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Data-driven model identification strategies can be used to obtain phenomenological models that capture the temporal evolution of observable data. While it is usually straightforward to obtain such a model from time series data, for instance…

Dynamical Systems · Mathematics 2026-03-25 Mohamed Akrout , Dan Wilson

Predicting future probable values of model parameters, is an essential pre-requisite for assessing model decision reliability in an uncertain environment. Scenario Analysis is a methodology for modelling uncertainty in water resources…

Methodology · Statistics 2013-04-17 Seyed Hamed Alemohammad , Reza Ardakanian , Akbar Karimi

The uncertainty quantification of prediction models (e.g., neural networks) is crucial for their adoption in many robotics applications. This is arguably as important as making accurate predictions, especially for safety-critical…

Robotics · Computer Science 2024-04-09 Junan Chen , Josephine Monica , Wei-Lun Chao , Mark Campbell

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

This work presents a framework to inversely quantify uncertainty in the model parameters of the friction model using earthquake data via the Bayesian inference. The forward model is the popular rate- and state- friction (RSF) model along…

Computational Engineering, Finance, and Science · Computer Science 2021-04-23 Saumik Dana , Karthik Reddy Lyathakula

In nonlinear dynamics, basins of attraction link a given set of initial conditions to its corresponding final states. This notion appears in a broad range of applications where several outcomes are possible, which is a common situation in…

Inverse problems in physical or biological sciences often involve recovering an unknown parameter that is random. The sought-after quantity is a probability distribution of the unknown parameter, that produces data that aligns with…

Machine Learning · Statistics 2024-10-02 Qin Li , Maria Oprea , Li Wang , Yunan Yang

Stochastic simulation has been widely used to analyze the performance of complex stochastic systems and facilitate decision making in those systems. Stochastic simulation is driven by the input model, which is a collection of probability…

Risk Management · Quantitative Finance 2020-02-14 Tianyi Liu , Enlu Zhou

Flooding is a destructive and dangerous hazard and climate change appears to be increasing the frequency of catastrophic flooding events around the world. Physics-based flood models are costly to calibrate and are rarely generalizable…

Machine Learning · Computer Science 2019-10-16 Chelsea Sidrane , Dylan J Fitzpatrick , Andrew Annex , Diane O'Donoghue , Yarin Gal , Piotr Biliński

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

Due to lack of scientific understanding, some mechanisms may be missing in mathematical modeling of complex phenomena in science and engineering. These mathematical models thus contain some uncertainties such as uncertain parameters. One…

Probability · Mathematics 2012-04-05 Jinqiao Duan , Ting Gao , Guowei He

Artificial intelligence (AI)-based data-driven weather forecasting models have experienced rapid progress over the last years. Recent studies, with models trained on reanalysis data, achieve impressive results and demonstrate substantial…

Atmospheric and Oceanic Physics · Physics 2025-04-02 Christopher Bülte , Nina Horat , Julian Quinting , Sebastian Lerch

When implementing prediction models for high-stakes real-world applications such as medicine, finance, and autonomous systems, quantifying prediction uncertainty is critical for effective risk management. Traditional approaches to…

Machine Learning · Statistics 2025-04-29 Junting Ren , Armin Schwartzman

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

In this work we propose an Uncertainty Quantification methodology for sedimentary basins evolution under mechanical and geochemical compaction processes, which we model as a coupled, time-dependent, non-linear, monodimensional (depth-only)…

Numerical Analysis · Mathematics 2017-11-22 Ivo Colombo , Fabio Nobile , Giovanni Porta , Anna Scotti , Lorenzo Tamellini

Recent advances in reconstruction methods for inverse problems leverage powerful data-driven models, e.g., deep neural networks. These techniques have demonstrated state-of-the-art performances for several imaging tasks, but they often do…

Computer Vision and Pattern Recognition · Computer Science 2020-10-20 Riccardo Barbano , Chen Zhang , Simon Arridge , Bangti Jin

Numerical simulation models associated with hydraulic engineering take a wide array of data into account to produce predictions: rainfall contribution to the drainage basin (characterized by soil nature, infiltration capacity and moisture),…

Computational Engineering, Finance, and Science · Computer Science 2021-03-01 Corentin J. Lapeyre , Nicolas Cazard , Pamphile T. Roy , Sophie Ricci , Fabrice Zaoui

Uncertainty quantification is crucial for building reliable and trustable machine learning systems. We propose to estimate uncertainty in recurrent neural networks (RNNs) via stochastic discrete state transitions over recurrent timesteps.…

Machine Learning · Computer Science 2020-11-25 Cheng Wang , Carolin Lawrence , Mathias Niepert

Scientific imaging problems are often severely ill-posed, and hence have significant intrinsic uncertainty. Accurately quantifying the uncertainty in the solutions to such problems is therefore critical for the rigorous interpretation of…

Image and Video Processing · Electrical Eng. & Systems 2024-10-22 Julian Tachella , Marcelo Pereyra

Inverse medium scattering solvers generally reconstruct a single solution without an associated measure of uncertainty. This is true both for the classical iterative solvers and for the emerging deep learning methods. But ill-posedness and…

Machine Learning · Computer Science 2022-12-12 AmirEhsan Khorashadizadeh , Ali Aghababaei , Tin Vlašić , Hieu Nguyen , Ivan Dokmanić