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As machine learning (ML) models are increasingly deployed in high-stakes domains, trustworthy uncertainty quantification (UQ) is critical for ensuring the safety and reliability of these models. Traditional UQ methods rely on specifying a…

Machine Learning · Statistics 2025-05-14 Abhineet Agarwal , Michael Xiao , Rebecca Barter , Omer Ronen , Boyu Fan , Bin Yu

The quality of synthetically generated images (e.g. those produced by diffusion models) are often evaluated using information about image contents encoded by pretrained auxiliary models. For example, the Fr\'{e}chet Inception Distance (FID)…

Computer Vision and Pattern Recognition · Computer Science 2025-04-07 Ciaran Bench , Spencer A. Thomas

In system analysis and design optimization, multiple computational models are typically available to represent a given physical system. These models can be broadly classified as high-fidelity models, which provide highly accurate…

Machine Learning · Computer Science 2024-11-01 Ruda Zhang , Negin Alemazkoor

This study is devoted to the construction of a multifidelity Monte Carlo (MFMC) method for the uncertainty quantification of a nonlocal, non-mass-conserving Cahn-Hilliard model for phase transitions with an obstacle potential. We are…

Computational Engineering, Finance, and Science · Computer Science 2023-10-18 Parisa Khodabakhshi , Olena Burkovska , Karen Willcox , Max Gunzburger

We present a "module-based hybrid" Uncertainty Quantification (UQ) framework for general nonlinear multi-physics simulation. The proposed methodology, introduced in [\hyperlink{ref1}{1}], supports the independent development of each…

Computational Physics · Physics 2014-10-21 Akshay Mittal , Xiao Chen , Charles Tong , Gianluca Iaccarino

Uncertainty quantification (UQ) methods for Large Language Models (LLMs) encompass a variety of approaches, with two major types being particularly prominent: information-based, which focus on model confidence expressed as token…

Computation and Language · Computer Science 2025-12-10 Roman Vashurin , Maiya Goloburda , Albina Ilina , Aleksandr Rubashevskii , Preslav Nakov , Artem Shelmanov , Maxim Panov

Practical structural engineering problems often exhibit a significant degree of uncertainty in the material properties being used, the dimensions of the modeled structures, etc. In this paper, we consider a cantilever beam and a beam…

Computational Engineering, Finance, and Science · Computer Science 2018-09-03 Philippe Blondeel , Pieterjan Robbe , Cédric van hoorickx , Geert Lombaert , Stefan Vandewalle

Inverse uncertainty quantification (UQ) tasks such as parameter estimation are computationally demanding whenever dealing with physics-based models, and typically require repeated evaluations of complex numerical solvers. When partial…

Machine Learning · Computer Science 2025-12-19 Filippo Zacchei , Paolo Conti , Attilio Alberto Frangi , Andrea Manzoni

Uncertainty quantification (UQ) is the process of systematically determining and characterizing the degree of confidence in computational model predictions. In the context of systems biology, especially with dynamic models, UQ is crucial…

Machine Learning · Statistics 2024-10-29 Alberto Portela , Julio R. Banga , Marcos Matabuena

We quantify uncertainties in the location and magnitude of extreme pressure spots revealed from large scale multi-phase flow simulations of cloud cavitation collapse. We examine clouds containing 500 cavities and quantify uncertainties…

Computational Engineering, Finance, and Science · Computer Science 2017-11-09 Jonas Šukys , Ursula Rasthofer , Fabian Wermelinger , Panagiotis Hadjidoukas , Petros Koumoutsakos

We develop a multilevel Monte Carlo (MLMC) framework for uncertainty quantification with Monte Carlo dropout. Treating dropout masks as a source of epistemic randomness, we define a fidelity hierarchy by the number of stochastic forward…

Machine Learning · Computer Science 2026-01-21 Aaron Pim , Tristan Pryer

Two of the most significant challenges in uncertainty quantification pertain to the high computational cost for simulating complex physical models and the high dimension of the random inputs. In applications of practical interest, both of…

Computational Engineering, Finance, and Science · Computer Science 2022-09-02 Jonas Nitzler , Jonas Biehler , Niklas Fehn , Phaedon-Stelios Koutsourelakis , Wolfgang A. Wall

This paper explores uncertainty quantification (UQ) as an indicator of the trustworthiness of automated deep-learning (DL) tools in the context of white matter lesion (WML) segmentation from magnetic resonance imaging (MRI) scans of…

We describe and analyze a variance reduction approach for Monte Carlo (MC) sampling that accelerates the estimation of statistics of computationally expensive simulation models using an ensemble of models with lower cost. These lower cost…

Computation · Statistics 2021-05-04 Alex A. Gorodetsky , Gianluca Geraci , Mike Eldred , John D. Jakeman

Because of their robustness, efficiency and non-intrusiveness, Monte Carlo methods are probably the most popular approach in uncertainty quantification to computing expected values of quantities of interest (QoIs). Multilevel Monte Carlo…

Numerical Analysis · Mathematics 2022-04-12 Marcus J. Grote , Simon Michel , Fabio Nobile

Machine learning interatomic potentials (MLIPs) enable accurate atomistic modelling, but reliable uncertainty quantification (UQ) remains elusive. In this study, we investigate two UQ strategies, ensemble learning and D-optimality, within…

Materials Science · Physics 2025-08-06 Fei Shuang , Zixiong Wei , Kai Liu , Wei Gao , Poulumi Dey

Reliable uncertainty quantification (UQ) in machine learning (ML) regression tasks is becoming the focus of many studies in materials and chemical science. It is now well understood that average calibration is insufficient, and most studies…

Machine Learning · Statistics 2024-01-25 Pascal Pernot

Uncertainty Quantification (UQ) is essential in probabilistic machine learning models, particularly for assessing the reliability of predictions. In this paper, we present a systematic framework for estimating both epistemic and aleatoric…

Machine Learning · Statistics 2025-09-11 Marzieh Ajirak , Anand Ravishankar , Petar M. Djuric

We consider the problem of modeling heterogeneous materials where micro-scale dynamics and interactions affect global behavior. In the presence of heterogeneities in material microstructure it is often impractical, if not impossible, to…

Materials Science · Physics 2022-11-03 Yiming Fan , Marta D'Elia , Yue Yu , Habib N. Najm , Stewart Silling

On top of machine learning models, uncertainty quantification (UQ) functions as an essential layer of safety assurance that could lead to more principled decision making by enabling sound risk assessment and management. The safety and…

Machine Learning · Computer Science 2024-03-28 Venkat Nemani , Luca Biggio , Xun Huan , Zhen Hu , Olga Fink , Anh Tran , Yan Wang , Xiaoge Zhang , Chao Hu