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In this work we: (1) review likelihood-based inference for parameter estimation and the construction of confidence regions; and, (2) explore the use of techniques from information geometry, including geodesic curves and Riemann scalar…

Methodology · Statistics 2022-04-01 Jesse A Sharp , Alexander P Browning , Kevin Burrage , Matthew J Simpson

To predict smooth physical phenomena from observations, spline interpolation provides an interpretable framework by minimizing an energy functional associated with the Laplacian operator. This work proposes a methodology to construct a…

Computation · Statistics 2026-03-26 Charlie Sire , Mike Pereira

Uncertainty estimations for machine learning interatomic potentials (MLIPs) are crucial for quantifying model error and identifying informative training samples in active learning strategies. In this study, we evaluate uncertainty…

Machine Learning · Computer Science 2025-01-10 Matthias Holzenkamp , Dongyu Lyu , Ulrich Kleinekathöfer , Peter Zaspel

Due to the inherent aleatory uncertainties in renewable generators, the reliability/adequacy assessments of distributed generation (DG) systems have been particularly focused on the probabilistic modeling of random behaviors, given…

Performance · Computer Science 2012-06-07 Yanfu Li , Enrico Zio

Gaussian Process (GP) models have also become extremely useful for optimization under uncertainty algorithms, especially where the objective functions are costly to compute. Yet, the more classical methods usually adopt strategies that, in…

Optimization and Control · Mathematics 2025-07-22 Nishant Gadde

This paper proposes a statistical verification framework using Gaussian processes (GPs) for simulation-based verification of stochastic nonlinear systems with parametric uncertainties. Given a small number of stochastic simulations, the…

Systems and Control · Computer Science 2017-10-03 John F. Quindlen , Ufuk Topcu , Girish Chowdhary , Jonathan P. How

Kriging based on Gaussian random fields is widely used in reconstructing unknown functions. The kriging method has pointwise predictive distributions which are computationally simple. However, in many applications one would like to predict…

Statistics Theory · Mathematics 2019-03-20 Wenjia Wang , Rui Tuo , C. F. Jeff Wu

Modern autonomous systems with machine learning components often use uncertainty quantification to help produce assurances about system operation. However, there is a lack of consensus in the community on what uncertainty is and how to…

Systems and Control · Electrical Eng. & Systems 2026-01-27 Sampada Deglurkar , Haotian Shen , Anish Muthali , Marco Pavone , Dragos Margineantu , Peter Karkus , Boris Ivanovic , Claire J. Tomlin

The use of emergent constraints to quantify uncertainty for key policy relevant quantities such as Equilibrium Climate Sensitivity (ECS) has become increasingly widespread in recent years. Many researchers, however, claim that emergent…

Applications · Statistics 2020-02-19 Daniel B. Williamson , Philip G. Sansom

We propose a simple method that combines neural networks and Gaussian processes. The proposed method can estimate the uncertainty of outputs and flexibly adjust target functions where training data exist, which are advantages of Gaussian…

Machine Learning · Statistics 2017-07-20 Tomoharu Iwata , Zoubin Ghahramani

Estimating causal effects in quasi-experiments with spatio-temporal panel data often requires adjusting for unmeasured confounding that varies across space and time. Gaussian Processes (GPs) offer a flexible, nonparametric modeling approach…

Methodology · Statistics 2025-07-08 Sofia L. Vega , Rachel C. Nethery

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

The application of neural network models to scientific machine learning tasks has proliferated in recent years. In particular, neural network models have proved to be adept at modeling processes with spatial-temporal complexity.…

Machine Learning · Computer Science 2025-02-04 Jeremiah Hauth , Cosmin Safta , Xun Huan , Ravi G. Patel , Reese E. Jones

In this paper we propose a numerical procedure for the quantification of uncertainties in wave-structure interaction. We utilise the smoothed particle hydrodynamics (SPH) scheme for modelling the wave mechanics, coupled one-way with a…

Numerical Analysis · Mathematics 2024-08-22 Xiaoyuan Luo , Vijay Nandurdikar , Sangri-Yi , Alistair Revell , Georgios Fourtakas , Ajay B. Harish

In stochastic simulation, input uncertainty refers to the propagation of the statistical noise in calibrating input models to impact output accuracy, in addition to the Monte Carlo simulation noise. The vast majority of the input…

Methodology · Statistics 2024-03-18 Motong Chen , Henry Lam , Zhenyuan Liu

In this second part of our two-part paper, we provide a detailed, frequentist framework for propagating uncertainties within our multivariate linear least squares model. This permits us to quantify the impact of uncertainties in…

Applications · Statistics 2019-08-09 Pranay Seshadri , Andrew Duncan , Duncan Simpson , George Thorne , Geoffrey Parks

Risk assessment of hurricane-driven storm surge relies on deterministic computer models that produce outputs over a large spatial domain. The surge models can often be run at a range of fidelity levels, with greater precision yielding more…

Methodology · Statistics 2026-03-31 Cyrus S. McCrimmon , Pulong Ma

Gaussian processes (GPs) are a Bayesian machine learning approach widely used to construct surrogate models for the uncertainty quantification of computer simulation codes in industrial applications. It provides both a mean predictor and an…

Wind gusts, being inherently stochastic, can significantly influence the safety and performance of aircraft. This study investigates a three-dimensional uncertainty quantification (UQ) problem to explore how uncertainties in gust and flight…

Computational Engineering, Finance, and Science · Computer Science 2025-01-08 Bingran Wang , Michael Warner , Aoran Tian , Luca Scotzniovsky , John T. Hwang

Numerical relativity (NR) enables the study of physics in strong and dynamical gravitational fields and provides predictions for the gravitational-wave signals produced by merging black holes. Despite the impressive accuracy of modern…

General Relativity and Quantum Cosmology · Physics 2025-10-15 Richard Dyer , Christopher J. Moore