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A vital stage in the mathematical modelling of real-world systems is to calibrate a model's parameters to observed data. Likelihood-free parameter inference methods, such as Approximate Bayesian Computation, build Monte Carlo samples of the…

Computation · Statistics 2021-12-23 Thomas P Prescott , Ruth E Baker

Multifidelity approximate Bayesian computation (MF-ABC) is a likelihood-free technique for parameter inference that exploits model approximations to significantly increase the speed of ABC algorithms (Prescott and Baker, 2020). Previous…

Computation · Statistics 2021-12-23 Thomas P. Prescott , Ruth E. Baker

We study the problem of multifidelity uncertainty propagation for computationally expensive models. In particular, we consider the general setting where the high-fidelity and low-fidelity models have a dissimilar parameterization both in…

Uncertainty quantification (UQ) is a vital step in using mathematical models and simulations to take decisions. The field of cardiac simulation has begun to explore and adopt UQ methods to characterise uncertainty in model inputs and how…

Uncertainty Quantification (UQ) in Language Models (LMs) is key to improving their safety and reliability. Evaluations often use metrics like AUROC to assess how well UQ methods (e.g., negative sequence probabilities) correlate with task…

Computation and Language · Computer Science 2025-08-11 Andrea Santilli , Adam Golinski , Michael Kirchhof , Federico Danieli , Arno Blaas , Miao Xiong , Luca Zappella , Sinead Williamson

The high dimensionality of kinetic equations with stochastic parameters poses major computational challenges for uncertainty quantification (UQ). Traditional Monte Carlo (MC) sampling methods, while widely used, suffer from slow convergence…

Numerical Analysis · Mathematics 2025-06-13 Wei Chen , Giacomo Dimarco , Lorenzo Pareschi

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

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

For practical model-based demands, such as design space exploration and uncertainty quantification (UQ), a high-fidelity model that produces accurate outputs often has high computational cost, while a low-fidelity model with less accurate…

Numerical Analysis · Mathematics 2017-09-13 Jerrad Hampton , Hillary Fairbanks , Akil Narayan , Alireza Doostan

Applications, ranging from tracking molecular motion within cells to analyzing complex animal foraging behavior, require algorithms for associating a collection of spot-like particles in one image with particles contained in another image.…

Quantitative Methods · Quantitative Biology 2013-04-23 Alexander Mont , Aubrey V. Wiegel , Diego Krapf , Christopher P. Calderon

In inverse problems, distribution-free uncertainty quantification (UQ) aims to obtain error bars with coverage guarantees that are independent of any prior assumptions about the data distribution. In the context of mass mapping,…

Cosmology and Nongalactic Astrophysics · Physics 2025-02-26 Hubert Leterme , Jalal Fadili , Jean-Luc Starck

Uncertainty quantification in automated image analysis is highly desired in many applications. Typically, machine learning models in classification or segmentation are only developed to provide binary answers; however, quantifying the…

The design of next-generation alloys through the Integrated Computational Materials Engineering (ICME) approach relies on multi-scale computer simulations to provide thermodynamic properties when experiments are difficult to conduct.…

Uncertainty propagation software can have unknown, inadvertent biases introduced by various means. This work is a case study in bias identification and reduction in one such software package, the Microwave Uncertainty Framework (MUF). The…

Applications · Statistics 2019-09-04 Michael Frey , Benjamin F. Jamroz , Amanda Koepke , Jacob D. Rezac , Dylan Williams

We extended the existing methodology in Bound-to-Bound Data Collaboration (B2BDC), an optimization-based deterministic uncertainty quantification (UQ) framework, to explicitly take into account model discrepancy. The discrepancy was…

Data Analysis, Statistics and Probability · Physics 2020-02-06 Wenyu Li , Arun Hegde , James Oreluk , Andrew Packard , Michael Frenklach

This paper addresses uncertainty quantification (UQ) for problems where scalar (or low-dimensional vector) response quantities are insufficient and, instead, full-field (very high-dimensional) responses are of interest. To do so, an…

Probability · Mathematics 2018-04-18 D. G Giovanis , M. D. Shields

Deep learning-based object pose estimators are often unreliable and overconfident especially when the input image is outside the training domain, for instance, with sim2real transfer. Efficient and robust uncertainty quantification (UQ) in…

Sampling multiple responses improves language model reasoning, but uniform compute allocation is inefficient: easy questions are over-sampled while hard questions remain under-explored. We propose Uncertainty-Aware Budget Allocation (UAB),…

Computation and Language · Computer Science 2026-05-27 Manh Nguyen , Sunil Gupta , Hung Le

Proper quantification and propagation of uncertainties in computational simulations are of critical importance. This issue is especially challenging for CFD applications. A particular obstacle for uncertainty quantifications in CFD problems…

Computational Physics · Physics 2018-04-10 Jian-xun Wang , Christopher J. Roy , Heng Xiao

We introduce a novel approach for calibrating uncertainty quantification (UQ) tailored for multi-modal large language models (LLMs). Existing state-of-the-art UQ methods rely on consistency among multiple responses generated by the LLM on…