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The deployment of deep neural networks in safety-critical systems necessitates reliable and efficient uncertainty quantification (UQ). A practical and widespread strategy for UQ is repurposing stochastic regularizers as scalable approximate…

Machine Learning · Computer Science 2026-04-15 Adam T. Müller , Tobias Rögelein , Nicolaj C. Stache

Monte Carlo dropout may effectively capture model uncertainty in deep learning, where a measure of uncertainty is obtained by using multiple instances of dropout at test time. However, Monte Carlo dropout is applied across the whole network…

Signal Processing · Electrical Eng. & Systems 2020-02-03 Liangping Ma , John Kaewell

Computer simulations of photon transport through an absorbing and/or scattering medium form an important research tool in astrophysics. Nearly all software codes performing such simulations for three-dimensional geometries employ the Monte…

Instrumentation and Methods for Astrophysics · Physics 2018-07-25 Peter Camps , Maarten Baes

Engineering problems are often characterized by significant uncertainty in their material parameters. A typical example coming from geotechnical engineering is the slope stability problem where the soil's cohesion is modeled as a random…

Numerical Analysis · Mathematics 2021-09-30 Philippe Blondeel , Pieterjan Robbe , Stijn François , Geert Lombaert , Stefan Vandewalle

The Diffusion Monte Carlo method with constant number of walkers, also called Stochastic Reconfiguration as well as Sequential Monte Carlo, is a widely used Monte Carlo methodology for computing the ground-state energy and wave function of…

Statistics Theory · Mathematics 2024-12-09 Michel Caffarel , Pierre del Moral , Luc de Montella

We introduce a Monte Carlo integration-based Shooting and Bouncing Ray (SBR) algorithm for electromagnetic scattering, specifically targeting complex dielectric materials. Unlike traditional deterministic SBR methods, our approach is the…

Computational Engineering, Finance, and Science · Computer Science 2025-11-12 Samuel Audia , Dinesh Manocha , Matthias Zwicker

We consider the problem of numerical approximation of integrals of random fields over a unit hypercube. We use a stratified Monte Carlo quadrature and measure the approximation performance by the mean squared error. The quadrature is…

Probability · Mathematics 2011-05-05 Konrad Abramowicz , Oleg Seleznjev

This paper proposes a novel approach for uncertainty quantification in dense Conditional Random Fields (CRFs). The presented approach, called Perturb-and-MPM, enables efficient, approximate sampling from dense multi-label CRFs via random…

Computer Vision and Pattern Recognition · Computer Science 2017-03-03 Raphael Meier , Urspeter Knecht , Alain Jungo , Roland Wiest , Mauricio Reyes

This paper is concerned with inverse acoustic scattering problem of inferring the position and shape of a sound-soft obstacle from phaseless far-field data. We propose the Bayesian approach to recover sound-soft disks, line cracks and…

Numerical Analysis · Mathematics 2021-07-28 Zhipeng Yang , Xinping Gui , Ju Ming , Guanghui Hu

Randomized smoothing has emerged as a potent certifiable defense against adversarial attacks by employing smoothing noises from specific distributions to ensure the robustness of a smoothed classifier. However, the utilization of Monte…

Machine Learning · Computer Science 2025-04-01 Devansh Bhardwaj , Kshitiz Kaushik , Sarthak Gupta

We develop a multilevel Monte Carlo (MLMC) framework for uncertainty quantification with Monte Carlo dropout. Treating dropout masks as a source of epistemic randomness, we define a fidelity hierarchy by the number of stochastic forward…

Machine Learning · Computer Science 2026-01-21 Aaron Pim , Tristan Pryer

Multiple scattering and attenuation corrections in Deep Inelastic Neutron Scattering experiments are analyzed. The theoretical basis is stated, and a Monte Carlo procedure to perform the calculation is presented. The results are compared…

Data Analysis, Statistics and Probability · Physics 2015-06-26 J. Dawidowski , J. J. Blostein , J. R. Granada

This paper is concerned with developing efficient numerical methods for acoustic wave scattering in random media which can be expressed as random perturbations of homogeneous media. We first analyze the random Helmholtz problem by deriving…

Numerical Analysis · Mathematics 2014-04-01 Xiaobing Feng , Junshan Lin , Cody Lorton

We elucidate the origin of large differences (two-fold or more) in the fixed-node errors between the first- vs second-row systems for single-configuration trial wave functions in quantum Monte Carlo calculations. This significant difference…

Computational Physics · Physics 2015-06-17 Kevin M. Rasch , Shuming Hu , Lubos Mitas

Owing to their periodic and intricate configurations, metamaterials engineered for acoustic and elastic wave control inevitably suffer from manufacturing anomalies and deviate from theoretical dispersion predictions. This work exploits the…

Applied Physics · Physics 2020-08-12 H. Al Ba'ba'a , S. Nandi , T. Singh , M. Nouh

Precision theoretical predictions for high multiplicity scattering rely on the evaluation of increasingly complicated scattering amplitudes which come with an extremely high CPU cost. For state-of-the-art processes this can cause technical…

High Energy Physics - Phenomenology · Physics 2020-07-15 Simon Badger , Joseph Bullock

This article considers the sequential Monte Carlo (SMC) approximation of ratios of normalizing constants associated to posterior distributions which in principle rely on continuum models. Therefore, the Monte Carlo estimation error and the…

Computation · Statistics 2016-03-04 Pierre Del Moral , Ajay Jasra , Kody Law , Yan Zhou

The Richards' equation is a model for flow of water in unsaturated soils. The coefficients of this (nonlinear) partial differential equation describe the permeability of the medium. Insufficient or uncertain measurements are commonly…

Numerical Analysis · Mathematics 2020-03-10 Andrea Barth , Andreas Stein

Diffuse scattering is a rich source of information about disorder in crystalline materials, which can be modelled using atomistic techniques such as Monte Carlo and molecular dynamics simulations. Modern X-ray and neutron scattering…

Materials Science · Physics 2018-12-21 Joseph A. M. Paddison

Multimodal distributions of some physics based model parameters are often encountered in engineering due to different situations such as a change in some environmental conditions, and the presence of some types of damage and nonlinearity.…

Computation · Statistics 2022-10-19 Felipe Igea , Alice Cicirello
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