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We describe modern variants of Monte Carlo methods for Uncertainty Quantification (UQ) of the Neutron Transport Equation, when it is approximated by the discrete ordinates method with diamond differencing. We focus on the mono-energetic 1D…

Numerical Analysis · Mathematics 2017-10-18 Ivan G. Graham , Matthew J. Parkinson , Robert Scheichl

We address the problem of uncertainty propagation in the discrete Fourier transform by modeling the fast Fourier transform as a factor graph. Building on this representation, we propose an efficient framework for approximate Bayesian…

Machine Learning · Computer Science 2025-06-09 Luca Schmid , Charlotte Muth , Laurent Schmalen

Uncertainty quantification is a critical yet unsolved challenge for deep learning, especially for the time series imputation with irregularly sampled measurements. To tackle this problem, we propose a novel framework based on the principles…

Machine Learning · Computer Science 2023-06-05 Shweta Dahale , Sai Munikoti , Balasubramaniam Natarajan

Uncertainty Quantification (UQ) is a promising approach to improve model reliability, yet quantifying the uncertainty of Large Language Models (LLMs) is non-trivial. In this work, we establish a connection between the uncertainty of LLMs…

Computation and Language · Computer Science 2025-10-16 Mingda Li , Xinyu Li , Weinan Zhang , Longxuan Ma

This article presents the first complete application of a quantum time-marching algorithm for simulating multidimensional linear transport phenomena with arbitrary boundaries, whereby the success probabilities are problem intrinsic. The…

Quantum Physics · Physics 2026-04-13 Sergio Bengoechea , Paul Over , Thomas Rung

In autonomous driving, accurate motion prediction is crucial for safe and efficient motion planning. To ensure safety, planners require reliable uncertainty estimates of the predicted behavior of surrounding agents, yet this aspect has…

Robotics · Computer Science 2025-03-03 Aron Distelzweig , Andreas Look , Eitan Kosman , Faris Janjoš , Jörg Wagner , Abhinav Valada

Uncertainty analysis in the outcomes of model predictions is a key element in decision-based material design to establish confidence in the models and evaluate the fidelity of models. Uncertainty Propagation (UP) is a technique to determine…

Machine Learning · Computer Science 2023-02-13 Danial Khatamsaz , Vahid Attari , Raymundo Arroyave , Douglas L. Allaire

Through the development of efficient algorithms, data structures and preprocessing techniques, real-world shortest path problems in street networks are now very fast to solve. But in reality, the exact travel times along each arc in the…

Optimization and Control · Mathematics 2017-04-28 Trivikram Dokka , Marc Goerigk

We apply random matrix theory to study the impact of measurement uncertainty on dynamic mode decomposition. Specifically, when the measurements follow a normal probability density function, we show how the moments of that density propagate…

Methodology · Statistics 2025-09-04 P. Algikar , P. Sharma , M. Netto , L. Mili

Uncertainty quantification (UQ) has increasing importance in building robust high-performance and generalizable materials property prediction models. It can also be used in active learning to train better models by focusing on getting new…

Materials Science · Physics 2022-11-14 Daniel Varivoda , Rongzhi Dong , Sadman Sadeed Omee , Jianjun Hu

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

Uncertainty quantification for complex deep learning models is increasingly important as these techniques see growing use in high-stakes, real-world settings. Currently, the quality of a model's uncertainty is evaluated using…

Machine Learning · Computer Science 2021-12-15 Benjamin Kompa , Jasper Snoek , Andrew Beam

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

Ensuring the runtime safety of autonomous systems remains challenging due to deep learning components' inherent uncertainty and their sensitivity to environmental changes. In this paper, we propose an enhancement of traditional uncertainty…

Software Engineering · Computer Science 2025-07-08 Radouane Bouchekir , Michell Guzman Cancimance

Uncertainty quantification (UQ) in computational chemistry (CC) is still in its infancy. Very few CC methods are designed to provide a confidence level on their predictions, and most users still rely improperly on the mean absolute error as…

Chemical Physics · Physics 2022-03-21 Pascal Pernot

Despite the popularity of Convolutional Neural Networks (CNN), the problem of uncertainty quantification (UQ) of CNN has been largely overlooked. Lack of efficient UQ tools severely limits the application of CNN in certain areas, such as…

Machine Learning · Computer Science 2026-04-15 Hongfei Du , Emre Barut , Fang Jin

Peak estimation bounds extreme values of a function of state along trajectories of a dynamical system. This paper focuses on extending peak estimation to continuous and discrete settings with time-independent and time-dependent uncertainty.…

Optimization and Control · Mathematics 2021-03-25 Jared Miller , Didier Henrion , Mario Sznaier , Milan Korda

This paper addresses the limitations of standard uncertainty models, e.g., robust (norm-bounded) and stochastic (one fixed distribution, e.g., Gaussian), and proposes to model uncertainty via Optimal Transport (OT) ambiguity sets. These…

Optimization and Control · Mathematics 2023-09-08 Liviu Aolaritei , Nicolas Lanzetti , Hongruyu Chen , Florian Dörfler

Polynomial Chaos Expansions represent a powerful tool to simulate stochastic models of dynamical systems. Yet, deriving the expansion's coefficients for complex systems might require a significant and non-trivial manipulation of the model,…

Computation · Statistics 2012-11-13 Lorenzo Fagiano , Mustafa Khammash

Inverse problems play a key role in modern image/signal processing methods. However, since they are generally ill-conditioned or ill-posed due to lack of observations, their solutions may have significant intrinsic uncertainty. Analysing…

Signal Processing · Electrical Eng. & Systems 2019-09-09 Xiaohao Cai , Marcelo Pereyra , Jason D. McEwen
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