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We present a multi-fidelity method for uncertainty quantification of parameter estimates in complex systems, leveraging generative models trained to sample the target conditional distribution. In the Bayesian inference setting, traditional…

Machine Learning · Computer Science 2025-04-03 Caroline Tatsuoka , Minglei Yang , Dongbin Xiu , Guannan Zhang

The relations between observable stellar parameters are usually assumed to be deterministic. That is, given an infinitely precise measurement of independent variable, `$x$', and some model, the value of dependent variable, `$y$' can be…

Solar and Stellar Astrophysics · Physics 2016-07-19 Ruth Angus , David Kipping

This paper discusses a general framework for smoothing parameter estimation for models with regular likelihoods constructed in terms of unknown smooth functions of covariates. Gaussian random effects and parametric terms may also be…

Methodology · Statistics 2016-05-10 Simon N. Wood , Natalya Pya , Benjamin Säfken

Non-probabilistic convex model utilizes a convex set to quantify the uncertainty domain of uncertain-but-bounded parameters, which is very effective for structural uncertainty analysis with limited or poor-quality experimental data. To…

Other Statistics · Statistics 2018-01-18 Ni Bingyu , Jiang Chao , Huang Zhiliang

We provide a novel method for sensitivity analysis of parametric robust Markov chains. These models incorporate parameters and sets of probability distributions to alleviate the often unrealistic assumption that precise probabilities are…

Machine Learning · Computer Science 2023-05-03 Thom Badings , Sebastian Junges , Ahmadreza Marandi , Ufuk Topcu , Nils Jansen

When inferring parameters from a Gaussian-distributed data set by computing a likelihood, a covariance matrix is needed that describes the data errors and their correlations. If the covariance matrix is not known a priori, it may be…

Cosmology and Nongalactic Astrophysics · Physics 2016-01-27 Elena Sellentin , Alan F. Heavens

In regression analysis, associations between continuous predictors and the outcome are often assumed to be linear. However, modeling the associations as non-linear can improve model fit. Many flexible modeling techniques, like (fractional)…

Scientific modeling applications often require estimating a distribution of parameters consistent with a dataset of observations - an inference task also known as source distribution estimation. This problem can be ill-posed, however, since…

Machine Learning · Computer Science 2024-12-02 Julius Vetter , Guy Moss , Cornelius Schröder , Richard Gao , Jakob H. Macke

Exploiting the geometric nature of statistical divergences, we devise a way to define associated induced uncertainty measures for discrete and finite probability distributions. We also report new uncertainty measures and discuss their…

Quantum Physics · Physics 2021-06-29 Gautam Sharma , Sk Sazim

This research aims to estimate three parameters in a stochastic generalized logistic differential equation. We assume the intrinsic growth rate and shape parameters are constant but unknown. To estimate these two parameters, we use the…

In particle physics, as in many areas of science, parameter inference relies on simulations to bridge the gap between theory and experiment. Recent developments in simulation-based inference have boosted the sensitivity of analyses;…

High Energy Physics - Phenomenology · Physics 2026-04-23 Ezequiel Alvarez , Sean Benevedes , Manuel Szewc , Jesse Thaler

Stochastic simulation models are generative models that mimic complex systems to help with decision-making. The reliability of these models heavily depends on well-calibrated input model parameters. However, in many practical scenarios,…

Methodology · Statistics 2024-11-11 Ziwei Su , Diego Klabjan

In this work, we present a new class of models, called uncertain-input models, that allows us to treat system-identification problems in which a linear system is subject to a partially unknown input signal. To encode prior information about…

Systems and Control · Computer Science 2017-09-12 Riccardo Sven Risuleo , Giulio Bottegal , Håkan Hjalmarsson

A recently developed measure-theoretic framework solves a stochastic inverse problem (SIP) for models where uncertainties in model output data are predominantly due to aleatoric (i.e., irreducible) uncertainties in model inputs (i.e.,…

Numerical Analysis · Mathematics 2023-02-15 Michael Pilosov , Carlos del-Castillo-Negrete , Tian Yu Yen , Troy Butler , Clint Dawson

We introduce a method of estimating parameters associated with a fractal random scattering medium, which utilizes the multiscale properties of the scattered field. The example of ray-density fluctuations beyond a phase screen with fractal…

Optics · Physics 2012-04-04 John F. A. Fletcher

In signal detection problems, one is usually faced with the task of searching a parameter space for peaks in the likelihood function which indicate the presence of a signal. Random searches have proven to be very efficient as well as easy…

General Relativity and Quantum Cosmology · Physics 2010-10-08 Christian Röver

The present paper aims at applying uncertainty quantification methodologies to process simulations of powder bed fusion of metal. In particular, for a part-scale thermomechanical model of an Inconel 625 super-alloy beam, we study the…

Computational Engineering, Finance, and Science · Computer Science 2023-04-20 Mihaela Chiappetta , Chiara Piazzola , Massimo Carraturo , Lorenzo Tamellini , Alessandro Reali , Ferdinando Auricchio

We consider parametric Markov decision processes (pMDPs) that are augmented with unknown probability distributions over parameter values. The problem is to compute the probability to satisfy a temporal logic specification with any concrete…

Logic in Computer Science · Computer Science 2022-12-08 Thom Badings , Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

Although uncertainty quantification has been making its way into nuclear theory, these methods have yet to be explored in the context of reaction theory. For example, it is well known that different parameterizations of the optical…

Nuclear Theory · Physics 2017-03-01 A. E. Lovell , F. M. Nunes , J. Sarich , S. M. Wild

This paper addresses the estimation of uncertain distributed diffusion coefficients in elliptic systems based on noisy measurements of the model output. We formulate the parameter identification problem as an infinite dimensional…

Optimization and Control · Mathematics 2015-06-11 Jeff Borggaard , Hans-Werner van Wyk