiati , K. D. de Vries , G. de Wasseige , M. de With , T. DeYoung , A. Diaz , J. C. Díaz-Vélez , H. Dujmovic , M. Dunkman , E. Dvorak , B. Eberhardt , T. Ehrhardt , P. Eller , R. Engel , P. A. Evenson , S. Fahey , A. R. Fazely , J. Felde , K. Filimonov , C. Finley , D. Fox , A. Franckowiak , E. Friedman , A. Fritz , T. K. Gaisser , J. Gallagher , E. Ganster , S. Garrappa , L. Gerhardt , K. Ghorbani , T. Glauch , T. Glüsenkamp , A. Goldschmidt , J. G. Gonzalez , D. Grant , Z. Griffith , S. Griswold , M. Günder , M. Gündüz , C. Haack , A. Hallgren , L. Halve , F. Halzen , K. Hanson , A. Haungs , D. Hebecker , D. Heereman , P. Heix , K. Helbing , R. Hellauer , F. Henningsen , S. Hickford , J. Hignight , G. C. Hill , K. D. Hoffman , R. Hoffmann , T. Hoinka , B. Hokanson-Fasig , K. Hoshina , F. Huang , M. Huber , T. Huber , K. Hultqvist , M. Hünnefeld , R. Hussain , S. In , N. Iovine , A. Ishihara , G. S. Japaridze , M. Jeong , K. Jero , B. J. P. Jones , F. Jonske , R. Joppe , D. Kang , W. Kang , A. Kappes , D. Kappesser , T. Karg , M. Karl , A. Karle , U. Katz , M. Kauer , J. L. Kelley , A. Kheirandish , J. Kim , T. Kintscher , J. Kiryluk , T. Kittler , S. R. Klein , R. Koirala , H. Kolanoski , L. Köpke , C. Kopper , S. Kopper , D. J. Koskinen , M. Kowalski , K. Krings , G. Krückl , N. Kulacz , N. Kurahashi , A. Kyriacou , M. Labare , J. L. Lanfranchi , M. J. Larson , F. Lauber , J. P. Lazar , K. Leonard , A. Leszczyńska , M. Leuermann , Q. R. Liu , E. Lohfink , C. J. Lozano Mariscal , L. Lu , F. Lucarelli , J. Lünemann , W. Luszczak , Y. Lyu , W. Y. Ma , J. Madsen , G. Maggi , K. B. M. Mahn , Y. Makino , P. Mallik , K. Mallot , S. Mancina , I. C. Mariş , R. Maruyama , K. Mase , R. Maunu , F. McNally , K. Meagher , M. Medici , A. Medina , M. Meier , S. Meighen-Berger , T. Menne , G. Merino , T. Meures , J. Micallef , D. Mockler , G. Momenté , T. Montaruli , R. W. Moore , R. Morse , M. Moulai , P. Muth , R. Nagai , U. Naumann , G. Neer , H. Niederhausen , M. U. Nisa , S. C. Nowicki , D. R. Nygren , A. Obertacke Pollmann , M. Oehler , A. Olivas , A. O'Murchadha , E. O'Sullivan , T. Palczewski , H. Pandya , D. V. Pankova , N. Park , P. Peiffer , C. Pérez de los Heros , S. Philippen , D. Pieloth , E. Pinat , A. Pizzuto , M. Plum , A. Porcelli , P. B. Price , G. T. Przybylski , C. Raab , A. Raissi , M. Rameez , L. Rauch , K. Rawlins , I. C. Rea , R. Reimann , B. Relethford , M. Renschler , G. Renzi , E. Resconi , W. Rhode , M. Richman , S. Robertson , M. Rongen , C. Rott , T. Ruhe , D. Ryckbosch , D. Rysewyk , I. Safa , S. E. Sanchez Herrera , A. Sandrock , J. Sandroos , M. Santander , S. Sarkar , S. Sarkar , K. Satalecka , M. Schaufel , H. Schieler , P. Schlunder , T. Schmidt , A. Schneider , J. Schneider , F. G. Schröder , L. Schumacher , S. Sclafani , D. Seckel , S. Seunarine , S. Shefali , M. Silva , R. Snihur , J. Soedingrekso , D. Soldin , M. Song , G. M. Spiczak , C. Spiering , J. Stachurska , M. Stamatikos , T. Stanev , R. Stein , P. Steinmüller , J. Stettner , A. Steuer , T. Stezelberger , R. G. Stokstad , A. Stößl , N. L. Strotjohann , T. Stürwald , T. Stuttard , G. W. Sullivan , I. Taboada , F. Tenholt , S. Ter-Antonyan , A. Terliuk , S. Tilav , K. Tollefson , L. Tomankova , C. Tönnis , S. Toscano , D. Tosi , A. Trettin , M. Tselengidou , C. F. Tung , A. Turcati , R. Turcotte , C. F. Turley , B. Ty , E. Unger , M. A. Unland Elorrieta , M. Usner , J. Vandenbroucke , W. Van Driessche , D. van Eijk , N. van Eijndhoven , S. Vanheule , J. van Santen , M. Vraeghe , C. Walck , A. Wallace , M. Wallraff , N. Wandkowsky , T. B. Watson , C. Weaver , A. Weindl , M. J. Weiss , J. Weldert , C. Wendt , J. Werthebach , B. J. Whelan , N. Whitehorn , K. Wiebe , C. H. Wiebusch , L. Wille , D. R. Williams , L. Wills , M. Wolf , J. Wood , T. R. Wood , K. Woschnagg , G. Wrede , D. L. Xu , X. W. Xu , Y. Xu , J. P. Yanez , G. Yodh , S. Yoshida , T. Yuan , M. Zöcklein

In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…

Systems and Control · Electrical Eng. & Systems 2025-05-19 Steven Adams , Eduardo Figueiredo , Luca Laurenti

Spatial dynamic microsimulations probabilistically project geographically referenced units with individual characteristics over time. Like any projection method, their outcomes are inherently uncertain and sensitive to multiple factors.…

Computation · Statistics 2025-11-19 Morgane Dumont , Ahmed Alsaloum , Julian Ernst , Jan Weymeirsch , Ralf Münnich

Uncertainty quantification is a primary challenge for reliable modeling and simulation of complex stochastic dynamics. Such problems are typically plagued with incomplete information that may enter as uncertainty in the model parameters, or…

Probability · Mathematics 2015-07-15 Paul Dupuis , Markos A. Katsoulakis , Yannis Pantazis , Petr Plechac

The uncertainty of Compton backscattering process is studied by virtue of analytical formulas, and the special effects of variant energy spread and energy drift on the systematic uncertainty estimation are also studied with Monte Carlo…

High Energy Physics - Phenomenology · Physics 2013-12-13 X. H. Mo
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