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This paper is concerned with a lesser-studied problem in the context of model-based, uncertainty quantification (UQ), that of optimization/design/control under uncertainty. The solution of such problems is hindered not only by the usual…

Computation · Statistics 2016-02-17 Phaedon-Stelios Koutsourelakis

Constructing surrogate models for uncertainty quantification (UQ) on complex partial differential equations (PDEs) having inherently high-dimensional $\mathcal{O}(10^{\ge 2})$ stochastic inputs (e.g., forcing terms, boundary conditions,…

Machine Learning · Computer Science 2022-05-27 Katiana Kontolati , Dimitrios Loukrezis , Dimitris G. Giovanis , Lohit Vandanapu , Michael D. Shields

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

Turbulent flows play an important role in many scientific and technological design problems. Both Sub-Grid Scale (SGS) models in Large Eddy Simulations (LES) and Reynolds Averaged Navier Stokes (RANS) based modeling will require turbulence…

Fluid Dynamics · Physics 2024-07-16 Minghan Chu

Emergence of artificial intelligence techniques in biomedical applications urges the researchers to pay more attention on the uncertainty quantification (UQ) in machine-assisted medical decision making. For classification tasks, prior…

Machine Learning · Computer Science 2019-09-17 Xiaoyang Huang , Jiancheng Yang , Linguo Li , Haoran Deng , Bingbing Ni , Yi Xu

Deep learning models for semantic segmentation are prone to poor performance in real-world applications due to the highly challenging nature of the task. Model uncertainty quantification (UQ) is one way to address this issue of lack of…

Computer Vision and Pattern Recognition · Computer Science 2022-11-04 Rishabh Singh , Jose C. Principe

Physics-Informed Neural Networks (PINNs) are gaining popularity as a method for solving differential equations. While being more feasible in some contexts than the classical numerical techniques, PINNs still lack credibility. A remedy for…

Machine Learning · Computer Science 2022-12-15 Olga Graf , Pablo Flores , Pavlos Protopapas , Karim Pichara

The Best Estimate plus Uncertainty (BEPU) approach for nuclear systems modeling and simulation requires that the prediction uncertainty must be quantified in order to prove that the investigated design stays within acceptance criteria. A…

Computation · Statistics 2023-03-24 Ziyu Xie , Farah Alsafadi , Xu Wu

Simulating complex physical systems is crucial for understanding and predicting phenomena across diverse fields, such as fluid dynamics and heat transfer, as well as plasma physics and structural mechanics. Traditional approaches rely on…

Model-based deep learning solutions to inverse problems have attracted increasing attention in recent years as they bridge state-of-the-art numerical performance with interpretability. In addition, the incorporated prior domain knowledge…

Machine Learning · Statistics 2023-09-18 Frederik Hoppe , Claudio Mayrink Verdun , Felix Krahmer , Hannah Laus , Holger Rauhut

Quantifying uncertainty is important for actionable predictions in real-world applications. A crucial part of predictive uncertainty quantification is the estimation of epistemic uncertainty, which is defined as an integral of the product…

Machine Learning · Computer Science 2023-10-25 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Günter Klambauer , Sepp Hochreiter

In this work, we present a novel forward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations (BSDEs). Motivated by the fact that differential deep learning can…

Numerical Analysis · Mathematics 2024-08-13 Lorenc Kapllani , Long Teng

Uncertainty quantification (UQ) is crucial for deploying machine learning models in high-stakes applications, where overconfident predictions can lead to serious consequences. An effective UQ method must balance computational efficiency…

Machine Learning · Computer Science 2026-02-23 Taeseong Yoon , Heeyoung Kim

This review is designed to introduce mathematicians and computational scientists to quantum computing (QC) through the lens of uncertainty quantification (UQ) by presenting a mathematically rigorous and accessible narrative for…

Quantum Physics · Physics 2026-03-30 Ryan Bennink , Olena Burkovska , Konstantin Pieper , Jorge Ramirez , Elaine Wong

With increasing computational demand, Neural-Network (NN) based models are being developed as pre-trained surrogates for different thermohydraulics phenomena. An area where this approach has shown promise is in developing higher-fidelity…

Fluid Dynamics · Physics 2024-12-13 Cody Grogan , Som Dutta , Mauricio Tano , Somayajulu L. N. Dhulipala , Izabela Gutowska

Uncertainty Quantification (UQ) is crucial for deploying reliable Deep Learning (DL) models in high-stakes applications. Recently, General Type-2 Fuzzy Logic Systems (GT2-FLSs) have been proven to be effective for UQ, offering Prediction…

Machine Learning · Computer Science 2025-04-10 Yusuf Guven , Tufan Kumbasar

We propose a novel framework for uncertainty quantification via information bottleneck (IB-UQ) for scientific machine learning tasks, including deep neural network (DNN) regression and neural operator learning (DeepONet). Specifically, we…

Numerical Analysis · Mathematics 2023-05-31 Ling Guo , Hao Wu , Wenwen Zhou , Yan Wang , Tao Zhou

Uncertainty quantification (UQ) is essential for deploying machine learning models in safety-critical physical systems, yet classical Bayesian approaches incur substantial computational overhead. We establish a formal connection between…

We propose a method for training a deterministic deep model that can find and reject out of distribution data points at test time with a single forward pass. Our approach, deterministic uncertainty quantification (DUQ), builds upon ideas of…

Machine Learning · Computer Science 2020-06-30 Joost van Amersfoort , Lewis Smith , Yee Whye Teh , Yarin Gal

The design of next-generation alloys through the Integrated Computational Materials Engineering (ICME) approach relies on multi-scale computer simulations to provide thermodynamic properties when experiments are difficult to conduct.…