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Accurate comparisons between theoretical models and experimental data are critical for scientific progress. However, inferred physical model parameters can vary significantly with the chosen physics model, highlighting the importance of…

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Bayesian inference is a widely used technique for real-time characterization of quantum systems. It excels in experimental characterization in the low data regime, and when the measurements have degrees of freedom. A decisive factor for its…

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Balancing safety and efficiency when planning in crowded scenarios with uncertain dynamics is challenging where it is imperative to accomplish the robot's mission without incurring any safety violations. Typically, chance constraints are…

Robotics · Computer Science 2023-02-22 Khaled A. Mustafa , Oscar de Groot , Xinwei Wang , Jens Kober , Javier Alonso-Mora

Data collected by the Interstellar Boundary Explorer (IBEX) satellite, recording heliospheric energetic neutral atoms (ENAs), exhibit a phenomenon that has caused space scientists to revise hypotheses about the physical processes, and…

Estimating the probability of collision between spacecraft is crucial for risk management and collision-avoidance strategies. Current methods often rely on Gaussian assumptions and simplifications, which can be inaccurate in highly…

Systems and Control · Electrical Eng. & Systems 2025-04-22 Théo Verhelst , Giacomo Acciarini , Dario Izzo , Francesco Biscani

Likelihood-free Bayesian inference algorithms are popular methods for calibrating the parameters of complex, stochastic models, required when the likelihood of the observed data is intractable. These algorithms characteristically rely…

Computation · Statistics 2021-12-23 Thomas P Prescott , David J Warne , Ruth E Baker

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

The article is devoted to the resampling approach application to the reliability problems. This approach to reliability problems was first proposed by Ivnitsky (1967). Resampling is intensive statistical computer method, which is…

Applications · Statistics 2013-04-25 Maxim Fioshin , Helen Fioshina

In computational materials science, mechanical properties are typically extracted from simulations by means of analysis routines that seek to mimic their experimental counterparts. However, simulated data often exhibit uncertainties that…

Data Analysis, Statistics and Probability · Physics 2017-12-07 Paul N. Patrone , Anthony J. Kearsley , Andrew M. Dienstfrey

Machine learning methods for computational imaging require uncertainty estimation to be reliable in real settings. While Bayesian models offer a computationally tractable way of recovering uncertainty, they need large data volumes to be…

Machine Learning · Computer Science 2020-08-24 Francesco Tonolini , Jack Radford , Alex Turpin , Daniele Faccio , Roderick Murray-Smith

The calibration of complex computer codes using uncertainty quantification (UQ) methods is a rich area of statistical methodological development. When applying these techniques to simulators with spatial output, it is now standard to use…

Methodology · Statistics 2019-03-25 James M Salter , Daniel B Williamson , John Scinocca , Viatcheslav Kharin

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

Safety-critical control systems, such as spacecraft performing proximity operations, must provide formal safety guarantees despite stochastic uncertainties from state estimation and unmodeled dynamics. Although Control Barrier Functions…

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Intelligent systems are increasingly integral to our daily lives, yet rare safety-critical events present significant latent threats to their practical deployment. Addressing this challenge hinges on accurately predicting the probability of…

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A vital stage in the mathematical modelling of real-world systems is to calibrate a model's parameters to observed data. Likelihood-free parameter inference methods, such as Approximate Bayesian Computation, build Monte Carlo samples of the…

Computation · Statistics 2021-12-23 Thomas P Prescott , Ruth E Baker

Efficiently performing predictive studies of irradiated particle-laden turbulent flows has the potential of providing significant contributions towards better understanding and optimizing, for example, concentrated solar power systems. As…

Computational Physics · Physics 2018-08-20 Hillary R. Fairbanks , Lluis Jofre , Gianluca Geraci , Gianluca Iaccarino , Alireza Doostan

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…

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Computer experiments are often performed to allow modeling of a response surface of a physical experiment that can be too costly or difficult to run except using a simulator. Running the experiment over a dense grid can be prohibitively…

Applications · Statistics 2009-05-25 Robert B. Gramacy , Herbert K. H. Lee

Randomized experiments are the gold standard for evaluating the effects of changes to real-world systems. Data in these tests may be difficult to collect and outcomes may have high variance, resulting in potentially large measurement error.…

Machine Learning · Statistics 2018-06-27 Benjamin Letham , Brian Karrer , Guilherme Ottoni , Eytan Bakshy

Methods for reasoning under uncertainty are a key building block of accurate and reliable machine learning systems. Bayesian methods provide a general framework to quantify uncertainty. However, because of model misspecification and the use…

Machine Learning · Computer Science 2018-07-03 Volodymyr Kuleshov , Nathan Fenner , Stefano Ermon