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The Parallel C++ Statistical Library for the Quantification of Uncertainty for Estimation, Simulation and Optimization, Queso, is a collection of statistical algorithms and programming constructs supporting research into the quantification…

Computation · Statistics 2015-07-03 Damon McDougall , Nicholas Malaya , Robert D. Moser

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

Uncertainty Quantification (UQ) is an essential step in computational model validation because assessment of the model accuracy requires a concrete, quantifiable measure of uncertainty in the model predictions. The concept of UQ in the…

Applications · Statistics 2023-03-24 Xu Wu , Ziyu Xie , Farah Alsafadi , Tomasz Kozlowski

Quantifying uncertainty of machine learning model predictions is essential for reliable decision-making, especially in safety-critical applications. Recently, uncertainty quantification (UQ) theory has advanced significantly, building on a…

Machine Learning · Computer Science 2025-10-01 Alexander Fishkov , Kajetan Schweighofer , Mykyta Ielanskyi , Nikita Kotelevskii , Mohsen Guizani , Maxim Panov

Quantifying uncertainty is important for actionable predictions in real-world applications. A crucial part of predictive uncertainty quantification is the estimation of epistemic uncertainty, which is defined as an integral of the product…

Machine Learning · Computer Science 2023-10-25 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Günter Klambauer , Sepp Hochreiter

Inverse Uncertainty Quantification (UQ), or Bayesian calibration, is the process to quantify the uncertainties of random input parameters based on experimental data. The introduction of model discrepancy term is significant because…

Applications · Statistics 2019-07-24 Xu Wu , Koroush Shirvan , Tomasz Kozlowski

This paper provides a tutorial about uncertainty quantification (UQ) for those who have no background but are interested in learning more in this area. It exploits many very simple examples, which are understandable to undergraduates, to…

Dynamical Systems · Mathematics 2025-10-07 Nan Chen , Stephen Wiggins , Marios Andreou

Inverse Uncertainty Quantification (IUQ) method has been widely used to quantify the uncertainty of Physical Model Parameters (PMPs) in nuclear Thermal Hydraulics (TH) systems. This paper introduces a novel hierarchical Bayesian model which…

Computation · Statistics 2024-03-27 Chen Wang , Xu Wu , Tomasz Kozlowski

There are essentially three kinds of approaches to Uncertainty Quantification (UQ): (A) robust optimization, (B) Bayesian, (C) decision theory. Although (A) is robust, it is unfavorable with respect to accuracy and data assimilation. (B)…

Algorithmic fairness has received considerable attention due to the failures of various predictive AI systems that have been found to be unfairly biased against subgroups of the population. Many approaches have been proposed to mitigate…

Machine Learning · Computer Science 2025-03-14 Agathe Fernandes Machado , Suzie Grondin , Philipp Ratz , Arthur Charpentier , François Hu

Uncertainty quantification (UQ) helps to make trustworthy predictions based on collected observations and uncertain domain knowledge. With increased usage of deep learning in various applications, the need for efficient UQ methods that can…

Machine Learning · Computer Science 2021-11-09 Olga Graf , Pablo Flores , Pavlos Protopapas , Karim Pichara

Bayesian inference provides a systematic framework for integration of data with mathematical models to quantify the uncertainty in the solution of the inverse problem. However, the solution of Bayesian inverse problems governed by complex…

Numerical Analysis · Mathematics 2023-01-02 Ki-Tae Kim , Umberto Villa , Matthew Parno , Youssef Marzouk , Omar Ghattas , Noemi Petra

While neural networks have demonstrated impressive performance across various tasks, accurately quantifying uncertainty in their predictions is essential to ensure their trustworthiness and enable widespread adoption in critical systems.…

Machine Learning · Statistics 2025-11-11 Joseph Wilson , Chris van der Heide , Liam Hodgkinson , Fred Roosta

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

Inverse problems defined naturally on the sphere are becoming increasingly of interest. In this article we provide a general framework for evaluation of inverse problems on the sphere, with a strong emphasis on flexibility and scalability.…

Information Theory · Computer Science 2021-05-17 Matthew A. Price , Luke Pratley , Jason D. McEwen

Uncertainty quantification (UQ) in scientific machine learning is increasingly critical as neural networks are widely adopted to tackle complex problems across diverse scientific disciplines. For physics-informed neural networks (PINNs), a…

Machine Learning · Statistics 2025-10-20 Frank Shih , Zhenghao Jiang , Faming Liang

Uncertainty quantification for inverse problems in imaging has drawn much attention lately. Existing approaches towards this task define uncertainty regions based on probable values per pixel, while ignoring spatial correlations within the…

Computer Vision and Pattern Recognition · Computer Science 2024-01-23 Omer Belhasin , Yaniv Romano , Daniel Freedman , Ehud Rivlin , Michael Elad

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

Trajectory prediction models that can infer both finite future trajectories and their associated uncertainties of the target vehicles in an online setting (e.g., real-world application scenarios) is crucial for ensuring the safe and robust…

Machine Learning · Computer Science 2025-02-05 Huiqun Huang , Sihong He , Fei Miao

The accessibility of spatially distributed data, enabled by affordable sensors, field, and numerical experiments, has facilitated the development of data-driven solutions for scientific problems, including climate change, weather…

Machine Learning · Computer Science 2023-11-09 Vardhan Dongre , Gurpreet Singh Hora