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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

Many problems in engineering and sciences require the solution of large scale optimization constrained by partial differential equations (PDEs). Though PDE-constrained optimization is itself challenging, most applications pose additional…

Optimization and Control · Mathematics 2020-01-06 Joseph Hart , Bart van Bloemen Waanders , Roland Herzog

Inverse Uncertainty Quantification (UQ), or Bayesian calibration, is the process to quantify the uncertainties of random input parameters based on experimental data. The introduction of model discrepancy term is significant because…

Applications · Statistics 2019-07-24 Xu Wu , Koroush Shirvan , Tomasz Kozlowski

Distributionally robust optimization has emerged as an attractive way to train robust machine learning models, capturing data uncertainty and distribution shifts. Recent statistical analyses have proved that generalization guarantees of…

Optimization and Control · Mathematics 2025-01-28 Tam Le , Jérôme Malick

In inverse problems, uncertainty quantification (UQ) deals with a probabilistic description of the solution nonuniqueness and data noise sensitivity. Setting seismic imaging into a Bayesian framework allows for a principled way of studying…

Geophysics · Physics 2020-04-16 Ali Siahkoohi , Gabrio Rizzuti , Felix J. Herrmann

Recent work has shown that the hidden states of large language models contain signals useful for uncertainty estimation and hallucination detection, motivating a growing interest in efficient probe-based approaches. Yet it remains unclear…

Computation and Language · Computer Science 2026-04-14 Joe Stacey , Hadas Orgad , Kentaro Inui , Benjamin Heinzerling , Nafise Sadat Moosavi

Deep unrolling is an emerging deep learning-based image reconstruction methodology that bridges the gap between model-based and purely deep learning-based image reconstruction methods. Although deep unrolling methods achieve…

Image and Video Processing · Electrical Eng. & Systems 2022-12-21 Canberk Ekmekci , Mujdat Cetin

Today, machine learning (ML) models are increasingly applied in decision making. This induces an urgent need for quality assurance of ML models with respect to (often domain-dependent) requirements. Monotonicity is one such requirement. It…

Machine Learning · Computer Science 2020-02-28 Arnab Sharma , Heike Wehrheim

We consider stochastic programs where the distribution of the uncertain parameters is only observable through a finite training dataset. Using the Wasserstein metric, we construct a ball in the space of (multivariate and non-discrete)…

Optimization and Control · Mathematics 2017-06-14 Peyman Mohajerin Esfahani , Daniel Kuhn

Turbulent flows are of central importance across applications in science and engineering problems. For design and analysis, scientists and engineers use Computational Fluid Dynamics (CFD) simulations using turbulence models. Turbulent…

Fluid Dynamics · Physics 2023-10-18 Minghan Chu , Weicheng Qian

The success of autoregressive models largely depends on the effectiveness of vector quantization, a technique that discretizes continuous features by mapping them to the nearest code vectors within a learnable codebook. Two critical issues…

Computer Vision and Pattern Recognition · Computer Science 2025-06-19 Xianghong Fang , Litao Guo , Hengchao Chen , Yuxuan Zhang , XiaofanXia , Dingjie Song , Yexin Liu , Hao Wang , Harry Yang , Yuan Yuan , Qiang Sun

In inverse problems, distribution-free uncertainty quantification (UQ) aims to obtain error bars with coverage guarantees that are independent of any prior assumptions about the data distribution. In the context of mass mapping,…

Cosmology and Nongalactic Astrophysics · Physics 2025-02-26 Hubert Leterme , Jalal Fadili , Jean-Luc Starck

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

Uncertainty quantification (UQ) is crucial in machine learning, yet most (axiomatic) studies of uncertainty measures focus on classification, leaving a gap in regression settings with limited formal justification and evaluations. In this…

Machine Learning · Computer Science 2025-05-19 Christopher Bülte , Yusuf Sale , Timo Löhr , Paul Hofman , Gitta Kutyniok , Eyke Hüllermeier

In the context of Monte Carlo (MC) simulation of particle transport Uncertainty Quantification (UQ) addresses the issue of predicting non statistical errors affecting the physical results, i.e. errors deriving mainly from uncertainties in…

Computational Physics · Physics 2015-06-18 Paolo Saracco , Maria Grazia Pia

Scientific Machine Learning is a new class of approaches that integrate physical knowledge and mechanistic models with data-driven techniques for uncovering governing equations of complex processes. Among the available approaches, Universal…

Machine Learning · Statistics 2024-06-14 Nina Schmid , David Fernandes del Pozo , Willem Waegeman , Jan Hasenauer

Decisions by Machine Learning (ML) models have become ubiquitous. Trusting these decisions requires understanding how algorithms take them. Hence interpretability methods for ML are an active focus of research. A central problem in this…

Machine Learning · Computer Science 2019-01-25 Philipp Schmidt , Felix Biessmann

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

One of the key obstacles in traditional deep learning is the reduction in model transparency caused by increasingly intricate model functions, which can lead to problems such as overfitting and excessive confidence in predictions. With the…

Machine Learning · Computer Science 2025-07-22 Maximilian Wendlinger , Kilian Tscharke , Pascal Debus

We introduce a way of quantifying how informative a quantum measurement is, starting from a resource-theoretic perspective. This quantifier, which we call the robustness of measurement, describes how much `noise' must be added to a…

Quantum Physics · Physics 2019-04-17 Paul Skrzypczyk , Noah Linden
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