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In this work, we describe a new approach that uses variational encoder-decoder (VED) networks for efficient goal-oriented uncertainty quantification for inverse problems. Contrary to standard inverse problems, these approaches are…

Numerical Analysis · Mathematics 2023-10-02 Babak Maboudi Afkham , Julianne Chung , Matthias Chung

We present a computational framework for estimating the uncertainty in the numerical solution of linearized infinite-dimensional statistical inverse problems. We adopt the Bayesian inference formulation: given observational data and their…

Numerical Analysis · Mathematics 2013-08-07 Tan Bui-Thanh , Omar Ghattas , James Martin , Georg Stadler

Physics-informed extreme learning machine (PIELM) has recently received significant attention as a rapid version of physics-informed neural network (PINN) for solving partial differential equations (PDEs). The key characteristic is to fix…

Machine Learning · Computer Science 2024-09-30 Xu Liu , Wen Yao , Wei Peng , Weien Zhou

Due to the importance of uncertainty quantification (UQ), Bayesian approach to inverse problems has recently gained popularity in applied mathematics, physics, and engineering. However, traditional Bayesian inference methods based on Markov…

Computation · Statistics 2022-04-26 Shiwei Lan , Shuyi Li , Babak Shahbaba

The integration of Scientific Machine Learning (SciML) techniques with uncertainty quantification (UQ) represents a rapidly evolving frontier in computational science. This work advances Physics-Informed Neural Networks (PINNs) by…

Machine Learning · Statistics 2025-12-30 Georgios Arampatzis , Stylianos Katsarakis , Charalambos Makridakis

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

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

With increasing deployment of machine learning systems in various real-world tasks, there is a greater need for accurate quantification of predictive uncertainty. While the common goal in uncertainty quantification (UQ) in machine learning…

Machine Learning · Computer Science 2021-09-22 Youngseog Chung , Ian Char , Han Guo , Jeff Schneider , Willie Neiswanger

We consider optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs) under model uncertainty. Specifically, we consider inverse problems in which, in addition to the…

Numerical Analysis · Mathematics 2024-07-03 Alen Alexanderian , Ruanui Nicholson , Noemi Petra

Recent advances in quantum computing and their increased availability has led to a growing interest in possible applications. Among those is the solution of partial differential equations (PDEs) for, e.g., material or flow simulation.…

Quantum Physics · Physics 2023-08-08 Mazen Ali , Matthias Kabel

Recent advances in reconstruction methods for inverse problems leverage powerful data-driven models, e.g., deep neural networks. These techniques have demonstrated state-of-the-art performances for several imaging tasks, but they often do…

Computer Vision and Pattern Recognition · Computer Science 2020-10-20 Riccardo Barbano , Chen Zhang , Simon Arridge , Bangti Jin

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

We propose a novel framework for uncertainty quantification via information bottleneck (IB-UQ) for scientific machine learning tasks, including deep neural network (DNN) regression and neural operator learning (DeepONet). Specifically, we…

Numerical Analysis · Mathematics 2023-05-31 Ling Guo , Hao Wu , Wenwen Zhou , Yan Wang , Tao Zhou

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

We consider an unknown multivariate function representing a system-such as a complex numerical simulator-taking both deterministic and uncertain inputs. Our objective is to estimate the set of deterministic inputs leading to outputs whose…

Machine Learning · Statistics 2024-12-09 Romain Ait Abdelmalek-Lomenech , Julien Bect , Vincent Chabridon , Emmanuel Vazquez

Deep Learning (DL) methods have been transforming computer vision with innovative adaptations to other domains including climate change. For DL to pervade Science and Engineering (S&E) applications where risk management is a core component,…

Machine Learning · Computer Science 2018-05-25 Thomas Vandal , Evan Kodra , Jennifer Dy , Sangram Ganguly , Ramakrishna Nemani , Auroop R. Ganguly

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

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

Polynomial chaos expansions (PCE) are widely used for uncertainty quantification (UQ) tasks, particularly in the applied mathematics community. However, PCE has received comparatively less attention in the statistics literature, and fully…

Methodology · Statistics 2025-10-30 Kellin N. Rumsey , Devin Francom , Graham C. Gibson , J. Derek Tucker , Gabriel Huerta

Physics-informed neural networks (PINNs) have recently emerged as an alternative way of solving partial differential equations (PDEs) without the need of building elaborate grids, instead, using a straightforward implementation. In…

Analysis of PDEs · Mathematics 2019-09-04 Dongkun Zhang , Lu Lu , Ling Guo , George Em Karniadakis
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