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Several multiscale methods account for sub-grid scale features using coarse scale basis functions. For example, in the Multiscale Finite Volume method the coarse scale basis functions are obtained by solving a set of local problems over…

Machine Learning · Computer Science 2017-11-15 Shing Chan , Ahmed H. Elsheikh

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

Across many domains of science, stochastic models are an essential tool to understand the mechanisms underlying empirically observed data. Models can be of different levels of detail and accuracy, with models of high-fidelity (i.e., high…

We propose a multi-fidelity neural network surrogate sampling method for the uncertainty quantification of physical/biological systems described by ordinary or partial differential equations. We first generate a set of low/high-fidelity…

Numerical Analysis · Mathematics 2020-05-07 Mohammad Motamed

Outer loop tasks such as optimization, uncertainty quantification or inference can easily become intractable when the underlying high-fidelity model is computationally expensive. Similarly, data-driven architectures typically require large…

Machine Learning · Computer Science 2025-12-03 Cristian J. Villatoro , Gianluca Geraci , Daniele E. Schiavazzi

Simulation-based falsification is a practical testing method to increase confidence that the system will meet safety requirements. Because full-fidelity simulations can be computationally demanding, we investigate the use of simulators with…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Zahra Shahrooei , Mykel J. Kochenderfer , Ali Baheri

Uncertainty quantification is a central challenge in reliable and trustworthy machine learning. Naive measures such as last-layer scores are well-known to yield overconfident estimates in the context of overparametrized neural networks.…

Machine Learning · Computer Science 2023-05-24 Lucas Clarté , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

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

In the past decades, most work in the area of data analysis and machine learning was focused on optimizing predictive models and getting better results than what was possible with existing models. To what extent the metrics with which such…

Machine Learning · Statistics 2024-05-06 Nicolas Dewolf

Modern machine learning methods including deep learning have achieved great success in predictive accuracy for supervised learning tasks, but may still fall short in giving useful estimates of their predictive {\em uncertainty}. Quantifying…

Quantifying uncertainties for machine learning (ML) models is a foundational challenge in modern data analysis. This challenge is compounded by at least two key aspects of the field: (a) inconsistent terminology surrounding uncertainty and…

Machine Learning · Computer Science 2025-06-04 Shubhendu Trivedi , Brian D. Nord

Multi-fidelity optimization employs surrogate models that integrate information from varying levels of fidelity to guide efficient exploration of complex design spaces while minimizing the reliance on (expensive) high-fidelity objective…

Model stealing aims at inferring a victim model's functionality at a fraction of the original training cost. While the goal is clear, in practice the model's architecture, weight dimension, and original training data can not be determined…

Machine Learning · Computer Science 2023-08-21 David Pape , Sina Däubener , Thorsten Eisenhofer , Antonio Emanuele Cinà , Lea Schönherr

Deep neural networks are powerful tools to detect hidden patterns in data and leverage them to make predictions, but they are not designed to understand uncertainty and estimate reliable probabilities. In particular, they tend to be…

Machine Learning · Statistics 2022-11-10 Bat-Sheva Einbinder , Yaniv Romano , Matteo Sesia , Yanfei Zhou

Due to their intuitive appeal, Bayesian methods of modeling and uncertainty quantification have become popular in modern machine and deep learning. When providing a prior distribution over the parameter space, it is straightforward to…

Machine Learning · Statistics 2025-06-05 Ivan Melev , Goeran Kauermann

When the cost of misclassifying a sample is high, it is useful to have an accurate estimate of uncertainty in the prediction for that sample. There are also multiple types of uncertainty which are best estimated in different ways, for…

Machine Learning · Computer Science 2019-03-18 Richard Harang , Ethan M. Rudd

Large-scale optimization problems are ubiquitous in the physical sciences; yet, high-fidelity models can often be complex and computationally prohibitive for optimization. A practical alternative is to use a low-fidelity model to facilitate…

Numerical Analysis · Mathematics 2026-04-03 Madhusudan Madhavan , Joseph Hart , Bart van Bloemen Waanders

In traffic flow modeling, incorporating uncertainty is crucial for accurately capturing the complexities of real-world scenarios. In this work we focus on kinetic models of traffic flow, where a key step is to design effective numerical…

Numerical Analysis · Mathematics 2025-01-28 Elisa Iacomini , Lorenzo Pareschi

Standard approaches for uncertainty quantification in cardiovascular modeling pose challenges due to the large number of uncertain inputs and the significant computational cost of realistic three-dimensional simulations. We propose an…

Quantitative Methods · Quantitative Biology 2020-04-20 Casey M. Fleeter , Gianluca Geraci , Daniele E. Schiavazzi , Andrew M. Kahn , Alison L. Marsden

Survival models are used in various fields, such as the development of cancer treatment protocols. Although many statistical and machine learning models have been proposed to achieve accurate survival predictions, little attention has been…

Machine Learning · Computer Science 2020-03-26 Hrushikesh Loya , Pranav Poduval , Deepak Anand , Neeraj Kumar , Amit Sethi