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This review is designed to introduce mathematicians and computational scientists to quantum computing (QC) through the lens of uncertainty quantification (UQ) by presenting a mathematically rigorous and accessible narrative for…

Quantum Physics · Physics 2026-03-30 Ryan Bennink , Olena Burkovska , Konstantin Pieper , Jorge Ramirez , Elaine Wong

Uncertainty Quantification (UQ) is essential in probabilistic machine learning models, particularly for assessing the reliability of predictions. In this paper, we present a systematic framework for estimating both epistemic and aleatoric…

Machine Learning · Statistics 2025-09-11 Marzieh Ajirak , Anand Ravishankar , Petar M. Djuric

Uncertainty quantification (UQ) is a crucial but challenging task in many high-dimensional regression or learning problems to increase the confidence of a given predictor. We develop a new data-driven approach for UQ in regression that…

Machine Learning · Computer Science 2024-07-19 Frederik Hoppe , Claudio Mayrink Verdun , Hannah Laus , Felix Krahmer , Holger Rauhut

Deep learning has emerged as a promising paradigm to give access to highly accurate predictions of molecular and materials properties. A common short-coming shared by current approaches, however, is that neural networks only give point…

Computational Physics · Physics 2023-05-10 Albert Zhu , Simon Batzner , Albert Musaelian , Boris Kozinsky

Current methods commonly used for uncertainty quantification (UQ) in deep learning (DL) models utilize Bayesian methods which are computationally expensive and time-consuming. In this paper, we provide a detailed study of UQ based on…

High Energy Physics - Experiment · Physics 2025-01-13 Ayush Khot , Xiwei Wang , Avik Roy , Volodymyr Kindratenko , Mark S. Neubauer

Ensemble Kalman inversion (EKI) is an ensemble-based method to solve inverse problems. Its gradient-free formulation makes it an attractive tool for problems with involved formulation. However, EKI suffers from the ''subspace property'',…

Numerical Analysis · Mathematics 2025-04-11 Shuigen Liu , Sebastian Reich , Xin T. Tong

This work demonstrates that neural operator learning provides a powerful and flexible framework for building fast, accurate emulators of moving boundary systems, enabling their integration into digital twin platforms. To this end, a Deep…

Machine Learning · Computer Science 2025-12-24 Marco A. Iglesias , Michael. E. Causon , Mikhail Y. Matveev , Andreas Endruweit , Michael . V. Tretyakov

The role of uncertainty quantification (UQ) in deep learning has become crucial with growing use of predictive models in high-risk applications. Though a large class of methods exists for measuring deep uncertainties, in practice, the…

Machine Learning · Statistics 2019-11-01 Bindya Venkatesh , Jayaraman J. Thiagarajan

Large language models (LLMs) exhibit impressive fluency, but often produce critical errors known as "hallucinations". Uncertainty quantification (UQ) methods are a promising tool for coping with this fundamental shortcoming. Yet, existing…

How can we quantify uncertainty if our favorite computational tool - be it a numerical, a statistical, or a machine learning approach, or just any computer model - provides single-valued output only? In this article, we introduce the Easy…

Methodology · Statistics 2023-07-25 Eva-Maria Walz , Alexander Henzi , Johanna Ziegel , Tilmann Gneiting

We show that ensembles of deep neural networks, called deep ensembles, can be used to perform quantum parameter estimation while also providing a means for quantifying uncertainty in parameter estimates, which is a key advantage of using…

Quantum Physics · Physics 2026-03-09 Amanuel Anteneh

This paper is focused on the optimization approach to the solution of inverse problems. We introduce a stochastic dynamical system in which the parameter-to-data map is embedded, with the goal of employing techniques from nonlinear Kalman…

Numerical Analysis · Mathematics 2022-04-29 Daniel Zhengyu Huang , Tapio Schneider , Andrew M. Stuart

Uncertainty Quantification (UQ) has gained traction in an attempt to improve the interpretability and robustness of machine learning predictions. Specifically (medical) biosignals such as electroencephalography (EEG), electrocardiography…

Signal Processing · Electrical Eng. & Systems 2025-06-06 Ivo Pascal de Jong , Andreea Ioana Sburlea , Matias Valdenegro-Toro

Enforcing sparse structure within learning has led to significant advances in the field of data-driven discovery of dynamical systems. However, such methods require access not only to time-series of the state of the dynamical system, but…

Optimization and Control · Mathematics 2020-10-21 Tapio Schneider , Andrew M. Stuart , Jin-Long Wu

Uncertainty quantification (UQ) is the process of systematically determining and characterizing the degree of confidence in computational model predictions. In the context of systems biology, especially with dynamic models, UQ is crucial…

Machine Learning · Statistics 2024-10-29 Alberto Portela , Julio R. Banga , Marcos Matabuena

Uncertainty quantification (UQ) in scientific machine learning (SciML) becomes increasingly critical as neural networks (NNs) are being widely adopted in addressing complex problems across various scientific disciplines. Representative…

Machine Learning · Computer Science 2023-11-21 Zongren Zou , Xuhui Meng , George Em Karniadakis

Countless research works of deep neural networks (DNNs) in the task of credit card fraud detection have focused on improving the accuracy of point predictions and mitigating unwanted biases by building different network architectures or…

Many data-science problems can be formulated as an inverse problem, where the parameters are estimated by minimizing a proper loss function. When complicated black-box models are involved, derivative-free optimization tools are often…

Numerical Analysis · Mathematics 2021-10-19 Neil K. Chada , Xin T. Tong

The ensemble Kalman filter is a well-known and celebrated data assimilation algorithm. It is of particular relevance as it used for high-dimensional problems, by updating an ensemble of particles through a sample mean and covariance…

Numerical Analysis · Mathematics 2022-07-27 Neil K. Chada

Reliable uncertainty quantification (UQ) is essential in medical AI. Evidential Deep Learning (EDL) offers a computationally efficient way to quantify model uncertainty alongside predictions, unlike traditional methods such as Monte Carlo…