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Uncertainty Quantification of closure relationships integrated into thermal-hydraulic system codes is a critical prerequisite in applying the Best-Estimate Plus Uncertainty (BEPU) methodology for nuclear safety and licensing processes.The…

Computation · Statistics 2020-03-10 Guillaume Damblin , Pierre Gaillard

In this paper an efficient and reliable method for stochastic yield estimation is presented. Since one main challenge of uncertainty quantification is the computational feasibility, we propose a hybrid approach where most of the Monte Carlo…

Computational Engineering, Finance, and Science · Computer Science 2020-10-12 Mona Fuhrländer , Sebastian Schöps

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

Uncertainty quantification is a primary challenge for reliable modeling and simulation of complex stochastic dynamics. Such problems are typically plagued with incomplete information that may enter as uncertainty in the model parameters, or…

Probability · Mathematics 2015-07-15 Paul Dupuis , Markos A. Katsoulakis , Yannis Pantazis , Petr Plechac

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

Based on existing ideas in the field of imprecise probabilities, we present a new approach for assessing the reliability of the individual predictions of a generative probabilistic classifier. We call this approach robustness…

Machine Learning · Computer Science 2025-04-11 Adrián Detavernier , Jasper De Bock

We present a nonparametric Bayesian framework to infer radial distribution functions from experimental scattering measurements with uncertainty quantification using non-stationary Gaussian processes. The Gaussian process prior mean and…

Chemical Physics · Physics 2026-02-03 Harry W. Sullivan , Brennon L. Shanks , Matej Cervenka , Michael P. Hoepfner

The practice of uncertainty quantification (UQ) validation, notably in machine learning for the physico-chemical sciences, rests on several graphical methods (scattering plots, calibration curves, reliability diagrams and confidence curves)…

Chemical Physics · Physics 2023-03-31 Pascal Pernot

Machine learning methods for the construction of data-driven reduced order model models are used in an increasing variety of engineering domains, especially as a supplement to expensive computational fluid dynamics for design problems. An…

Machine Learning · Statistics 2023-06-28 Stephen Guth , Alireza Mojahed , Themistoklis P. Sapsis

In this work, we propose a new Gaussian process regression (GPR) method: physics information aided Kriging (PhIK). In the standard data-driven Kriging, the unknown function of interest is usually treated as a Gaussian process with assumed…

Machine Learning · Statistics 2021-11-17 Xiu Yang , Guzel Tartakovsky , Alexandre Tartakovsky

Quantifying the risk of global warming exceeding critical targets such as 2.0 K requires reliable projections of uncertainty as well as best estimates of Global Mean Surface Temperature (GMST). However, uncertainty bands on GMST projections…

Applications · Statistics 2021-01-21 Philip G. Sansom , Donald Cummins , Stephan Siegert , David B. Stephenson

In this work, we present methodologies for the quantification of confidence in bottom-up coarse-grained models for molecular and macromolecular systems. Coarse-graining methods have been extensively used in the past decades in order to…

Probabilistic graphical models are a fundamental tool in probabilistic modeling, machine learning and artificial intelligence. They allow us to integrate in a natural way expert knowledge, physical modeling, heterogeneous and correlated…

Machine Learning · Statistics 2021-07-20 Panagiota Birmpa , Jinchao Feng , Markos A. Katsoulakis , Luc Rey-Bellet

We describe a computational framework linking Uncertainty Quantification (UQ) methods for continuum problems depending on random parameters with Equation-Free (EF) methods for performing continuum deterministic numerics by acting directly…

Dynamical Systems · Mathematics 2007-05-23 Yu Zou , Ioannis G. Kevrekidis

Uncertainty representation and quantification are paramount in machine learning and constitute an important prerequisite for safety-critical applications. In this paper, we propose novel measures for the quantification of aleatoric and…

Machine Learning · Computer Science 2024-04-22 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

The fields of signal processing and information theory have evolved with the goal of developing formulations to extract intrinsic information from limited amount of data. When one considers the modeling of unpredictably varying processes…

Signal Processing · Electrical Eng. & Systems 2019-05-07 Rishabh Singh , Jose C. Principe

Full tensor gravity (FTG) devices provide up to five independent components of the gravity gradient tensor. However, we do not yet have a quantitative understanding of which tensor components or combinations of components are more important…

Geophysics · Physics 2022-05-20 Pejman Shamsipour , Amin Aghaee , Tedd Kourkounakis , Shawn Hood

Since several years, the fragility of global supply chains (GSCs) is at historically high levels. In the same time, the landscape of hybrid threats is expanding; new forms of hybrid threats create different types of uncertainties. This…

General Economics · Economics 2022-12-22 d'Artis Kancs

Critical heat flux is a key quantity in boiling system modeling due to its impact on heat transfer and component temperature and performance. This study investigates the development and validation of an uncertainty-aware hybrid modeling…

Machine Learning · Computer Science 2025-07-17 Aidan Furlong , Xingang Zhao , Robert Salko , Xu Wu

Gaussian Processes (GP) are widely used for probabilistic modeling and inference for nonparametric regression. However, their computational complexity scales cubicly with the sample size rendering them unfeasible for large data sets. To…

Statistics Theory · Mathematics 2022-05-11 Amine Hadji , Tammo Hesselink , Botond Szabó