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Safe deployment of graph neural networks (GNNs) under distribution shift requires models to provide accurate confidence indicators (CI). However, while it is well-known in computer vision that CI quality diminishes under distribution shift,…

Machine Learning · Computer Science 2023-09-21 Puja Trivedi , Mark Heimann , Rushil Anirudh , Danai Koutra , Jayaraman J. Thiagarajan

Existing work in scientific machine learning (SciML) has shown that data-driven learning of solution operators can provide a fast approximate alternative to classical numerical partial differential equation (PDE) solvers. Of these, Neural…

Machine Learning · Computer Science 2024-06-13 S. Chandra Mouli , Danielle C. Maddix , Shima Alizadeh , Gaurav Gupta , Andrew Stuart , Michael W. Mahoney , Yuyang Wang

We develop a multilevel approach to compute approximate solutions to backward differential equations (BSDEs). The fully implementable algorithm of our multilevel scheme constructs sequential martingale control variates along a sequence of…

Probability · Mathematics 2014-12-11 Dirk Becherer , Plamen Turkedjiev

Deep learning has been successfully applied to the segmentation of 3D Computed Tomography (CT) scans. Establishing the credibility of these segmentations requires uncertainty quantification (UQ) to identify untrustworthy predictions. Recent…

Image and Video Processing · Electrical Eng. & Systems 2020-04-03 Tyler LaBonte , Carianne Martinez , Scott A. Roberts

We establish an existence and uniqueness result for a class of multidimensional quadratic backward stochastic differential equations (BSDE). This class is characterized by constraints on some uniform a priori estimate on solutions of a…

Probability · Mathematics 2018-03-12 Jonathan Harter , Adrien Richou

In this paper, we study the qualitative behaviour of approximation schemes for Backward Stochastic Differential Equations (BSDEs) by introducing a new notion of numerical stability. For the Euler scheme, we provide sufficient conditions in…

Probability · Mathematics 2014-07-04 Jean-François Chassagneux , Adrien Richou

Large molecular representation models pre-trained on massive unlabeled data have shown great success in predicting molecular properties. However, these models may tend to overfit the fine-tuning data, resulting in over-confident predictions…

Chemical Physics · Physics 2024-04-18 Yinghao Li , Lingkai Kong , Yuanqi Du , Yue Yu , Yuchen Zhuang , Wenhao Mu , Chao Zhang

Uncertainty quantification (UQ) in scientific machine learning is increasingly critical as neural networks are widely adopted to tackle complex problems across diverse scientific disciplines. For physics-informed neural networks (PINNs), a…

Machine Learning · Statistics 2025-10-20 Frank Shih , Zhenghao Jiang , Faming Liang

Quality-Diversity optimisation (QD) has proven to yield promising results across a broad set of applications. However, QD approaches struggle in the presence of uncertainty in the environment, as it impacts their ability to quantify the…

Neural and Evolutionary Computing · Computer Science 2023-03-28 Manon Flageat , Antoine Cully

While standard approaches to optimisation focus on producing a single high-performing solution, Quality-Diversity (QD) algorithms allow large diverse collections of such solutions to be found. If QD has proven promising across a large…

Neural and Evolutionary Computing · Computer Science 2023-04-27 Manon Flageat , Luca Grillotti , Antoine Cully

Trustworthy depression prediction based on deep learning, incorporating both predictive reliability and algorithmic fairness across diverse demographic groups, is crucial for clinical application. Recently, achieving reliable depression…

Machine Learning · Computer Science 2025-10-01 Yonghong Li , Zheng Zhang , Xiuzhuang Zhou

Uncertainty Quantification (UQ) is essential for creating trustworthy machine learning models. Recent years have seen a steep rise in UQ methods that can flag suspicious examples, however, it is often unclear what exactly these methods…

Machine Learning · Computer Science 2023-10-31 Hao Sun , Boris van Breugel , Jonathan Crabbe , Nabeel Seedat , Mihaela van der Schaar

Due to the importance of uncertainty quantification (UQ), Bayesian approach to inverse problems has recently gained popularity in applied mathematics, physics, and engineering. However, traditional Bayesian inference methods based on Markov…

Computation · Statistics 2022-04-26 Shiwei Lan , Shuyi Li , Babak Shahbaba

We propose a rigorous framework for Uncertainty Quantification (UQ) in which the UQ objectives and the assumptions/information set are brought to the forefront. This framework, which we call \emph{Optimal Uncertainty Quantification} (OUQ),…

Probability · Mathematics 2016-05-20 Houman Owhadi , Clint Scovel , Timothy John Sullivan , Mike McKerns , Michael Ortiz

Uncertainty Quantification (UQ) is an important building block for the reliable use of neural networks in real-world scenarios, as it can be a useful tool in identifying faulty predictions. Speech emotion recognition (SER) models can suffer…

Sound · Computer Science 2024-07-02 Oliver Schrüfer , Manuel Milling , Felix Burkhardt , Florian Eyben , Björn Schuller

Applications, ranging from tracking molecular motion within cells to analyzing complex animal foraging behavior, require algorithms for associating a collection of spot-like particles in one image with particles contained in another image.…

Quantitative Methods · Quantitative Biology 2013-04-23 Alexander Mont , Aubrey V. Wiegel , Diego Krapf , Christopher P. Calderon

Stochastic differential equations (sdes) play an important role in physics but existing numerical methods for solving such equations are of low accuracy and poor stability. A general strategy for developing accurate and efficient schemes…

Quantum Physics · Physics 2009-11-10 Joshua Wilkie

Uncertainty Quantification (UQ) is an essential step in computational model validation because assessment of the model accuracy requires a concrete, quantifiable measure of uncertainty in the model predictions. The concept of UQ in the…

Applications · Statistics 2023-03-24 Xu Wu , Ziyu Xie , Farah Alsafadi , Tomasz Kozlowski

Reliable uncertainty quantification on RUL prediction is crucial for informative decision-making in predictive maintenance. In this context, we assess some of the latest developments in the field of uncertainty quantification for…

Machine Learning · Computer Science 2023-02-10 Luis Basora , Arthur Viens , Manuel Arias Chao , Xavier Olive

Uncertainty quantification (UQ) in scientific machine learning (SciML) becomes increasingly critical as neural networks (NNs) are being widely adopted in addressing complex problems across various scientific disciplines. Representative…

Machine Learning · Computer Science 2023-11-21 Zongren Zou , Xuhui Meng , George Em Karniadakis