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Conformal prediction offers a practical framework for distribution-free uncertainty quantification, providing finite-sample coverage guarantees under relatively mild assumptions on data exchangeability. However, these assumptions cease to…

Machine Learning · Statistics 2024-06-25 Derck W. E. Prinzhorn , Thijmen Nijdam , Putri A. van der Linden , Alexander Timans

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

Accurate estimation of order fulfillment time is critical for e-commerce logistics, yet traditional rule-based approaches often fail to capture the inherent uncertainties in delivery operations. This paper introduces a novel framework for…

Machine Learning · Computer Science 2025-08-04 Tinghan Ye , Amira Hijazi , Pascal Van Hentenryck

In the context of Monte Carlo (MC) simulation of particle transport Uncertainty Quantification (UQ) addresses the issue of predicting non statistical errors affecting the physical results, i.e. errors deriving mainly from uncertainties in…

Computational Physics · Physics 2015-06-18 Paolo Saracco , Maria Grazia Pia

The high dynamics and heterogeneous interactions in the complicated urban systems have raised the issue of uncertainty quantification in spatiotemporal human mobility, to support critical decision-makings in risk-aware web applications such…

Machine Learning · Computer Science 2021-02-12 Zhengyang Zhou , Yang Wang , Xike Xie , Lei Qiao , Yuantao Li

Ensembles of General Circulation Models (GCMs) are the primary tools for investigating climate sensitivity, projecting future climate states, and quantifying uncertainty. GCM ensembles are subject to substantial uncertainty due to model…

Applications · Statistics 2025-07-29 Trevor Harris , Ryan Sriver

Quantum sensing exploits non-classical effects to overcome limitations of classical sensors, with applications ranging from gravitational-wave detection to nanoscale imaging. However, practical quantum sensors built on noisy…

Quantum Physics · Physics 2025-05-30 Ivana Nikoloska , Hamdi Joudeh , Ruud van Sloun , Osvaldo Simeone

We present a critical survey on the consistency of uncertainty quantification used in deep learning and highlight partial uncertainty coverage and many inconsistencies. We then provide a comprehensive and statistically consistent framework…

Machine Learning · Computer Science 2026-01-14 Peter Jan van Leeuwen , J. Christine Chiu , C. Kevin Yang

Reliable uncertainty quantification is crucial for reinforcement learning (RL) in high-stakes settings. We propose a unified conformal prediction framework for infinite-horizon policy evaluation that constructs distribution-free prediction…

Machine Learning · Statistics 2025-10-31 Feichen Gan , Youcun Lu , Yingying Zhang , Yukun Liu

Uncertainty quantification in travel time estimation (TTE) aims to estimate the confidence interval for travel time, given the origin (O), destination (D), and departure time (T). Accurately quantifying this uncertainty requires generating…

Artificial Intelligence · Computer Science 2025-01-22 Xiaowei Mao , Yan Lin , Shengnan Guo , Yubin Chen , Xingyu Xian , Haomin Wen , Qisen Xu , Youfang Lin , Huaiyu Wan

In inverse problems, uncertainty quantification (UQ) deals with a probabilistic description of the solution nonuniqueness and data noise sensitivity. Setting seismic imaging into a Bayesian framework allows for a principled way of studying…

Geophysics · Physics 2020-04-16 Ali Siahkoohi , Gabrio Rizzuti , Felix J. Herrmann

Computational models support high-stakes decisions across engineering and science, and practitioners increasingly seek probabilistic predictions to quantify uncertainty in such models. Existing approaches generate predictions either by…

Computational Engineering, Finance, and Science · Computer Science 2026-04-13 Rileigh Bandy , Enrico Camporeale , Andong Hu , Thomas Berger , Rebecca Morrison

With the increased use of data-driven approaches and machine learning-based methods in material science, the importance of reliable uncertainty quantification (UQ) of the predicted variables for informed decision-making cannot be…

Machine Learning · Computer Science 2024-05-15 Longze Li , Jiang Chang , Aleksandar Vakanski , Yachun Wang , Tiankai Yao , Min Xian

Accurately detecting multiple change-points is critical for various applications, but determining the optimal number of change-points remains a challenge. Existing approaches based on information criteria attempt to balance goodness-of-fit…

Methodology · Statistics 2023-12-19 Hui Chen , Yinxu Jia , Guanghui Wang , Changliang Zou

Uncertainty Quantification (UQ) is essential for the reliable application of computational models in engineering and science. Among surrogate modeling techniques, Gaussian Process Regression (GPR) is particularly valuable for its…

Computation · Statistics 2025-12-15 Jinglai Li , Hongqiao Wang

Computational models of the human head are promising tools for estimating the impact-induced response of brain, and thus play an important role in the prediction of traumatic brain injury. Modern biofidelic head model simulations are…

Proper quantification and propagation of uncertainties in computational simulations are of critical importance. This issue is especially challenging for CFD applications. A particular obstacle for uncertainty quantifications in CFD problems…

Computational Physics · Physics 2018-04-10 Jian-xun Wang , Christopher J. Roy , Heng Xiao

Most machine learning models operate under the assumption that the training, testing and deployment data is independent and identically distributed (i.i.d.). This assumption doesn't generally hold true in a natural setting. Usually, the…

Machine Learning · Computer Science 2021-12-14 Kumud Lakara , Akshat Bhandari , Pratinav Seth , Ujjwal Verma

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

Trajectory prediction is a critical part of many AI applications, for example, the safe operation of autonomous vehicles. However, current methods are prone to making inconsistent and physically unrealistic predictions. We leverage insights…

Machine Learning · Computer Science 2021-03-19 Robin Walters , Jinxi Li , Rose Yu