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In this article we study the problem of quantifying the uncertainty in an experiment with a technical system. We propose new density estimates which combine observed data of the technical system and simulated data from an (imperfect)…

Statistics Theory · Mathematics 2020-12-21 Sebastian Kersting , Michael Kohler

Applying a machine learning model for decision-making in the real world requires to distinguish what the model knows from what it does not. A critical factor in assessing the knowledge of a model is to quantify its predictive uncertainty.…

Machine Learning · Computer Science 2023-11-15 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Sepp Hochreiter

Uncertainty quantification (UQ) is a vital step in using mathematical models and simulations to take decisions. The field of cardiac simulation has begun to explore and adopt UQ methods to characterise uncertainty in model inputs and how…

Quantifying and managing uncertainties that occur when data-driven models such as those provided by AI and machine learning methods are applied is crucial. This whitepaper provides a brief motivation and first overview of the state of the…

Machine Learning · Computer Science 2018-11-29 Michael Kläs

The precision of intensity measurements of the extragalactic X-ray Background (XRB) on an angular scale of about a degree is dominated by spatial fluctuations caused by source confusion noise. X-ray source counts at the flux level…

Astrophysics · Physics 2009-10-30 X. Barcons , A. C. Fabian , F. J. Carrera

Engineering design and scientific analysis rely upon computer simulations of turbulent fluid flows using turbulence models. These turbulence models are empirical and approximate, leading to large uncertainties in their predictions that…

Fluid Dynamics · Physics 2024-05-28 Minghan Chu , Weicheng Qian

Beyond estimating parameters of interest from data, one of the key goals of statistical inference is to properly quantify uncertainty in these estimates. In Bayesian inference, this uncertainty is provided by the posterior distribution, the…

Machine Learning · Computer Science 2025-01-03 Daniela de Albuquerque , John Pearson

In the field of modeling, the word validation refers to simple comparisons between model outputs and experimental data. Usually, this comparison constitutes plotting the model results against data on the same axes to provide a visual…

Applications · Statistics 2021-06-11 Farid Mohammadi

We can overcome uncertainty with uncertainty. Using randomness in our choices and in what we control, and hence in the decision making process, could potentially offset the uncertainty inherent in the environment and yield better outcomes.…

General Finance · Quantitative Finance 2017-10-06 Ravi Kashyap

Estimating prevalence, the fraction of a population with a certain medical condition, is fundamental to epidemiology. Traditional methods rely on classification of test samples taken at random from a population. Such approaches to…

Methodology · Statistics 2022-03-25 Paul Patrone , Anthony Kearsley

A widely used method to measure the bending rigidity of bilayer membranes is fluctuation spectroscopy, which analyses the thermally-driven membrane undulations of giant unilamellar vesicles recorded with either phase-contrast or confocal…

Biological Physics · Physics 2020-09-21 Hammad A. Faizi , Cody J. Reeves , Vasil N. Georgiev , Petia M. Vlahovska , Rumiana Dimova

The Bayesian uncertainty quantification technique has become well established in turbulence modeling over the past few years. However, it is computationally expensive to construct a globally accurate surrogate model for Bayesian inference…

Data Analysis, Statistics and Probability · Physics 2022-03-16 Fanzhi Zeng , Wei Zhang , Jinping Li , Tianxin Zhang , Chao Yan

Within the last few years, there has been a move towards using statistical models in conjunction with neural networks with the end goal of being able to better answer the question, "what do our models know?". From this trend, classical…

Machine Learning · Computer Science 2021-12-03 Achintya Gopal

There are two reasons why uncertainty may not be adequately described by Probability Theory. The first one is due to unique or nearly-unique events, that either never realized or occurred too seldom for frequencies to be reliably measured.…

Artificial Intelligence · Computer Science 2023-03-17 Florian Ellsaesser , Guido Fioretti , Gail E. James

The uncertainty quantification of prediction models (e.g., neural networks) is crucial for their adoption in many robotics applications. This is arguably as important as making accurate predictions, especially for safety-critical…

Robotics · Computer Science 2024-04-09 Junan Chen , Josephine Monica , Wei-Lun Chao , Mark Campbell

We study the fluctuations of the light emitted by two identical incoherent point sources in a disordered environment. The intensity-intensity correlation function and the speckle contrast, obtained after proper temporal and configurational…

Optics · Physics 2015-02-09 R. Carminati , G. Cwilich , L. S. Froufe-Pérez , J. J. Sáenz

Transition to turbulence dramatically alters the properties of fluid flows. In most canonical shear flows, the laminar flow is linearly stable and a finite-amplitude perturbation is necessary to trigger transition. Controlling transition to…

Fluid Dynamics · Physics 2020-05-20 Anton Pershin , Cedric Beaume , Steven M. Tobias

Simulations using machine learning (ML) models and mechanistic models are often run to inform decision-making processes. Uncertainty estimates of simulation results are critical to the decision-making process because simulation results of…

Machine Learning · Computer Science 2023-08-08 Babajide Kolade

Uncertainty quantification by ensemble learning is explored in terms of an application from computational optical form measurements. The application requires to solve a large-scale, nonlinear inverse problem. Ensemble learning is used to…

Machine Learning · Computer Science 2021-03-03 Lara Hoffmann , Ines Fortmeier , Clemens Elster

Accurately knowing uncertainties in appearance-based gaze tracking is critical for ensuring reliable downstream applications. Due to the lack of individual uncertainty labels, current uncertainty-aware approaches adopt probabilistic models…

Computer Vision and Pattern Recognition · Computer Science 2026-03-13 Qiaojie Zheng , Jiucai Zhang , Xiaoli Zhang