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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

On top of machine learning models, uncertainty quantification (UQ) functions as an essential layer of safety assurance that could lead to more principled decision making by enabling sound risk assessment and management. The safety and…

Machine Learning · Computer Science 2024-03-28 Venkat Nemani , Luca Biggio , Xun Huan , Zhen Hu , Olga Fink , Anh Tran , Yan Wang , Xiaoge Zhang , Chao Hu

Neural networks (NNs) often assign high confidence to their predictions, even for points far out-of-distribution, making uncertainty quantification (UQ) a challenge. When they are employed to model interatomic potentials in materials…

Machine Learning · Computer Science 2023-12-27 Aik Rui Tan , Shingo Urata , Samuel Goldman , Johannes C. B. Dietschreit , Rafael Gómez-Bombarelli

This paper investigates ensemble Kalman inversion (EKI) for variational inverse problems with convex, potentially non-smooth regularization. While deterministic EKI and its Tikhonov-regularized variants have primarily been analyzed for…

Numerical Analysis · Mathematics 2026-03-24 Simon Weissmann

Machine learning methods for the construction of data-driven reduced order model models are used in an increasing variety of engineering domains, especially as a supplement to expensive computational fluid dynamics for design problems. An…

Machine Learning · Statistics 2023-06-28 Stephen Guth , Alireza Mojahed , Themistoklis P. Sapsis

Bayesian Physics Informed Neural Networks (B-PINNs) have gained significant attention for inferring physical parameters and learning the forward solutions for problems based on partial differential equations. However, the overparameterized…

Machine Learning · Statistics 2023-03-15 Andrew Pensoneault , Xueyu Zhu

The Ensemble Kalman inversion (EKI) method is a method for the estimation of unknown parameters in the context of (Bayesian) inverse problems. The method approximates the underlying measure by an ensemble of particles and iteratively…

Numerical Analysis · Mathematics 2021-08-02 Dirk Blömker , Claudia Schillings , Philipp Wacker , Simon Weissmann

Uncertainty quantification (UQ) in deep learning regression is of wide interest, as it supports critical applications including sequential decision making and risk-sensitive tasks. In heteroskedastic regression, where the uncertainty of the…

Machine Learning · Computer Science 2026-03-03 Mikkel Jordahn , Jonas Vestergaard Jensen , James Harrison , Michael Riis Andersen , Mikkel N. Schmidt

Development of an accurate, flexible, and numerically efficient uncertainty quantification (UQ) method is one of fundamental challenges in machine learning. Previously, a UQ method called DISCO Nets has been proposed (Bouchacourt et al.,…

Machine Learning · Computer Science 2023-07-06 Takuya Kanazawa , Chetan Gupta

Scientific Machine Learning is a new class of approaches that integrate physical knowledge and mechanistic models with data-driven techniques for uncovering governing equations of complex processes. Among the available approaches, Universal…

Machine Learning · Statistics 2024-06-14 Nina Schmid , David Fernandes del Pozo , Willem Waegeman , Jan Hasenauer

Neural networks (NNs) are currently changing the computational paradigm on how to combine data with mathematical laws in physics and engineering in a profound way, tackling challenging inverse and ill-posed problems not solvable with…

Machine Learning · Computer Science 2023-02-08 Apostolos F Psaros , Xuhui Meng , Zongren Zou , Ling Guo , George Em Karniadakis

The unscented Kalman inversion (UKI) presented in [1] is a general derivative-free approach to solving the inverse problem. UKI is particularly suitable for inverse problems where the forward model is given as a black box and may not be…

Numerical Analysis · Mathematics 2021-02-24 Daniel Z. Huang , Jiaoyang Huang

Uncertainty quantification (UQ) is a critical aspect of artificial intelligence (AI) systems, particularly in high-risk domains such as healthcare, autonomous systems, and financial technology, where decision-making processes must account…

With increasing computational demand, Neural-Network (NN) based models are being developed as pre-trained surrogates for different thermohydraulics phenomena. An area where this approach has shown promise is in developing higher-fidelity…

Fluid Dynamics · Physics 2024-12-13 Cody Grogan , Som Dutta , Mauricio Tano , Somayajulu L. N. Dhulipala , Izabela Gutowska

Uncertainty quantification (UQ) plays a pivotal role in scientific machine learning, especially when surrogate models are used to approximate complex systems. Although multilayer perceptions (MLPs) are commonly employed as surrogates, they…

Numerical Analysis · Mathematics 2025-01-22 Zhiwei Gao , George Em Karniadakis

It is critical that machine learning (ML) model predictions be trustworthy for high-throughput catalyst discovery approaches. Uncertainty quantification (UQ) methods allow estimation of the trustworthiness of an ML model, but these methods…

Machine Learning · Computer Science 2023-02-07 Cameron Gruich , Varun Madhavan , Yixin Wang , Bryan Goldsmith

Accurate predictions and uncertainty quantification (UQ) are essential for decision-making in risk-sensitive fields such as system safety modeling. Deep ensembles (DEs) are efficient and scalable methods for UQ in Deep Neural Networks…

Machine Learning · Computer Science 2024-12-13 Zaid Abulawi , Rui Hu , Prasanna Balaprakash , Yang Liu

Researchers have proposed several approaches for neural network (NN) based uncertainty quantification (UQ). However, most of the approaches are developed considering strong assumptions. Uncertainty quantification algorithms often perform…

Uncertainty quantification (UQ) provides a resource-efficient solution for on-device monitoring of tinyML models deployed without access to true labels. However, existing UQ methods impose significant memory and compute demands, making them…

Machine Learning · Computer Science 2024-11-19 Nikhil P Ghanathe , Steven J E Wilton

Uncertainty quantification (UQ) is an important component of molecular property prediction, particularly for drug discovery applications where model predictions direct experimental design and where unanticipated imprecision wastes valuable…

Machine Learning · Computer Science 2020-05-21 Lior Hirschfeld , Kyle Swanson , Kevin Yang , Regina Barzilay , Connor W. Coley