Related papers: A general framework for probabilistic sensitivity …
Despite the possibility to quickly compute reachable sets of large-scale linear systems, current methods are not yet widely applied by practitioners. The main reason for this is probably that current approaches are not push-button-capable…
We propose a framework for the assessment of uncertainty quantification in deep regression. The framework is based on regression problems where the regression function is a linear combination of nonlinear functions. Basically, any level of…
This paper is concerned with objective value performance of the scenario approach for robust convex optimization. A novel method is proposed to derive probabilistic bounds for the objective value from scenario programs with a finite number…
The prior distribution for the unknown model parameters plays a crucial role in the process of statistical inference based on Bayesian methods. However, specifying suitable priors is often difficult even when detailed prior knowledge is…
Design-based inference, also known as randomization-based or finite-population inference, provides a principled framework for trustworthy statistical inference by attributing randomness solely to the design mechanism (e.g., treatment…
Sensitivity analysis (SA) is a procedure for studying how sensitive are the output results of large-scale mathematical models to some uncertainties of the input data. The models are described as a system of partial differential equations.…
The power-flow sensitivity coefficients (PFSCs) are widely used in the power system for expressing linearized dependencies between the controlled (i.e., the nodal voltages, lines currents) and control variables (e.g., active and reactive…
Reliability-oriented sensitivity analysis methods have been developed for understanding the influence of model inputs relative to events which characterize the failure of a system (e.g., a threshold exceedance of the model output). In this…
We introduce a framework for uncertainty estimation that both describes and extends many existing methods. We consider typical hyperparameters involved in classical training as random variables and marginalise them out to capture various…
The accuracy of probability distributions inferred using machine-learning algorithms heavily depends on data availability and quality. In practical applications it is therefore fundamental to investigate the robustness of a statistical…
The objective of reliability sensitivity analysis is to determine input variables that mostly contribute to the variability of the failure probability. In this paper, we study a recently introduced method for the reliability sensitivity…
Parameter inference and uncertainty quantification are important steps when relating mathematical models to real-world observations, and when estimating uncertainty in model predictions. However, methods for doing this can be…
Decisions about health interventions are often made using limited evidence. Mathematical models used to inform such decisions often include uncertainty analysis to account for the effect of uncertainty in the current evidence base on…
We present EigenSafe, an operator-theoretic framework for safety assessment of learning-enabled stochastic systems. In many robotic applications, the dynamics are inherently stochastic due to factors such as sensing noise and environmental…
We introduce a universal framework for characterizing the statistical efficiency of a statistical estimation problem with differential privacy guarantees. Our framework, which we call High-dimensional Propose-Test-Release (HPTR), builds…
Uncertainty quantification has been a core of the statistical machine learning, but its computational bottleneck has been a serious challenge for both Bayesians and frequentists. We propose a model-based framework in quantifying…
We introduce a general, flexible, parametric survival modelling framework which encompasses key shapes of hazard function (constant, increasing, decreasing, up-then-down, down-then-up), various common survival distributions (log-logistic,…
In this paper we leverage on probability over Riemannian manifolds to rethink the interpretation of priors and posteriors in Bayesian inference. The main mindshift is to move away from the idea that "a prior distribution establishes a…
Complex models are often used to understand interactions and drivers of human-induced and/or natural phenomena. It is worth identifying the input variables that drive the model output(s) in a given domain and/or govern specific model…
It is common and convenient to treat distributed physical parameters as Gaussian random fields and model them in an "inverse procedure" using measurements of various properties of the fields. This article presents a general method for this…