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Model uncertainty sets are required in many robust optimization problems, such as robust control and prediction with uncertainty, but there is no definite methodology to generate uncertainty sets for nonlinear dynamical systems. In this…

Dynamical Systems · Mathematics 2021-05-06 Anand Srinivasan , Naoya Takeishi

CIPM published the Supplement I for GUM in 2008 as not only an alternative approach to estimate the uncertainty for a given calibration measurement but also as a proper uncertainty estimation one, whenever any of the conditions imposed in…

Data Analysis, Statistics and Probability · Physics 2010-12-15 Thang H. L. , Nguyen D. D. , Dung D. N.

The Multilevel Monte Carlo (MLMC) approach usually works well when estimating the expected value of a quantity which is a Lipschitz function of intermediate quantities, but if it is a discontinuous function it can lead to a much slower…

Numerical Analysis · Mathematics 2023-09-06 Michael B Giles

The uncertainty of Compton backscattering process is studied by virtue of analytical formulas, and the special effects of variant energy spread and energy drift on the systematic uncertainty estimation are also studied with Monte Carlo…

High Energy Physics - Phenomenology · Physics 2013-12-13 X. H. Mo

In this work, a method is proposed for combining differential and integral benchmark experimental data within a Bayesian framework for nuclear data adjustments and multi-level uncertainty propagation using the Total Monte Carlo method.…

Nuclear Theory · Physics 2019-05-29 E. Alhassan , D. Rochman , H. Sjöstrand , A. Vasiliev , A. J. Koning , H. Ferroukhi

The examination of uncertainty in the predictions of machine learning (ML) models is receiving increasing attention. One uncertainty modeling technique used for this purpose is Monte-Carlo (MC)-Dropout, where repeated predictions are…

Computer Vision and Pattern Recognition · Computer Science 2023-05-25 Florian Heidecker , Ahmad El-Khateeb , Bernhard Sick

Knowing the uncertainty associated with the output of a deep neural network is of paramount importance in making trustworthy decisions, particularly in high-stakes fields like medical diagnosis and autonomous systems. Monte Carlo Dropout…

Computer Vision and Pattern Recognition · Computer Science 2025-05-22 Hamzeh Asgharnezhad , Afshar Shamsi , Roohallah Alizadehsani , Arash Mohammadi , Hamid Alinejad-Rokny

This paper introduces a new approach to quantify the impact of forward propagated demand and weather uncertainty on power system planning and operation models. Recent studies indicate that such sampling uncertainty, originating from demand…

Applications · Statistics 2020-11-17 Adriaan P Hilbers , David J Brayshaw , Axel Gandy

Multilevel Monte Carlo (MLMC) is a flexible and effective variance reduction technique for accelerating reliability assessments of complex power system. Recently, data-driven surrogate models have been proposed as lower-level models in the…

Machine Learning · Computer Science 2025-07-31 Ruiqi Zhang , Simon H. Tindemans

We present a multilevel Monte Carlo (MLMC) method for the uncertainty quantification of variably saturated porous media flow that are modeled using the Richards' equation. We propose a stochastic extension for the empirical models that are…

Numerical Analysis · Mathematics 2019-03-22 Prashant Kumar , Carmen Rodrigo , Francisco J. Gaspar , Cornelis W. Oosterlee

Whilst an abundance of techniques have recently been proposed to generate counterfactual explanations for the predictions of opaque black-box systems, markedly less attention has been paid to exploring the uncertainty of these generated…

Machine Learning · Computer Science 2021-07-22 Eoin Delaney , Derek Greene , Mark T. Keane

Uncertainty quantification of machine learning and deep learning methods plays an important role in enhancing trust to the obtained result. In recent years, a numerous number of uncertainty quantification methods have been introduced. Monte…

Machine Learning · Computer Science 2023-02-07 Afshar Shamsi , Hamzeh Asgharnezhad , AmirReza Tajally , Saeid Nahavandi , Henry Leung

The Shell Model Monte Carlo (SMMC) approach has been applied to calculate level densities and partition functions to temperatures up to ~ 1.5 - 2 MeV, with the maximal temperature limited by the size of the configuration space. Here we…

Nuclear Theory · Physics 2009-11-10 Y. Alhassid , G. F. Bertsch , L. Fang

A method is presented to tackle the sign problem in the simulations of systems having indefinite or complex-valued measures. In general, this new approach is shown to yield statistical errors smaller than the crude Monte Carlo using…

High Energy Physics - Lattice · Physics 2008-11-26 T D Kieu , C J Griffin

The numerical technique of Lattice QCD holds the promise of connecting the nuclear forces, nuclei, the spectrum and structure of hadrons, and the properties of matter under extreme conditions with the underlying theory of the strong…

Nuclear Theory · Physics 2015-06-23 Silas R. Beane , William Detmold , Kostas Orginos , Martin J. Savage

The Monte Carlo differential operator sampling method is applied to the computation of sensitivity coefficients of unresolved resonance probability table cross sections. Three new analytical benchmarks for verifying unresolved resonance…

Computational Physics · Physics 2024-12-03 Brian C. Kiedrowski

Identifying and quantifying $\gamma$-emitting radionuclides, considering spectral deformation from $\gamma$-interactions in radioactive source surroundings, present a significant challenge in $\gamma$-ray spectrometry. In that context, a…

Data Analysis, Statistics and Probability · Physics 2026-04-23 Dinh Triem Phan , Jérôme Bobin , Cheick Thiam , Christophe Bobin

Biopharmaceutical products, particularly monoclonal antibodies (mAbs), have gained prominence in the pharmaceutical market due to their high specificity and efficacy. As these products are projected to constitute a substantial portion of…

Quantitative Methods · Quantitative Biology 2024-09-05 Thanh Tung Khuat , Robert Bassett , Ellen Otte , Bogdan Gabrys

This document presents methods to remove the initialization or burn-in bias from Markov chain Monte Carlo (MCMC) estimates, with consequences on parallel computing, convergence diagnostics and performance assessment. The document is written…

Methodology · Statistics 2024-06-12 Yves F. Atchadé , Pierre E. Jacob

Uncertainty quantification enables users to assess the reliability of responses generated by large language models (LLMs). We present a novel Question Rephrasing technique to evaluate the input uncertainty of LLMs, which refers to the…

Computation and Language · Computer Science 2024-08-08 Zizhang Chen , Pengyu Hong , Sandeep Madireddy