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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

Physics-Informed Neural Networks (PINNs) have emerged as a powerful framework for solving PDEs, yet existing uncertainty quantification (UQ) approaches for PINNs generally lack rigorous statistical guarantees. In this work, we bridge this…

Machine Learning · Computer Science 2025-09-18 Yifan Yu , Cheuk Hin Ho , Yangshuai Wang

This review is designed to introduce mathematicians and computational scientists to quantum computing (QC) through the lens of uncertainty quantification (UQ) by presenting a mathematically rigorous and accessible narrative for…

Quantum Physics · Physics 2026-03-30 Ryan Bennink , Olena Burkovska , Konstantin Pieper , Jorge Ramirez , Elaine Wong

We present a simple and effective approach for posterior uncertainty quantification in deep operator networks (DeepONets); an emerging paradigm for supervised learning in function spaces. We adopt a frequentist approach based on randomized…

Machine Learning · Computer Science 2022-08-17 Yibo Yang , Georgios Kissas , Paris Perdikaris

Uncertainty quantification (UQ) is an essential tool for applying deep neural networks (DNNs) to real world tasks, as it attaches a degree of confidence to DNN outputs. However, despite its benefits, UQ is often left out of the standard DNN…

Computer Vision and Pattern Recognition · Computer Science 2024-10-07 Nils Lehmann , Jakob Gawlikowski , Adam J. Stewart , Vytautas Jancauskas , Stefan Depeweg , Eric Nalisnick , Nina Maria Gottschling

Emergence of artificial intelligence techniques in biomedical applications urges the researchers to pay more attention on the uncertainty quantification (UQ) in machine-assisted medical decision making. For classification tasks, prior…

Machine Learning · Computer Science 2019-09-17 Xiaoyang Huang , Jiancheng Yang , Linguo Li , Haoran Deng , Bingbing Ni , Yi Xu

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

Reconstructing high-dimensional spatiotemporal fields from sparse sensor measurements is critical in a wide range of scientific applications. The SHallow REcurrent Decoder (SHRED) architecture is a recent state-of-the-art architecture that…

Machine Learning · Computer Science 2026-04-03 Mars Liyao Gao , Yuxuan Bao , Amy S. Rude , Xinwei Shen , J. Nathan Kutz

Calibrating a Reynolds-averaged Navier-Stokes (RANS) model against data leads to an improvement. Determining {\it a priori} if such an improvement generalizes to flows outside the calibration data is an outstanding challenge. This work…

Fluid Dynamics · Physics 2023-03-07 Xinyi Huang , Naman Jain , Mahdi Abkar , Robert Kunz , Xiang Yang

Current model quantization methods have shown their promising capability in reducing storage space and computation complexity. However, due to the diversity of quantization forms supported by different hardware, one limitation of existing…

Computer Vision and Pattern Recognition · Computer Science 2023-08-16 Ke Xu , Lei Han , Ye Tian , Shangshang Yang , Xingyi Zhang

Deep neural networks (DNNs) can be made hardware-efficient by reducing the numerical precision of the weights and activations of the network and by improving the network's resilience to noise. However, this gain in efficiency often comes at…

Deep learning-based numerical schemes for solving high-dimensional backward stochastic differential equations (BSDEs) have recently raised plenty of scientific interest. While they enable numerical methods to approximate very…

Numerical Analysis · Mathematics 2023-10-06 Lorenc Kapllani , Long Teng , Matthias Rottmann

Sensitivity analysis (SA) and uncertainty quantification (UQ) are used to assess and improve engineering models. In this study, various methods of SA and UQ are described and applied in theoretical and practical examples for use in energy…

Applications · Statistics 2022-07-07 Majdi I. Radaideh , Mohammad I. Radaideh

Graphical models have demonstrated their exceptional capabilities across numerous applications. However, their performance, confidence, and trustworthiness are often limited by the inherent randomness in data generation and the lack of…

Machine Learning · Computer Science 2026-04-15 Chao Chen , Chenghua Guo , Rui Xu , Jiujiu Chen , Xiangwen Liao , Xi Zhang , Sihong Xie , Hui Xiong , Philip Yu

In recent years, operator learning, particularly the DeepONet, has received much attention for efficiently learning complex mappings between input and output functions across diverse fields. However, in practical scenarios with limited and…

Machine Learning · Computer Science 2024-03-07 Andrew Pensoneault , Xueyu Zhu

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

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

Defects are unavoidable in casting production owing to the complexity of the casting process. While conventional human-visual inspection of casting products is slow and unproductive in mass productions, an automatic and reliable defect…

Computer Vision and Pattern Recognition · Computer Science 2021-07-27 Maryam Habibpour , Hassan Gharoun , AmirReza Tajally , Afshar Shamsi , Hamzeh Asgharnezhad , Abbas Khosravi , Saeid Nahavandi

Uncertainty quantification (UQ) is vital for trustworthy deep learning, yet existing methods are either computationally intensive, such as Bayesian or ensemble methods, or provide only partial, task-specific estimates, such as…

Machine Learning · Computer Science 2025-09-18 Zhizhong Zhao , Ke Chen

Uncertainty estimation methods using deep learning approaches strive against separating how uncertain the state of the world manifests to us via measurement (objective end) from the way this gets scrambled with the model specification and…

Machine Learning · Statistics 2023-04-21 Edgardo Solano-Carrillo
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