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Recent attempts to constrain cosmological variation in the fine structure constant, alpha, using quasar absorption lines have yielded two statistical samples which initially appear to be inconsistent. One of these samples was subsequently…
MCMC methods (Monte Carlo Markov Chain) are a class of methods used to perform simulations per a probability distribution $P$. These methods are often used when we have difficulties to directly sample per a given probability distribution…
The paper presents a new perspective on the mixture of Dirichlet process model which allows the recovery of full and correct uncertainty quantification associated with the full model, even after having integrated out the random distribution…
In this article we consider computing expectations w.r.t.~probability laws associated to a certain class of stochastic systems. In order to achieve such a task, one must not only resort to numerical approximation of the expectation, but…
The standard technique for measurement of random uncertainties of star formation histories (SFHs) is the bootstrap Monte Carlo, in which the color-magnitude diagram (CMD) is repeatedly resampled. The variation in SFHs measured from the…
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…
We propose quantum algorithms that provide provable speedups for Markov Chain Monte Carlo (MCMC) methods commonly used for sampling from probability distributions of the form $\pi \propto e^{-f}$, where $f$ is a potential function. Our…
We present an analysis of parton distribution functions (PDFs) of the proton using Markov Chain Monte Carlo (MCMC) methods. The MCMC approach naturally implements Bayes' theorem and thus provides a means to directly sample the underlying…
Particle Markov Chain Monte Carlo (PMCMC) is a general computational approach to Bayesian inference for general state space models. Our article scales up PMCMC in terms of the number of observations and parameters by generating the…
We study approximations of evolving probability measures by an interacting particle system. The particle system dynamics is a combination of independent Markov chain moves and importance sampling/resampling steps. Under global regularity…
Autonomous systems with machine learning-based perception can exhibit unpredictable behaviors that are difficult to quantify, let alone verify. Such behaviors are convenient to capture in probabilistic models, but probabilistic model…
Crystal plasticity finite element method (CPFEM) has been an integrated computational materials engineering (ICME) workhorse to study materials behaviors and structure-property relationships for the last few decades. These relations are…
Markov Chain Monte Carlo (MCMC) techniques are now widely used for cosmological parameter estimation. Chains are generated to sample the posterior probability distribution obtained following the Bayesian approach. An important issue is how…
Monte Carlo (MC) sampling is a popular method for estimating the statistics (e.g. expectation and variance) of a random variable. Its slow convergence has led to the emergence of advanced techniques to reduce the variance of the MC…
Physics-based simulations and learning-based models are vital for complex robotics tasks like deformable object manipulation and liquid handling. However, these models often struggle with accuracy due to epistemic uncertainty or the…
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…
There is now a rapidly growing body of experimental data relevant to the question of whether the standard model CKM quark mixing matrix is a correct description of \CP-violation as well as of non--\CP-violating flavor decay processes. In…
Computational cardiovascular models are promising tools for clinical decision support, particularly in complex conditions, such as intraoperative hypotension (IOH). IOH arises from different mechanisms, making treatment selection…
This paper proposes a novel robust Model Predictive Control (MPC) scheme for linear discrete-time systems affected by model uncertainty described by interval matrices. The key feature of the proposed method is a bound on the uncertainty…
We use the Multi Level Monte Carlo method to estimate uncertainties in a Henry-like salt water intrusion problem with a fracture. The flow is induced by the variation of the density of the fluid phase, which depends on the mass fraction of…