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We study the empirical likelihood approach to construct confidence intervals for the optimal value and the optimality gap of a given solution, henceforth quantify the statistical uncertainty of sample average approximation, for optimization…

Methodology · Statistics 2016-10-25 Henry Lam , Enlu Zhou

This paper presents the latest improvements introduced in Version 4 of the UQpy, Uncertainty Quantification with Python, library. In the latest version, the code was restructured to conform with the latest Python coding conventions,…

Estimating uncertainty is at the core of performing scientific measurements in HEP: a measurement is not useful without an estimate of its uncertainty. The goal of uncertainty quantification (UQ) is inextricably linked to the question, "how…

High Energy Physics - Experiment · Physics 2022-11-02 Thomas Y. Chen , Biprateep Dey , Aishik Ghosh , Michael Kagan , Brian Nord , Nesar Ramachandra

Entropic uncertainty relations play an important role in both fundamentals and applications of quantum theory. Although they have been well-investigated in quantum theory, little is known about entropic uncertainty in generalized…

Quantum Physics · Physics 2021-08-11 Ryo Takakura , Takayuki Miyadera

In this work, we introduce Entropy Area Score (EAS), a simple yet effective metric to quantify uncertainty in the answer generation process of reasoning large language models (LLMs). EAS requires neither external models nor repeated…

Artificial Intelligence · Computer Science 2025-08-29 Yongfu Zhu , Lin Sun , Guangxiang Zhao , Weihong Lin , Xiangzheng Zhang

Supervised masking approaches in the time-frequency domain aim to employ deep neural networks to estimate a multiplicative mask to extract clean speech. This leads to a single estimate for each input without any guarantees or measures of…

Audio and Speech Processing · Electrical Eng. & Systems 2023-05-16 Huajian Fang , Dennis Becker , Stefan Wermter , Timo Gerkmann

Large Language Models (LLMs) that can express interpretable and calibrated uncertainty are crucial in high-stakes domains. While methods to compute uncertainty post-hoc exist, they are often sampling-based and therefore computationally…

Machine Learning · Computer Science 2026-03-09 Azza Jenane , Nassim Walha , Lukas Kuhn , Florian Buettner

Integrated Assessment Models (IAMs) are pivotal tools that synthesize knowledge from climate science, economics, and policy to evaluate the interactions between human activities and the climate system. They serve as essential instruments…

General Economics · Economics 2025-11-04 Yongyang Cai

Robust quantification of predictive uncertainty is critical for understanding factors that drive weather and climate outcomes. Ensembles provide predictive uncertainty estimates and can be decomposed physically, but both physics and machine…

This is an extended version of my Nobel Lecture, delivered on December $8^{th}$ 2021. I will recall the genesis of the concept of multiple equilibria in natural sciences. I will then describe my contribution to the development of this…

Disordered Systems and Neural Networks · Physics 2023-08-15 Giorgio Parisi

In this paper, we study a tracking control problem for linear time-invariant systems, with model parametric uncertainties, under input and states constraints. We apply the idea of modular design introduced in Benosman et al. 2014, to solve…

Systems and Control · Computer Science 2015-12-09 Anantharaman Subbaraman , Mouhacine Benosman

We propose a novel, succinct, and effective approach for distribution prediction to quantify uncertainty in machine learning. It incorporates adaptively flexible distribution prediction of $\mathbb{P}(\mathbf{y}|\mathbf{X}=x)$ in regression…

Machine Learning · Computer Science 2023-06-21 Xing Yan , Yonghua Su , Wenxuan Ma

Data-driven forecasts of air quality have recently achieved more accurate short-term predictions. Despite their success, most of the current data-driven solutions lack proper quantifications of model uncertainty that communicate how much to…

Machine Learning · Computer Science 2021-12-07 Abdulmajid Murad , Frank Alexander Kraemer , Kerstin Bach , Gavin Taylor

The goals of this chapter are twofold. First, we wish to introduce molecular dynamics (MD) and uncertainty quantification (UQ) in a common setting in order to demonstrate how the latter can increase confidence in the former. In some cases,…

Computational Physics · Physics 2018-01-09 Paul N. Patrone , Andrew Dienstfrey

Supervised machine learning and predictive models have achieved an impressive standard today, enabling us to answer questions that were inconceivable a few years ago. Besides these successes, it becomes clear, that beyond pure prediction,…

Machine Learning · Statistics 2025-01-29 Cornelia Gruber , Patrick Oliver Schenk , Malte Schierholz , Frauke Kreuter , Göran Kauermann

The semi-empirical nature of best-estimate models closing the balance equations of thermal-hydraulic (TH) system codes is well-known as a significant source of uncertainty for accuracy of output predictions. This uncertainty, called model…

Methodology · Statistics 2023-09-11 Guillaume Damblin , François Bachoc , Sandro Gazzo , Lucia Sargentini , Alberto Ghione

Machine Translation Quality Estimation is a notoriously difficult task, which lessens its usefulness in real-world translation environments. Such scenarios can be improved if quality predictions are accompanied by a measure of uncertainty.…

Computation and Language · Computer Science 2016-07-01 Daniel Beck , Lucia Specia , Trevor Cohn

This is the first volume of Electronic Proceedings in Theoretical Computer Science (EPTCS), a free international refereed open access venue for the rapid electronic publication of the proceedings of workshops and conferences, and of…

Computational Complexity · Computer Science 2009-10-13 Turlough Neary , Damien Woods , Anthony K. Seda , Niall Murphy

These lecture notes have been prepared for a series of lectures given at the Summer School "From kinetic equations to statistical mechanics", (see https://www.lebesgue.fr/content/sem2021-equat_cynet ) organised by the Henri Lebesgue Center…

Probability · Mathematics 2021-08-25 Nils Berglund

While the accuracy of modern deep learning models has significantly improved in recent years, the ability of these models to generate uncertainty estimates has not progressed to the same degree. Uncertainty methods are designed to provide…

Machine Learning · Statistics 2020-06-17 Adam M. Oberman , Chris Finlay , Alexander Iannantuono , Tiago Salvador
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