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Markov Chain Monte Carlo (MCMC) methods have become a cornerstone of many modern scientific analyses by providing a straightforward approach to numerically estimate uncertainties in the parameters of a model using a sequence of random…

Other Statistics · Statistics 2020-03-10 Joshua S. Speagle

We introduce a particle-number reprojection method in the shell model Monte Carlo that enables the calculation of observables for a series of nuclei using a Monte Carlo sampling for a single nucleus. The method is used to calculate nuclear…

Nuclear Theory · Physics 2009-10-31 Y. Alhassid , S. Liu , H. Nakada

The problem of estimating certain distributions over $\{0,1\}^d$ is considered here. The distribution represents a quantum system of $d$ qubits, where there are non-trivial dependencies between the qubits. A maximum entropy approach is…

Computation · Statistics 2019-03-08 Ryan Bennink , Ajay Jasra , Kody J. H. Law , Pavel Lougovski

Among the various options to estimate uncertainty in deep neural networks, Monte-Carlo dropout is widely popular for its simplicity and effectiveness. However the quality of the uncertainty estimated through this method varies and choices…

Machine Learning · Computer Science 2021-07-14 Francesco Verdoja , Ville Kyrki

Machine learning (ML) models are increasingly being used in metrology applications. However, for ML models to be credible in a metrology context they should be accompanied by principled uncertainty quantification. This paper addresses the…

Machine Learning · Computer Science 2024-05-09 Andrew Thompson

Radiological mapping plays a critical role in nuclear emergency response and environmental management activities. A radiation image, representing the spatial and intensity distribution of the radioactivity, is reconstructed from the…

Medical Physics · Physics 2026-03-04 Lei Pan , Jaewon Lee , Brian J. Quiter , Jakob Robnik , Uroš Seljak , Jayson R. Vavrek

Conventional diagonalization methods to calculate nuclear energy levels in the framework of the configuration-interaction (CI) shell model approach are prohibited in very large model spaces. The shell model Monte Carlo (SMMC) is a powerful…

Nuclear Theory · Physics 2025-01-08 Y. Alhassid , M. Bonett-Matiz , C. N. Gilbreth , S. Vartak

Optimization is a key tool for scientific and engineering applications, however, in the presence of models affected by uncertainty, the optimization formulation needs to be extended to consider statistics of the quantity of interest.…

The accuracy and precision of high-energy spallation models are key issues for the design and development of new applications and experiments. We present a method to estimate model parameters and associated uncertainties by leveraging the…

High Energy Physics - Phenomenology · Physics 2024-06-28 Jason Hirtz , Jean-Christophe David , Joseph Cugnon , Ingo Leya , José Luís Rodríguez-Sánchez , Georg Schnabel

We propose and analyze a method for computing failure probabilities of systems modeled as numerical deterministic models (e.g., PDEs) with uncertain input data. A failure occurs when a functional of the solution to the model is below (or…

Numerical Analysis · Mathematics 2016-06-21 Daniel Elfverson , Fredrik Hellman , Axel Målqvist

We propose a multi-fidelity neural network surrogate sampling method for the uncertainty quantification of physical/biological systems described by ordinary or partial differential equations. We first generate a set of low/high-fidelity…

Numerical Analysis · Mathematics 2020-05-07 Mohammad Motamed

Context. Monte Carlo methods can be used to evaluate the uncertainty of a reaction rate that arises from many uncertain nuclear inputs. However, until now no attempt has been made to find the effect of correlated energy uncertainties in…

Instrumentation and Methods for Astrophysics · Physics 2020-10-07 Richard Longland , Nicolas de Séréville

We quantify uncertainties in the location and magnitude of extreme pressure spots revealed from large scale multi-phase flow simulations of cloud cavitation collapse. We examine clouds containing 500 cavities and quantify uncertainties…

Computational Engineering, Finance, and Science · Computer Science 2017-11-09 Jonas Šukys , Ursula Rasthofer , Fabian Wermelinger , Panagiotis Hadjidoukas , Petros Koumoutsakos

Quantifying the uncertainty in model parameters and output is a critical component in model-driven decision support systems for groundwater management. This paper presents a novel algorithmic approach which fuses Markov Chain Monte Carlo…

Computation · Statistics 2021-05-26 Mikkel B. Lykkegaard , Tim J. Dodwell , David Moxey

In multi-objective design tasks, the computational cost increases rapidly when high-fidelity simulations are used to evaluate objective functions. Surrogate models help mitigate this cost by approximating the simulation output, simplifying…

Applications · Statistics 2025-06-03 Omer F. Erdem , David P. Broughton , Josef Svoboda , Chengkun Huang , Majdi I. Radaideh

Traditional neural networks provide deterministic predictions without inherent uncertainty estimates. While Bayesian Neural Networks (BNNs) offer a principled approach to uncertainty quantification, their computational complexity limits…

Machine Learning · Statistics 2026-05-25 Rouaa Hoblos , Noura Dridi , Noureddine Zerhouni , Zeina Al Masry

We develop a novel deep learning method for uncertainty quantification in stochastic partial differential equations based on Bayesian neural network (BNN) and Hamiltonian Monte Carlo (HMC). A BNN efficiently learns the posterior…

Machine Learning · Statistics 2022-10-24 Jeahan Jung , Minseok Choi

Knowing the uncertainty in a prediction is critical when making expensive investment decisions and when patient safety is paramount, but machine learning (ML) models in drug discovery typically provide only a single best estimate and ignore…

Machine Learning · Computer Science 2021-06-03 Stanley E. Lazic , Dominic P. Williams

Probabilistic prediction of sequences from images and other high-dimensional data is a key challenge, particularly in risk-sensitive applications. In these settings, it is often desirable to quantify the uncertainty associated with the…

Machine Learning · Computer Science 2024-10-31 Qidong Yang , Weicheng Zhu , Joseph Keslin , Laure Zanna , Tim G. J. Rudner , Carlos Fernandez-Granda

Stochastic versions of recursive integrated climate-economy assessment models are essential for studying and quantifying policy decisions under uncertainty. However, as the number of state variables and stochastic shocks increases, solving…