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Optimizing over the stationary distribution of stochastic differential equations (SDEs) is computationally challenging. A new forward propagation algorithm has been recently proposed for the online optimization of SDEs. The algorithm solves…

Probability · Mathematics 2022-07-12 Ziheng Wang , Justin Sirignano

Distribution-to-distribution generative models support scientific imaging tasks ranging from modeling cellular perturbation responses to translating medical images across conditions. Trustworthy generation requires reliability, or…

Machine Learning · Computer Science 2026-05-22 Dongxia Wu , Yuhui Zhang , Serena Yeung-Levy , Emma Lundberg , Emily B. Fox

Well-established methods for the solution of stochastic partial differential equations (SPDEs) typically struggle in problems with high-dimensional inputs/outputs. Such difficulties are only amplified in large-scale applications where even…

Machine Learning · Statistics 2019-09-10 Constantin Grigo , Phaedon-Stelios Koutsourelakis

Identifying and quantifying $\gamma$-emitting radionuclides, considering spectral deformation from $\gamma$-interactions in radioactive source surroundings, present a significant challenge in $\gamma$-ray spectrometry. In that context, a…

Data Analysis, Statistics and Probability · Physics 2026-04-23 Dinh Triem Phan , Jérôme Bobin , Cheick Thiam , Christophe Bobin

In Bayesian inference, an unknown measurement uncertainty is often quantified in terms of a Gamma distributed precision parameter, which is impractical when prior information on the standard deviation of the measurement uncertainty shall be…

Methodology · Statistics 2021-01-19 Manuel M. Eichenlaub

Extended Kalman Filtering (EKF) can be used to propagate and quantify input uncertainty through a Deep Neural Network (DNN) assuming mild hypotheses on the input distribution. This methodology yields results comparable to existing methods…

Machine Learning · Computer Science 2018-09-18 Jessica S. Titensky , Hayden Jananthan , Jeremy Kepner

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

Bayesian inference provides a principled framework for probabilistic reasoning. If inference is performed in two steps, uncertainty propagation plays a crucial role in accounting for all sources of uncertainty and variability. This becomes…

Methodology · Statistics 2026-02-16 Svenja Jedhoff , Hadi Kutabi , Anne Meyer , Paul-Christian Bürkner

This paper studies the problem of distributed state estimation (DSE) over sensor networks on matrix Lie groups, which is crucial for applications where system states evolve on Lie groups rather than vector spaces. We propose a…

Systems and Control · Electrical Eng. & Systems 2024-09-27 Zhian Ruan , Yizhi Zhou

Predicting the rate for $\mu\to e$ conversion in nuclei for a given set of effective operators mediating the violation of lepton flavor symmetry crucially depends on hadronic and nuclear matrix elements. In particular, the uncertainties…

Nuclear Theory · Physics 2024-08-09 Frederic Noël , Martin Hoferichter

Machine learning (ML) surrogate models are increasingly used in engineering analysis and design to replace computationally expensive simulation models, significantly reducing computational cost and accelerating decision-making processes.…

Machine Learning · Statistics 2025-07-22 Xiaoping Du

In this paper, we study porous media flows in heterogeneous stochastic media. We propose an efficient forward simulation technique that is tailored for variational Bayesian inversion. As a starting point, the proposed forward simulation…

Applications · Statistics 2018-02-12 Keren Yang , Nilabja Guha , Yalchin Efendiev , Bani K. Mallick

Parameter inference for stochastic differential equations is challenging due to the presence of a latent diffusion process. Working with an Euler-Maruyama discretisation for the diffusion, we use variational inference to jointly learn the…

Computation · Statistics 2018-05-15 Thomas Ryder , Andrew Golightly , A. Stephen McGough , Dennis Prangle

We consider the Bayesian nonparametric estimation of a nonlinear reaction function in a reaction-diffusion stochastic partial differential equation (SPDE). The likelihood is well-defined and tractable by the infinite-dimensional Girsanov…

Statistics Theory · Mathematics 2025-07-10 Randolf Altmeyer , Sascha Gaudlitz

Deep Ensemble (DE) is an effective alternative to Bayesian neural networks for uncertainty quantification in deep learning. The uncertainty of DE is usually conveyed by the functional inconsistency among the ensemble members, say, the…

Machine Learning · Computer Science 2022-05-03 Zhijie Deng , Feng Zhou , Jianfei Chen , Guoqiang Wu , Jun Zhu

Nuclear density functional theory (DFT) is one of the main theoretical tools used to study the properties of heavy and superheavy elements, or to describe the structure of nuclei far from stability. While on-going efforts seek to better…

Nuclear Theory · Physics 2015-12-23 N. Schunck , J. D. McDonnell , D. Higdon , J. Sarich , S. M. Wild

There has recently been considerable interest in addressing the problem of unifying distributed statistical analyses into a single coherent inference. This problem naturally arises in a number of situations, including in big-data settings,…

Methodology · Statistics 2021-02-04 Hongsheng Dai , Murray Pollock , Gareth Roberts

Diffusion models have impressive image generation capability, but low-quality generations still exist, and their identification remains challenging due to the lack of a proper sample-wise metric. To address this, we propose BayesDiff, a…

Computer Vision and Pattern Recognition · Computer Science 2024-03-05 Siqi Kou , Lei Gan , Dequan Wang , Chongxuan Li , Zhijie Deng

Diffusion coefficients are key thermophysical properties for modeling mass transport in liquids, but experimental data are scarce, making reliable prediction methods indispensable. In the present work, we introduce a new method for…

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