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Estimating how uncertain an AI system is in its predictions is important to improve the safety of such systems. Uncertainty in predictive can result from uncertainty in model parameters, irreducible data uncertainty and uncertainty due to…

Machine Learning · Statistics 2018-12-03 Andrey Malinin , Mark Gales

The calibration of a reservoir model with observed transient data of fluid pressures and rates is a key task in obtaining a predictive model of the flow and transport behaviour of the earth's subsurface. The model calibration task, commonly…

Machine Learning · Computer Science 2019-06-13 Lukas Mosser , Olivier Dubrule , Martin J. Blunt

The ability to make accurate predictions with quantified uncertainty provides a crucial foundation for the successful management of a geothermal reservoir. Conventional approaches for making predictions using geothermal reservoir models…

Accurate overland runoff and infiltration predictions are critical for effective water resources management, in particular for urban flood management. However, the inherent uncertainty in rainfall patterns, soil properties, and initial…

Systems and Control · Electrical Eng. & Systems 2026-03-09 Mohamad H. Kazma , Ahmad F. Taha

We study the problem of estimating a sequence of evolving probability distributions from historical data, where the underlying distribution changes over time in a nonstationary and nonparametric manner. To capture gradual changes, we…

Optimization and Control · Mathematics 2025-12-16 Edward J. Anderson , Dominic S. T. Keehan

Deep Learning research is advancing at a fantastic rate, and there is much to gain from transferring this knowledge to older fields like Computational Fluid Dynamics in practical engineering contexts. This work compares state-of-the-art…

Computational Physics · Physics 2020-10-01 Pierre Jacquier , Azzedine Abdedou , Vincent Delmas , Azzeddine Soulaimani

Sequential probabilistic inference from streaming observations requires modeling distributions over future trajectories as new observations arrive. Although diffusion and flow-matching models are effective at capturing high-dimensional,…

Machine Learning · Computer Science 2026-05-15 Yinan Huang , Hans Hao-Hsun Hsu , Junran Wang , Bo Dai , Pan Li

In this article, we extend the a posteriori error estimates for hierarchical mixed-dimensional elliptic equations developed in [Varela et al., J. Numer. Math., 48 (2023), pp. 247-280] to the setting of non-matching mixed-dimensional grids.…

Numerical Analysis · Mathematics 2025-12-11 Jhabriel Varela , Christian E. Schaerer , Eirik Keilegavlen , Inga Berre

A critical limitation of current methods based on Neural Radiance Fields (NeRF) is that they are unable to quantify the uncertainty associated with the learned appearance and geometry of the scene. This information is paramount in real…

Computer Vision and Pattern Recognition · Computer Science 2022-03-22 Jianxiong Shen , Antonio Agudo , Francesc Moreno-Noguer , Adria Ruiz

In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…

Applications · Statistics 2020-05-19 Omid Sedehi , Costas Papadimitriou , Lambros S. Katafygiotis

A computational method based on the non-linear Gaussian process (GP), known as deep Gaussian processes (deep GPs) for uncertainty quantification & propagation in modelling of flow through heterogeneous porous media is presented. The method…

Machine Learning · Statistics 2020-11-06 A. Daneshkhah , O. Chatrabgoun , M. Esmaeilbeigi , T. Sedighi , S. Abolfathi

Deep neural networks (NNs) are powerful black box predictors that have recently achieved impressive performance on a wide spectrum of tasks. Quantifying predictive uncertainty in NNs is a challenging and yet unsolved problem. Bayesian NNs,…

Machine Learning · Statistics 2017-11-07 Balaji Lakshminarayanan , Alexander Pritzel , Charles Blundell

Bayesian inference with computationally expensive likelihood evaluations remains a significant challenge in many scientific domains. We propose normalizing flow regression (NFR), a novel offline inference method for approximating posterior…

Machine Learning · Statistics 2025-04-17 Chengkun Li , Bobby Huggins , Petrus Mikkola , Luigi Acerbi

In many scientific applications, uncertainty of estimates from an earlier (upstream) analysis needs to be propagated in subsequent (downstream) Bayesian analysis, without feedback. Cutting feedback methods, also termed cut-Bayes, achieve…

Machine Learning · Statistics 2025-10-28 Jiafang Song , Sandipan Pramanik , Abhirup Datta

Reliable predictive uncertainty estimation plays an important role in enabling the deployment of neural networks to safety-critical settings. A popular approach for estimating the predictive uncertainty of neural networks is to define a…

Machine Learning · Statistics 2023-12-29 Tim G. J. Rudner , Zonghao Chen , Yee Whye Teh , Yarin Gal

Many applications in computational sciences and statistical inference require the computation of expectations with respect to complex high-dimensional distributions with unknown normalization constants, as well as the estimation of these…

Statistics Theory · Mathematics 2022-10-26 Yu Cao , Eric Vanden-Eijnden

Quantification of uncertainty in production/injection forecasting is an important aspect of reservoir simulation studies. Conventional approaches include intrusive Galerkin-based methods (e.g., generalized polynomial chaos (gPC) and…

Optimization and Control · Mathematics 2019-07-02 Larry Jin , Hannah Lu , Gege Wen

Seismic full waveform inversion (FWI) is a powerful technique to generate high resolution images of the Earth's interior. However, significant uncertainty exists in all FWI solutions due to imperfect acquisition geometries, inherent noise…

Geophysics · Physics 2026-03-13 Xuebin Zhao , Andrew Curtis

Reservoir engineers use large-scale numerical models to predict the production performance in oil and gas fields. However, these models are constructed based on scarce and often inaccurate data, making their predictions highly uncertain. On…

Numerical Analysis · Mathematics 2024-06-11 Mateus M. Lima , Alexandre A. Emerick , Carlos E. P. Ortiz

Simulating Darcy flows in porous media is fundamental to understand the future flow behavior of fluids in hydrocarbon and carbon storage reservoirs. Geological models of reservoirs are often associated with high uncertainly leading to many…

Fluid Dynamics · Physics 2024-07-16 Daniel Badawi , Eduardo Gildin
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