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Time-series with volatility clustering pose a unique challenge to uncertainty quantification (UQ) for returns forecasts. Methods for UQ such as Deep Evidential regression offer a simple way of quantifying return forecast uncertainty without…

Statistical Finance · Quantitative Finance 2024-09-20 Steven Y. K. Wong , Jennifer S. K. Chan , Lamiae Azizi

Precise estimation of predictive uncertainty in deep neural networks is a critical requirement for reliable decision-making in machine learning and statistical modeling, particularly in the context of medical AI. Conformal Prediction (CP)…

Machine Learning · Computer Science 2024-01-05 Hamed Karimi , Reza Samavi

In nuclear reactor system design and safety analysis, the Best Estimate plus Uncertainty (BEPU) methodology requires that computer model output uncertainties must be quantified in order to prove that the investigated design stays within…

Computation · Statistics 2018-06-22 Xu Wu , Tomasz Kozlowski , Hadi Meidani , Koroush Shirvan

Weather forecasting is usually solved through numerical weather prediction (NWP), which can sometimes lead to unsatisfactory performance due to inappropriate setting of the initial states. In this paper, we design a data-driven method…

Machine Learning · Computer Science 2019-02-05 Bin Wang , Jie Lu , Zheng Yan , Huaishao Luo , Tianrui Li , Yu Zheng , Guangquan Zhang

Accurate predictions and uncertainty quantification (UQ) are essential for decision-making in risk-sensitive fields such as system safety modeling. Deep ensembles (DEs) are efficient and scalable methods for UQ in Deep Neural Networks…

Machine Learning · Computer Science 2024-12-13 Zaid Abulawi , Rui Hu , Prasanna Balaprakash , Yang Liu

Consistency-based methods have emerged as an effective approach to uncertainty quantification (UQ) in large language models. These methods typically rely on several generations obtained via multinomial sampling, measuring their agreement…

In this paper, we adopt conformal prediction, a distribution-free uncertainty quantification (UQ) framework, to obtain confidence prediction intervals with coverage guarantees for Deep Operator Network (DeepONet) regression. Initially, we…

Machine Learning · Computer Science 2024-02-26 Christian Moya , Amirhossein Mollaali , Zecheng Zhang , Lu Lu , Guang Lin

Quality-Diversity optimisation (QD) has proven to yield promising results across a broad set of applications. However, QD approaches struggle in the presence of uncertainty in the environment, as it impacts their ability to quantify the…

Neural and Evolutionary Computing · Computer Science 2023-03-28 Manon Flageat , Antoine Cully

In chemistry, deep neural network models have been increasingly utilized in a variety of applications such as molecular property predictions, novel molecule designs, and planning chemical reactions. Despite the rapid increase in the use of…

Chemical Physics · Physics 2019-05-17 Seongok Ryu , Yongchan Kwon , Woo Youn Kim

Deep learning models are extensively used in various safety critical applications. Hence these models along with being accurate need to be highly reliable. One way of achieving this is by quantifying uncertainty. Bayesian methods for UQ…

Computer Vision and Pattern Recognition · Computer Science 2020-07-06 Swaroop Bhandary K , Nico Hochgeschwender , Paul Plöger , Frank Kirchner , Matias Valdenegro-Toro

The changesets (or patches) that fix open source software vulnerabilities form critical datasets for various machine learning security-enhancing applications, such as automated vulnerability patching and silent fix detection. These patch…

Software Engineering · Computer Science 2025-09-23 Hui Chen , Yunhua Zhao , Kostadin Damevski

Uncertainty quantification is a critical yet unsolved challenge for deep learning, especially for the time series imputation with irregularly sampled measurements. To tackle this problem, we propose a novel framework based on the principles…

Machine Learning · Computer Science 2023-06-05 Shweta Dahale , Sai Munikoti , Balasubramaniam Natarajan

We present a "module-based hybrid" Uncertainty Quantification (UQ) framework for general nonlinear multi-physics simulation. The proposed methodology, introduced in [\hyperlink{ref1}{1}], supports the independent development of each…

Computational Physics · Physics 2014-10-21 Akshay Mittal , Xiao Chen , Charles Tong , Gianluca Iaccarino

The use of Deep Neural Network (DNN) models in risk-based decision-making has attracted extensive attention with broad applications in medical, finance, manufacturing, and quality control. To mitigate prediction-related risks in decision…

Machine Learning · Statistics 2023-10-11 Maryam Kheirandish , Shengfan Zhang , Donald G. Catanzaro , Valeriu Crudu

Uncertainty quantification of deep neural networks has become an active field of research and plays a crucial role in various downstream tasks such as active learning. Recent advances in evidential deep learning shed light on the direct…

Machine Learning · Computer Science 2023-11-21 Ruxiao Duan , Brian Caffo , Harrison X. Bai , Haris I. Sair , Craig Jones

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…

Machine Learning · Computer Science 2023-06-21 Ziyi Huang , Henry Lam , Haofeng Zhang

Machine learning methods for the construction of data-driven reduced order model models are used in an increasing variety of engineering domains, especially as a supplement to expensive computational fluid dynamics for design problems. An…

Machine Learning · Statistics 2023-06-28 Stephen Guth , Alireza Mojahed , Themistoklis P. Sapsis

Uncertainty quantification is an important part of many performance critical applications. This paper provides a simple alternative to existing approaches such as ensemble learning and bayesian neural networks. By directly modeling the loss…

Machine Learning · Computer Science 2024-08-28 Yi Hung Lim

The integration of Scientific Machine Learning (SciML) techniques with uncertainty quantification (UQ) represents a rapidly evolving frontier in computational science. This work advances Physics-Informed Neural Networks (PINNs) by…

Machine Learning · Statistics 2025-12-30 Georgios Arampatzis , Stylianos Katsarakis , Charalambos Makridakis

Deep neural networks have seen enormous success in various real-world applications. Beyond their predictions as point estimates, increasing attention has been focused on quantifying the uncertainty of their predictions. In this review, we…

Machine Learning · Computer Science 2023-02-06 Chengyu Dong