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Probability theory has become the predominant framework for quantifying uncertainty across scientific and engineering disciplines, with a particular focus on measurement and control systems. However, the widespread reliance on simple…

We explore the application of uncertainty quantification methods to agent-based models (ABMs) using a simple sheep and wolf predator-prey model. This work serves as a tutorial on how techniques like emulation can be powerful tools in this…

Other Statistics · Statistics 2024-09-26 Louise Kimpton , Peter Challenor , James Salter

Many applications of machine learning methods involve an iterative protocol in which data are collected, a model is trained, and then outputs of that model are used to choose what data to consider next. For example, one data-driven approach…

Machine Learning · Computer Science 2025-04-07 Clara Fannjiang , Stephen Bates , Anastasios N. Angelopoulos , Jennifer Listgarten , Michael I. Jordan

Uncertainty quantification in Artificial Intelligence (AI)-based predictions of material properties is of immense importance for the success and reliability of AI applications in material science. While confidence intervals are commonly…

Machine Learning · Computer Science 2023-01-16 Francesca Tavazza , Brian De Cost , Kamal Choudhary

Quantification is the machine learning task of estimating test-data class proportions that are not necessarily similar to those in training. Apart from its intrinsic value as an aggregate statistic, quantification output can also be used to…

Machine Learning · Computer Science 2016-06-06 Aykut Firat

The uncertainty quantification of prediction models (e.g., neural networks) is crucial for their adoption in many robotics applications. This is arguably as important as making accurate predictions, especially for safety-critical…

Robotics · Computer Science 2024-04-09 Junan Chen , Josephine Monica , Wei-Lun Chao , Mark Campbell

Modeling yield stress fluids in complex flow scenarios presents significant challenges, particularly because conventional rheological characterization methods often yield material parameters that are not fully representative of the…

Interpretability and uncertainty quantification in machine learning can provide justification for decisions, promote scientific discovery and lead to a better understanding of model behavior. Symbolic regression provides inherently…

Neural and Evolutionary Computing · Computer Science 2022-11-23 G. F. Bomarito , P. E. Leser , N. C. M Strauss , K. M. Garbrecht , J. D. Hochhalter

Bayesian deep learning approaches assume model parameters to be latent random variables and infer posterior distributions to quantify uncertainty, increase safety and trust, and prevent overconfident and unpredictable behavior. However,…

Machine Learning · Computer Science 2023-07-13 Jihao Andreas Lin , Joe Watson , Pascal Klink , Jan Peters

Uncertainty quantification is a key pillar of trustworthy machine learning. It enables safe reactions under unsafe inputs, like predicting only when the machine learning model detects sufficient evidence, discarding anomalous data, or…

Machine Learning · Computer Science 2024-08-27 Michael Kirchhof

We present an efficient approach to quantify the uncertainties associated with the numerical simulations of the laser-based powder bed fusion of metals processes. Our study focuses on a thermomechanical model of an Inconel 625 cantilever…

Computational Engineering, Finance, and Science · Computer Science 2024-03-21 Mihaela Chiappetta , Chiara Piazzola , Lorenzo Tamellini , Alessandro Reali , Ferdinando Auricchio , Massimo Carraturo

We present the mathematical model of decision making (DM) of agents acting in a complex and uncertain environment (combining huge variety of economical, financial, behavioral, and geo-political factors). To describe interaction of agents…

Mathematical Physics · Physics 2017-10-25 F. Bagarello , A. Khrennikov , E. Haven

In many safety-critical applications such as autonomous driving and surgical robots, it is desirable to obtain prediction uncertainties from object detection modules to help support safe decision-making. Specifically, such modules need to…

Machine Learning · Computer Science 2018-11-29 Buu Phan , Rick Salay , Krzysztof Czarnecki , Vahdat Abdelzad , Taylor Denouden , Sachin Vernekar

Accurate quantification of model uncertainty has long been recognized as a fundamental requirement for trusted AI. In regression tasks, uncertainty is typically quantified using prediction intervals calibrated to a specific operating point,…

Machine Learning · Computer Science 2021-06-03 Jiri Navratil , Benjamin Elder , Matthew Arnold , Soumya Ghosh , Prasanna Sattigeri

A probability density function (pdf) encodes the entire stochastic knowledge about data distribution, where data may represent stochastic observations in robotics, transition state pairs in reinforcement learning or any other empirically…

Machine Learning · Computer Science 2018-09-18 Dmitry Kopitkov , Vadim Indelman

Various engineering systems such as naval and aerial vehicles, offshore structures, and mechanical components of motorized systems, are exposed to fatigue failures due to stochastic loadings. Methods for early failure prediction are…

Machine Learning · Computer Science 2021-04-06 Maor Farid

Despite the huge success of deep neural networks (NNs), finding good mechanisms for quantifying their prediction uncertainty is still an open problem. Bayesian neural networks are one of the most popular approaches to uncertainty…

Machine Learning · Statistics 2020-01-01 Agustinus Kristiadi , Sina Däubener , Asja Fischer

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…

The vast majority of stochastic simulation models are imperfect in that they fail to exactly emulate real system dynamics. The inexactness of the simulation model, or model discrepancy, can impact the predictive accuracy and usefulness of…

Methodology · Statistics 2017-07-21 Matthew Plumlee , Henry Lam

Trajectory prediction models that can infer both finite future trajectories and their associated uncertainties of the target vehicles in an online setting (e.g., real-world application scenarios) is crucial for ensuring the safe and robust…

Machine Learning · Computer Science 2025-02-05 Huiqun Huang , Sihong He , Fei Miao