English
Related papers

Related papers: Divergence Based Quadrangle and Applications

200 papers

When using the finite element method (FEM) in inverse problems, its discretization error can produce parameter estimates that are inaccurate and overconfident. The Bayesian finite element method (BFEM) provides a probabilistic model for the…

Numerical Analysis · Mathematics 2026-01-26 Anne Poot , Iuri Rocha , Pierre Kerfriden , Frans van der Meer

Quantifying uncertainty in neural network predictions is essential for high-stakes domains such as autonomous driving, healthcare, and manufacturing. While existing approaches often depend on costly sampling or restrictive distributional…

Machine Learning · Computer Science 2026-05-29 Eunseo Choi , Ho-Yeon Kim , Jaewon Lee , Taeyong jo , Myungjun lee , Heejin Ahn

Neural networks (NNs) are currently changing the computational paradigm on how to combine data with mathematical laws in physics and engineering in a profound way, tackling challenging inverse and ill-posed problems not solvable with…

Machine Learning · Computer Science 2023-02-08 Apostolos F Psaros , Xuhui Meng , Zongren Zou , Ling Guo , George Em Karniadakis

Estimating the uncertainty in deep neural network predictions is crucial for many real-world applications. A common approach to model uncertainty is to choose a parametric distribution and fit the data to it using maximum likelihood…

Machine Learning · Computer Science 2022-11-28 Ali Harakeh , Jordan Hu , Naiqing Guan , Steven L. Waslander , Liam Paull

Reinforcement learning agents are faced with two types of uncertainty. Epistemic uncertainty stems from limited data and is useful for exploration, whereas aleatoric uncertainty arises from stochastic environments and must be accounted for…

Machine Learning · Computer Science 2020-09-10 William R. Clements , Bastien Van Delft , Benoît-Marie Robaglia , Reda Bahi Slaoui , Sébastien Toth

We develop a novel multivariate semi-parametric framework for joint portfolio Value-at-Risk (VaR) and Expected Shortfall (ES) forecasting. Unlike existing univariate semi-parametric approaches, the proposed framework explicitly models the…

Risk Management · Quantitative Finance 2024-12-23 Giuseppe Storti , Chao Wang

The Diversification Quotient (DQ), introduced by Han et al. (2025), is a recently proposed measure of portfolio diversification that quantifies the reduction in a portfolio's risk-level parameter attributable to diversification. Grounded in…

Risk Management · Quantitative Finance 2025-10-13 Xia Han , Liyuan Lin , Mengshi Zhao

This paper is an attempt to set a justification for making use of some dicrepancy indexes, starting from the classical Maximum Likelihood definition, and adapting the corresponding basic principle of inference to situations where…

Statistics Theory · Mathematics 2021-02-24 Michel Broniatowski

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

We propose a new family of regularized R\'enyi divergences parametrized not only by the order $\alpha$ but also by a variational function space. These new objects are defined by taking the infimal convolution of the standard R\'enyi…

Machine Learning · Statistics 2023-02-16 Jeremiah Birrell , Yannis Pantazis , Paul Dupuis , Markos A. Katsoulakis , Luc Rey-Bellet

Multivariate shortfall risk measures provide a principled framework for quantifying systemic risk and determining capital allocations prior to aggregation in interconnected financial systems. Despite their well established theoretical…

Computational Finance · Quantitative Finance 2026-03-09 Chiheb Ben Hammouda , Truong Ngoc Nguyen

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)…

We consider a two-stage distributionally robust optimization (DRO) model with multimodal uncertainty, where both the mode probabilities and uncertainty distributions could be affected by the first-stage decisions. To address this setting,…

Optimization and Control · Mathematics 2026-02-03 Xian Yu , Beste Basciftci

We introduce a new information-theoretic formulation of quantum measurement uncertainty relations, based on the notion of relative entropy between measurement probabilities. In the case of a finite-dimensional system and for any approximate…

Mathematical Physics · Physics 2018-03-02 Alberto Barchielli , Matteo Gregoratti , Alessandro Toigo

We study Heisenberg's uncertainty relation relative to a quantum reference frame (QRF). We introduce the QRF as a covariant phase-space observable, show that when described relative to it, position and momentum appear compatible, and derive…

Quantum Physics · Physics 2025-07-01 Miguel Jorquera Riera , Leon Loveridge

Clinical risk prediction is a valuable tool for guiding healthcare interventions toward those most likely to benefit. Yet, evaluating the pairing of a risk prediction model with an intervention using randomized controlled trials presents…

Methodology · Statistics 2025-10-31 Valerie Odeh-Couvertier , Gabriel Zayas-Caban , Brian Patterson , Amy Cochran

Recent studies have introduced the worst-case quantum divergence as a key measure in quantum information. Here we show that such divergences can be understood from the perspective of the resource theory of asymmetric distinguishability,…

Quantum Physics · Physics 2025-10-06 Siqi Yao , Kun Fang

Aleatoric (data) and epistemic (knowledge) uncertainty are textbook components of Uncertainty Quantification. Jointly estimating these components has been shown to be problematic and non-trivial. As a result, there are multiple ways to…

Machine Learning · Computer Science 2026-02-12 Ivo Pascal de Jong , Andreea Ioana Sburlea , Matthia Sabatelli , Matias Valdenegro-Toro

Forward simulation-based uncertainty quantification that studies the distribution of quantities of interest (QoI) is a crucial component for computationally robust engineering design and prediction. There is a large body of literature…

Computation · Statistics 2023-07-07 Ruijian Han , Boris Kramer , Dongjin Lee , Akil Narayan , Yiming Xu

Classical measures of structural reliability, such as the probability of failure and the related reliability index, are still widely applied in practice. However, these measures are frequency-based only, and they do not give information…

Methodology · Statistics 2025-08-19 Moussa Leblouba , Samer Barakat , Raghad Awad