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When the cost of misclassifying a sample is high, it is useful to have an accurate estimate of uncertainty in the prediction for that sample. There are also multiple types of uncertainty which are best estimated in different ways, for…

Machine Learning · Computer Science 2019-03-18 Richard Harang , Ethan M. Rudd

Bayesian experimental design is a technique that allows to efficiently select measurements to characterize a physical system by maximizing the expected information gain. Recent developments in deep neural networks and normalizing flows…

Quantum Physics · Physics 2023-06-27 Leopoldo Sarra , Florian Marquardt

Linear programming is widely used for decision-making in science, engineering, and operations research, yet in many modern applications the coefficients entering the constraints and objective are not known exactly and must be learned from…

Other Statistics · Statistics 2026-03-09 Debashis Chatterjee

A novel family of twelve mixture models with random covariates, nested in the linear $t$ cluster-weighted model (CWM), is introduced for model-based clustering. The linear $t$ CWM was recently presented as a robust alternative to the better…

Computation · Statistics 2015-03-10 Salvatore Ingrassia , Simona C. Minotti , Antonio Punzo

This paper proposes a novel uncertainty quantification framework for computationally demanding systems characterized by a large vector of non-Gaussian uncertainties. It combines state-of-the-art techniques in advanced Monte Carlo sampling…

Computation · Statistics 2018-03-05 Phaedon-Stelios Koutsourelakis

This article tackles the old problem of prediction via a nonparametric transformation model (NTM) in a new Bayesian way. Estimation of NTMs is known challenging due to model unidentifiability though appealing because of its robust…

Methodology · Statistics 2023-02-08 Chong Zhong , Jin Yang , Junshan Shen , Catherine Liu , Zhaohai Li

Bayesian inference provides a rigorous methodology for estimation and uncertainty quantification of parameters in geophysical forward models. Badlands (basin and landscape dynamics model) is a landscape evolution model that simulates…

The tilted-wave interferometer is a promising technique for the development of a reference measurement system for the highly accurate form measurement of aspheres and freeform surfaces. The technique combines interferometric measurements,…

Recent works have presented promising results from the application of machine learning (ML) to the modeling of flow rates in oil and gas wells. Encouraging results and advantageous properties of ML models, such as computationally cheap…

Machine Learning · Computer Science 2022-01-10 Bjarne Grimstad , Mathilde Hotvedt , Anders T. Sandnes , Odd Kolbjørnsen , Lars S. Imsland

Identifying pure components in mixtures is a common yet challenging problem. The associated unmixing process requires the pure components, also known as endmembers, to be sufficiently spectrally distinct. Even with this requirement met,…

Data Analysis, Statistics and Probability · Physics 2023-11-16 Oliver Hoidn , Aashwin Mishra , Apurva Mehta

In recent times, neural networks have become a powerful tool for the analysis of complex and abstract data models. However, their introduction intrinsically increases our uncertainty about which features of the analysis are model-related…

Machine Learning · Statistics 2020-11-09 Tom Charnock , Laurence Perreault-Levasseur , François Lanusse

Bayesian inference is a popular approach to calibrating uncertainties, but it can underpredict such uncertainties when model misspecification is present, impacting its reliability to inform decision making. Recently, the statistics and…

Computational Engineering, Finance, and Science · Computer Science 2026-01-09 Rebekah White , Rileigh Bandy , Teresa Portone

In nuclear reactor system design and safety analysis, the Best Estimate plus Uncertainty (BEPU) methodology requires that computer model output uncertainties must be quantified in order to prove that the investigated design stays within…

Computation · Statistics 2018-06-22 Xu Wu , Tomasz Kozlowski , Hadi Meidani , Koroush Shirvan

A new approach for Bayesian model averaging (BMA) and selection is proposed, based on the mixture model approach for hypothesis testing in Kaniav et al., 2014. Inheriting from the good properties of this approach, it extends BMA to cases…

Methodology · Statistics 2018-08-02 Merlin Keller , Kaniav Kamary

Model inadequacy and measurement uncertainty are two of the most confounding aspects of inference and prediction in quantitative sciences. The process of scientific inference (the inverse problem) and prediction (the forward problem)…

Data Analysis, Statistics and Probability · Physics 2017-11-30 Amir Shahmoradi

Bayesian Belief Networks (BBNs) are a powerful formalism for reasoning under uncertainty but bear some severe limitations: they require a large amount of information before any reasoning process can start, they have limited contradiction…

Artificial Intelligence · Computer Science 2013-02-28 Marco Ramoni , Alberto Riva

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

Bayesian Model Averaging (BMA) is an application of Bayesian inference to the problems of model selection, combined estimation and prediction that produces a straightforward model choice criteria and less risky predictions. However, the…

Methodology · Statistics 2017-11-08 Tiago M. Fragoso , Francisco Louzada Neto

The inability of artificial neural networks to assess the uncertainty of their predictions is an impediment to their widespread use. We distinguish two types of learnable uncertainty: model uncertainty due to a lack of training data and…

Machine Learning · Computer Science 2022-06-14 Hans Weytjens , Jochen De Weerdt

As large language models (LLMs) continue to evolve, understanding and quantifying the uncertainty in their predictions is critical for enhancing application credibility. However, the existing literature relevant to LLM uncertainty…

Computation and Language · Computer Science 2024-10-22 Hsiu-Yuan Huang , Yutong Yang , Zhaoxi Zhang , Sanwoo Lee , Yunfang Wu
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