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Multi-fidelity Gaussian process is a common approach to address the extensive computationally demanding algorithms such as optimization, calibration and uncertainty quantification. Adaptive sampling for multi-fidelity Gaussian process is a…

Machine Learning · Statistics 2019-07-30 Sayan Ghosh , Jesper Kristensen , Yiming Zhang , Waad Subber , Liping Wang

With the increasing importance of distributed scientific workflows, there is a critical need to ensure Quality of Service (QoS) constraints, such as minimizing time or limiting execution to resource subsets. However, the unpredictable…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-03-02 Md Hasanur Rashid , Jesun Firoz , Nathan R. Tallent , Luanzheng Guo , Meng Tang , Dong Dai

Mechanical Ventilation (MV) is a critical life-support intervention in intensive care units (ICUs). However, optimal ventilator settings are challenging to determine because of the complexity of balancing patient-specific physiological…

Machine Learning · Computer Science 2024-12-18 Niloufar Eghbali , Tuka Alhanai , Mohammad M. Ghassemi

A quantile is defined as a value below which random draws from a given distribution falls with a given probability. In a centralized setting where the cumulative distribution function (CDF) is unknown, the empirical CDF (ECDF) can be used…

Systems and Control · Computer Science 2018-05-02 Jongmin Lee , Cihan Tepedelenlioglu , Andreas Spanias

We introduce a multifidelity estimator of covariance matrices formulated as the solution to a regression problem on the manifold of symmetric positive definite matrices. The estimator is positive definite by construction, and the…

Computation · Statistics 2024-09-06 Aimee Maurais , Terrence Alsup , Benjamin Peherstorfer , Youssef Marzouk

This paper presents a comparison of two multi-fidelity methods for the forward uncertainty quantification of a naval engineering problem. Specifically, we consider the problem of quantifying the uncertainty of the hydrodynamic resistance of…

Numerical Analysis · Mathematics 2021-11-29 Chiara Piazzola , Lorenzo Tamellini , Riccardo Pellegrini , Riccardo Broglia , Andrea Serani , Matteo Diez

Safety assurance is critical in the planning and control of robotic systems. For robots operating in the real world, the safety-critical design often needs to explicitly address uncertainties and the pre-computed guarantees often rely on…

Robotics · Computer Science 2024-07-09 Hao Zhou , Yanze Zhang , Wenhao Luo

Modern machine learning methods and the availability of large-scale data have significantly advanced our ability to predict target quantities from large sets of covariates. However, these methods often struggle under distributional shifts,…

Machine Learning · Statistics 2025-12-24 Nicola Gnecco , Jonas Peters , Sebastian Engelke , Niklas Pfister

A framework for robust optimization under uncertainty based on the use of the generalized inverse distribution function (GIDF), also called quantile function, is here proposed. Compared to more classical approaches that rely on the usage of…

Optimization and Control · Mathematics 2014-07-18 Domenico Quagliarella , Giovanni Petrone , Gianluca Iaccarino

As artificial intelligence (AI) / machine learning (ML) gain widespread adoption, practitioners are increasingly seeking means to quantify and control the risk these systems incur. This challenge is especially salient when such systems have…

Machine Learning · Computer Science 2024-06-06 Drew Prinster , Samuel Stanton , Anqi Liu , Suchi Saria

Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise uncertainty quantification is required. A popular methodology…

Statistics Theory · Mathematics 2024-11-22 Clément Dombry , Ahmed Zaoui

The unprecedented amount of scientific data has introduced heavy pressure on the current data storage and transmission systems. Progressive compression has been proposed to mitigate this problem, which offers data access with on-demand…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-11-11 Xuan Wu , Qian Gong , Jieyang Chen , Qing Liu , Norbert Podhorszki , Xin Liang , Scott Klasky

Reliable uncertainty quantification is crucial for reinforcement learning (RL) in high-stakes settings. We propose a unified conformal prediction framework for infinite-horizon policy evaluation that constructs distribution-free prediction…

Machine Learning · Statistics 2025-10-31 Feichen Gan , Youcun Lu , Yingying Zhang , Yukun Liu

The increased availability of massive data sets provides a unique opportunity to discover subtle patterns in their distributions, but also imposes overwhelming computational challenges. To fully utilize the information contained in big…

Statistics Theory · Mathematics 2018-04-12 Stanislav Volgushev , Shih-Kang Chao , Guang Cheng

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

In causal inference, estimating the average treatment effect is a central objective, and in the context of competing risks data, this effect can be quantified by the cause-specific cumulative incidence function (CIF) difference. While…

Methodology · Statistics 2026-03-27 Yifei Tian , Ying Wu

This paper is the second part of a two-part series, which introduces and demonstrates a Validation and Uncertainty Quantification (VUQ) framework that serves two major purposes: i). quantify the uncertainties of the closure relation…

Fluid Dynamics · Physics 2018-10-23 Yang Liu , Nam Dinh , Ralph Smith

Quantifying uncertainty associated with the microstructure variation of a material can be a computationally daunting task, especially when dealing with advanced constitutive models and fine mesh resolutions in the crystal plasticity finite…

Materials Science · Physics 2023-02-10 Anh Tran , Pieterjan Robbe , Hojun Lim

Measurement-device-independent quantum key distribution (MDI-QKD) is the only known QKD scheme that can completely overcome the problem of detection side-channel attacks. Yet, despite its practical importance, there is no standard approach…

Conventional generative models for materials discovery are predominantly trained and validated using data from Density Functional Theory (DFT) with approximate exchange-correlation functionals. This creates a fundamental bottleneck: these…

Artificial Intelligence · Computer Science 2026-04-30 Mahule Roy