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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

The Polynomial Chaos Expansion (PCE) technique recovers a finite second order random variable exploiting suitable linear combinations of orthogonal polynomials which are functions of a given stochas- tic quantity {\xi}, hence acting as a…

Computational Finance · Quantitative Finance 2016-10-31 Luca Di Persio , Michele Bonollo , Gregorio Pellegrini

Wind gusts, being inherently stochastic, can significantly influence the safety and performance of aircraft. This study investigates a three-dimensional uncertainty quantification (UQ) problem to explore how uncertainties in gust and flight…

Computational Engineering, Finance, and Science · Computer Science 2025-01-08 Bingran Wang , Michael Warner , Aoran Tian , Luca Scotzniovsky , John T. Hwang

Stochastic spectral methods are efficient techniques for uncertainty quantification. Recently they have shown excellent performance in the statistical analysis of integrated circuits. In stochastic spectral methods, one needs to determine a…

Computational Engineering, Finance, and Science · Computer Science 2016-11-18 Zheng Zhang , Tarek A. El-Moselhy , Ibrahim , M. Elfadel , Luca Daniel

Machine learning (ML) surrogate models are increasingly used in engineering analysis and design to replace computationally expensive simulation models, significantly reducing computational cost and accelerating decision-making processes.…

Machine Learning · Statistics 2025-07-22 Xiaoping Du

This paper presents two novel approaches for uncertainty estimation adapted and extended for the multi-link bus travel time problem. The uncertainty is modeled directly as part of recurrent artificial neural networks, but using two…

Machine Learning · Computer Science 2021-04-15 Niklas Christoffer Petersen , Anders Parslov , Filipe Rodrigues

If Uncertainty Quantification (UQ) is crucial to achieve trustworthy Machine Learning (ML), most UQ methods suffer from disparate and inconsistent evaluation protocols. We claim this inconsistency results from the unclear requirements the…

Machine Learning · Computer Science 2022-07-28 Victor Bouvier , Simona Maggio , Alexandre Abraham , Léo Dreyfus-Schmidt

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

The probability distribution of the proper delay times during scattering on a chaotic system is derived in the framework of the random matrix approach and the supersymmetry method. The result obtained is valid for an arbitrary number of…

Disordered Systems and Neural Networks · Physics 2007-05-23 Hans-Juergen Sommers , Dmitry V. Savin , Valentin V. Sokolov

Meaningful climate predictions must be accompanied by their corresponding range of uncertainty. Quantifying the uncertainties is non-trivial, and different methods have been suggested and used in the past. Here, we propose a method that…

Atmospheric and Oceanic Physics · Physics 2018-03-14 Ehud Strobach , Golan Bel

Assuming the availability of a reliable aircraft trajectory planner, this paper presents a probabilistic methodology to detect conflicts between aircraft, in the cruise phase of the flight, in the presence of wind prediction uncertainties…

Optimization and Control · Mathematics 2024-07-17 Jaime de la Mota , María Cerezo-Magaña , Alberto Olivares , Ernesto Staffetti

Explainability of black-box machine learning models is crucial, in particular when deployed in critical applications such as medicine or autonomous cars. Existing approaches produce explanations for the predictions of models, however, how…

Machine Learning · Computer Science 2021-11-18 Jonas Schulz , Rafael Poyiadzi , Raul Santos-Rodriguez

Coherent anti-Stokes Raman scattering (CARS) spectroscopy is a powerful and rapid technique widely used in medicine, material science, and chemical analyses. However, its effectiveness is hindered by the presence of a non-resonant…

Gradient-enhanced Uncertainty Quantification (UQ) has received recent attention, in which the derivatives of a Quantity of Interest (QoI) with respect to the uncertain parameters are utilized to improve the surrogate approximation.…

Computation · Statistics 2016-03-23 Ji Peng , Jerrad Hampton , Alireza Doostan

We present a model-agnostic algorithm for generating post-hoc explanations and uncertainty intervals for a machine learning model when only a static sample of inputs and outputs from the model is available, rather than direct access to the…

Machine Learning · Computer Science 2023-06-27 Surin Ahn , Justin Grana , Yafet Tamene , Kristian Holsheimer

Uncertainty quantification (UQ) is the process of systematically determining and characterizing the degree of confidence in computational model predictions. In the context of systems biology, especially with dynamic models, UQ is crucial…

Machine Learning · Statistics 2024-10-29 Alberto Portela , Julio R. Banga , Marcos Matabuena

Agent behavior is arguably the greatest source of uncertainty in trajectory planning for autonomous vehicles. This problem has motivated significant amounts of work in the behavior prediction community on learning rich distributions of the…

Robotics · Computer Science 2020-07-16 Allen Wang , Ashkan Jasour , Brian Williams

This paper presents a method for performing Uncertainty Quantification in high-dimensional uncertain spaces by combining arbitrary polynomial chaos with a recently proposed scheme for sensitivity enhancement (1). Including available…

Numerical Analysis · Mathematics 2024-02-09 Nick Pepper , Francesco Montomoli , Kyriakos Kantarakias

We present a novel physics-constrained polynomial chaos expansion as a surrogate modeling method capable of performing both scientific machine learning (SciML) and uncertainty quantification (UQ) tasks. The proposed method possesses a…

Machine Learning · Statistics 2024-05-14 Himanshu Sharma , Lukáš Novák , Michael D. Shields

Uncertainty relations are a fundamental feature of quantum mechanics. How can these relations be found systematically? Here we develop a semidefinite programming hierarchy for additive uncertainty relations in the variances of non-commuting…

Quantum Physics · Physics 2024-11-13 Moisés Bermejo Morán , Felix Huber
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