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We introduce a class of acquisition functions for sample selection that leads to faster convergence in applications related to Bayesian experimental design and uncertainty quantification. The approach follows the paradigm of active…

Machine Learning · Statistics 2021-04-12 Antoine Blanchard , Themistoklis Sapsis

Modern single-particle-tracking techniques produce extensive time-series of diffusive motion in a wide variety of systems, from single-molecule motion in living-cells to movement ecology. The quest is to decipher the physical mechanisms…

Statistical Mechanics · Physics 2023-09-14 Henrik Seckler , Ralf Metzler

Applications of large language models often involve the generation of free-form responses, in which case uncertainty quantification becomes challenging. This is due to the need to identify task-specific uncertainties (e.g., about the…

Computation and Language · Computer Science 2024-10-21 Ziyu Wang , Chris Holmes

Uncertainty quantification (UQ) methods for Large Language Models (LLMs) encompass a variety of approaches, with two major types being particularly prominent: information-based, which focus on model confidence expressed as token…

Computation and Language · Computer Science 2025-12-10 Roman Vashurin , Maiya Goloburda , Albina Ilina , Aleksandr Rubashevskii , Preslav Nakov , Artem Shelmanov , Maxim Panov

The calibration of rheological parameters in the modeling of complex flows of non-Newtonian fluids can be a daunting task. In this paper we demonstrate how the framework of Uncertainty Quantification (UQ) can be used to improve the…

Fluid Dynamics · Physics 2023-07-11 Aricia Rinkens , Clemens V. Verhoosel , Nick O. Jaensson

Approximate Bayesian computation (ABC) is one of the most popular "likelihood-free" methods. These methods have been applied in a wide range of fields by providing solutions to intractable likelihood problems in which exact Bayesian…

Methodology · Statistics 2025-04-08 Chaya Weerasinghe , David T. Frazier , Ruben Loaiza-Maya , Christopher Drovandi

The ability to replicate predictions by machine learning (ML) or artificial intelligence (AI) models and results in scientific workflows that incorporate such ML/AI predictions is driven by numerous factors. An uncertainty-aware metric that…

Machine Learning · Computer Science 2023-08-28 Line Pouchard , Kristofer G. Reyes , Francis J. Alexander , Byung-Jun Yoon

Machine learning models have emerged as a very effective strategy to sidestep time-consuming electronic-structure calculations, enabling accurate simulations of greater size, time scale and complexity. Given the interpolative nature of…

Complex engineering systems require integration of simulation of sub-systems and calculation of metrics to drive design decisions. This paper introduces a methodology for designing computational or physical experiments for system-level…

Computational Engineering, Finance, and Science · Computer Science 2024-05-24 Efe Y. Yarbasi , Dimitri N. Mavris

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

Bayesian optimization is a class of global optimization techniques. In Bayesian optimization, the underlying objective function is modeled as a realization of a Gaussian process. Although the Gaussian process assumption implies a random…

Statistics Theory · Mathematics 2023-05-08 Rui Tuo , Wenjia Wang

We propose a simple approach that provides accurate uncertainty quantification for Bayesian inference in misspecified or approximate models, and for generalized (Gibbs) posteriors. While existing solutions in this context are based on…

Methodology · Statistics 2026-03-11 David T. Frazier , Christopher Drovandi , Robert Kohn

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

A reliable modeling of uncertain evidence in Bayesian networks based on a set-valued quantification is proposed. Both soft and virtual evidences are considered. We show that evidence propagation in this setup can be reduced to standard…

Artificial Intelligence · Computer Science 2018-02-16 Sabina Marchetti , Alessandro Antonucci

Obtaining reliable and accurate quantification of uncertainty estimates from deep neural networks is important in safety-critical applications. A well-calibrated model should be accurate when it is certain about its prediction and indicate…

Machine Learning · Computer Science 2020-12-16 Ranganath Krishnan , Omesh Tickoo

Adaptive Bayesian quadrature (ABQ) is a powerful approach to numerical integration that empirically compares favorably with Monte Carlo integration on problems of medium dimensionality (where non-adaptive quadrature is not competitive). Its…

Machine Learning · Statistics 2019-10-29 Motonobu Kanagawa , Philipp Hennig

In this paper, we describe an open source Python toolkit named Uncertainty Quantification 360 (UQ360) for the uncertainty quantification of AI models. The goal of this toolkit is twofold: first, to provide a broad range of capabilities to…

Bayesian experimental design is a technique that allows to efficiently select measurements to characterize a physical system by maximizing the expected information gain. Recent developments in deep neural networks and normalizing flows…

Quantum Physics · Physics 2023-06-27 Leopoldo Sarra , Florian Marquardt

This paper is concerned with a lesser-studied problem in the context of model-based, uncertainty quantification (UQ), that of optimization/design/control under uncertainty. The solution of such problems is hindered not only by the usual…

Computation · Statistics 2016-02-17 Phaedon-Stelios Koutsourelakis

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