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Recent advances in objective-based uncertainty quantification (objective-UQ) have shown that such a goal-driven approach for quantifying model uncertainty is extremely useful in real-world problems that aim at achieving specific objectives…

Optimization and Control · Mathematics 2021-12-10 Hyun-Myung Woo , Youngjoon Hong , Bongsuk Kwon , Byung-Jun Yoon

The goal of this paper is to make Optimal Experimental Design (OED) computationally feasible for problems involving significant computational expense. We focus exclusively on the Mean Objective Cost of Uncertainty (MOCU), which is a…

Optimization and Control · Mathematics 2020-12-09 Anthony M. DeGennaro , Francis J. Alexander

The mean objective cost of uncertainty (MOCU) quantifies the performance cost of using an operator that is optimal across an uncertainty class of systems as opposed to using an operator that is optimal for a particular system. MOCU-based…

Signal Processing · Electrical Eng. & Systems 2018-05-04 Shahin Boluki , Xiaoning Qian , Edward R. Dougherty

Scientists are attempting to use models of ever increasing complexity, especially in medicine, where gene-based diseases such as cancer require better modeling of cell regulation. Complex models suffer from uncertainty and experiments are…

Molecular Networks · Quantitative Biology 2018-06-01 Mahdi Imani , Roozbeh Dehghannasiri , Ulisses M. Braga-Neto , Edward R. Dougherty

The Best Estimate plus Uncertainty (BEPU) approach for nuclear systems modeling and simulation requires that the prediction uncertainty must be quantified in order to prove that the investigated design stays within acceptance criteria. A…

Computation · Statistics 2023-03-24 Ziyu Xie , Farah Alsafadi , Xu Wu

We propose a rigorous framework for Uncertainty Quantification (UQ) in which the UQ objectives and the assumptions/information set are brought to the forefront. This framework, which we call \emph{Optimal Uncertainty Quantification} (OUQ),…

Probability · Mathematics 2016-05-20 Houman Owhadi , Clint Scovel , Timothy John Sullivan , Mike McKerns , Michael Ortiz

Various real-world applications involve modeling complex systems with immense uncertainty and optimizing multiple objectives based on the uncertain model. Quantifying the impact of the model uncertainty on the given operational objectives…

Optimization and Control · Mathematics 2021-06-09 Byung-Jun Yoon , Xiaoning Qian , Edward R. Dougherty

We have recently proposed a rigorous framework for Uncertainty Quantification (UQ) in which UQ objectives and assumption/information set are brought into the forefront, providing a framework for the communication and comparison of UQ…

Discrete Mathematics · Computer Science 2012-02-07 M. McKerns , H. Owhadi , C. Scovel , T. J. Sullivan , M. Ortiz

We present an optimal uncertainty quantification (OUQ) framework for systems whose uncertain inputs are characterized by truncated moment constraints defined over subdomains. Based on this partial information, rigorous optimal upper and…

Computational Physics · Physics 2025-12-23 Rong Jin , Xingsheng Sun

Uncertainty quantification (UQ) is important for reliability assessment and enhancement of machine learning models. In deep learning, uncertainties arise not only from data, but also from the training procedure that often injects…

Machine Learning · Statistics 2023-11-13 Ziyi Huang , Henry Lam , Haofeng Zhang

While neural networks have demonstrated impressive performance across various tasks, accurately quantifying uncertainty in their predictions is essential to ensure their trustworthiness and enable widespread adoption in critical systems.…

Machine Learning · Statistics 2025-11-11 Joseph Wilson , Chris van der Heide , Liam Hodgkinson , Fred Roosta

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

On top of machine learning models, uncertainty quantification (UQ) functions as an essential layer of safety assurance that could lead to more principled decision making by enabling sound risk assessment and management. The safety and…

Machine Learning · Computer Science 2024-03-28 Venkat Nemani , Luca Biggio , Xun Huan , Zhen Hu , Olga Fink , Anh Tran , Yan Wang , Xiaoge Zhang , Chao Hu

Most uncertainty quantification (UQ) approaches provide a single scalar value as a measure of model reliability. However, different uncertainty measures could provide complementary information on the prediction confidence. Even measures…

Parameter identification is crucial in virtual engineering processes, yet determining appropriate system excitations for identifying specific parameters remains challenging. In practice, extensive experimental programs often fail to…

Optimization and Control · Mathematics 2026-05-07 Kevin Schmidt , Nicola Henkelmann , Christoph Mark , Johannes von Keler

With the increased prevalence of neural operators being used to provide rapid solutions to partial differential equations (PDEs), understanding the accuracy of model predictions and the associated error levels is necessary for deploying…

Machine Learning · Computer Science 2026-02-26 Nick Winovich , Mitchell Daneker , Lu Lu , Guang Lin

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…

Machine Learning · Computer Science 2023-02-08 Apostolos F Psaros , Xuhui Meng , Zongren Zou , Ling Guo , George Em Karniadakis

We demonstrate that the recently developed Optimal Uncertainty Quantification (OUQ) theory, combined with recent software enabling fast global solutions of constrained non-convex optimization problems, provides a methodology for rigorous…

Numerical Analysis · Mathematics 2020-09-16 M. McKerns , F. J. Alexander , K. S. Hickmann , T. J. Sullivan , D. E. Vaughan

We propose a novel framework for uncertainty quantification via information bottleneck (IB-UQ) for scientific machine learning tasks, including deep neural network (DNN) regression and neural operator learning (DeepONet). Specifically, we…

Numerical Analysis · Mathematics 2023-05-31 Ling Guo , Hao Wu , Wenwen Zhou , Yan Wang , Tao Zhou

Uncertainty Quantification (UQ) is crucial for ensuring the reliability of machine learning models deployed in real-world autonomous systems. However, existing approaches typically quantify task-level output prediction uncertainty without…

Computer Vision and Pattern Recognition · Computer Science 2025-03-27 Luke Chen , Junyao Wang , Trier Mortlock , Pramod Khargonekar , Mohammad Abdullah Al Faruque
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