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Estimating probability of failure in aerospace systems is a critical requirement for flight certification and qualification. Failure probability estimation involves resolving tails of probability distribution, and Monte Carlo sampling…

Numerical Analysis · Mathematics 2022-09-22 S. Ashwin Renganathan , Vishwas Rao , Ionel M. Navon

Epistemic uncertainty quantification (UQ) identifies where models lack knowledge. Traditional UQ methods, often based on Bayesian neural networks, are not suitable for pre-trained non-Bayesian models. Our study addresses quantifying…

Machine Learning · Computer Science 2024-04-17 Hanjing Wang , Qiang Ji

As Large Language Models (LLMs) are increasingly deployed in real-world applications, reliable uncertainty quantification (UQ) becomes critical for safe and effective use. Most existing UQ approaches for language models aim to produce a…

Computation and Language · Computer Science 2026-04-14 Maiya Goloburda , Roman Vashurin , Fedor Chernogorsky , Nurkhan Laiyk , Daniil Orel , Preslav Nakov , Maxim Panov

We analyze an ensemble-based approach for uncertainty quantification (UQ) in atomistic neural networks. This method generates an epistemic uncertainty signal without requiring changes to the underlying multi-headed regression neural network…

Chemical Physics · Physics 2025-11-21 Idan Fonea , Amir Peles , Sivan Niv , Goren Gordon , Amir Natan

Monte Carlo integration becomes prohibitively expensive when each sample requires a high-fidelity model evaluation. Multi-fidelity uncertainty quantification methods mitigate this by combining estimators from high- and low-fidelity models,…

Methodology · Statistics 2025-08-27 Thomas E. Coons , Aniket Jivani , Xun Huan

Inverse Uncertainty Quantification (UQ), or Bayesian calibration, is the process to quantify the uncertainties of random input parameters based on experimental data. The introduction of model discrepancy term is significant because…

Applications · Statistics 2019-07-24 Xu Wu , Koroush Shirvan , Tomasz Kozlowski

This review is designed to introduce mathematicians and computational scientists to quantum computing (QC) through the lens of uncertainty quantification (UQ) by presenting a mathematically rigorous and accessible narrative for…

Quantum Physics · Physics 2026-03-30 Ryan Bennink , Olena Burkovska , Konstantin Pieper , Jorge Ramirez , Elaine Wong

Uncertainty quantification (UQ) in deep learning regression is of wide interest, as it supports critical applications including sequential decision making and risk-sensitive tasks. In heteroskedastic regression, where the uncertainty of the…

Machine Learning · Computer Science 2026-03-03 Mikkel Jordahn , Jonas Vestergaard Jensen , James Harrison , Michael Riis Andersen , Mikkel N. Schmidt

We consider two approaches for assessing the reliability of the individual predictions of a classifier: Robustness Quantification (RQ) and Uncertainty Quantification (UQ). We explain the conceptual differences between the two approaches,…

Machine Learning · Computer Science 2026-03-25 Adrián Detavernier , Jasper De Bock

Uncertainty Quantification (UQ) is crucial for deploying reliable Deep Learning (DL) models in high-stakes applications. Recently, General Type-2 Fuzzy Logic Systems (GT2-FLSs) have been proven to be effective for UQ, offering Prediction…

Machine Learning · Computer Science 2025-04-10 Yusuf Guven , Tufan Kumbasar

Multifidelity Monte Carlo methods rely on a hierarchy of possibly less accurate but statistically correlated simplified or reduced models, in order to accelerate the estimation of statistics of high-fidelity models without compromising the…

Numerical Analysis · Mathematics 2020-10-29 Alessio Quaglino , Simone Pezzuto , Rolf Krause

Machine learning methods for the construction of data-driven reduced order model models are used in an increasing variety of engineering domains, especially as a supplement to expensive computational fluid dynamics for design problems. An…

Machine Learning · Statistics 2023-06-28 Stephen Guth , Alireza Mojahed , Themistoklis P. Sapsis

Deep learning-based object pose estimators are often unreliable and overconfident especially when the input image is outside the training domain, for instance, with sim2real transfer. Efficient and robust uncertainty quantification (UQ) in…

The work focuses on gathering high-fidelity and low-fidelity numerical simulations data using Nektar++ (Solver based on Applied Mathematics) and XFOIL respectively. The utilization of the higher polynomial distribution in calculating the…

Machine Learning · Computer Science 2025-03-12 Swapnil Kumar

Large molecular representation models pre-trained on massive unlabeled data have shown great success in predicting molecular properties. However, these models may tend to overfit the fine-tuning data, resulting in over-confident predictions…

Chemical Physics · Physics 2024-04-18 Yinghao Li , Lingkai Kong , Yuanqi Du , Yue Yu , Yuchen Zhuang , Wenhao Mu , Chao Zhang

Emulating high-accuracy computationally expensive models is crucial for tasks requiring numerous model evaluations, such as uncertainty quantification and optimization. When lower-fidelity models are available, they can be used to improve…

Methodology · Statistics 2024-10-30 Katerina Giannoukou , Stefano Marelli , Bruno Sudret

This study is devoted to the construction of a multifidelity Monte Carlo (MFMC) method for the uncertainty quantification of a nonlocal, non-mass-conserving Cahn-Hilliard model for phase transitions with an obstacle potential. We are…

Computational Engineering, Finance, and Science · Computer Science 2023-10-18 Parisa Khodabakhshi , Olena Burkovska , Karen Willcox , Max Gunzburger

Techniques from artificial intelligence and machine learning are increasingly employed in nuclear theory, however, the uncertainties that arise from the complex parameter manifold encoded by the neural networks are often overlooked.…

Nuclear Theory · Physics 2025-10-29 Mengyao Huang , Kyle A. Wendt , Nicolas F. Schunck , Erika M. Holmbeck

Forward uncertainty quantification (UQ) for partial differential equations is a many-query task that requires a significant number of model evaluations. The objective of this work is to mitigate the computational cost of UQ for a 3D-1D…

Numerical Analysis · Mathematics 2024-02-14 Piermario Vitullo , Nicola Rares Franco , Paolo Zunino

Uncertainty Quantification (UQ) is a promising approach to improve model reliability, yet quantifying the uncertainty of Large Language Models (LLMs) is non-trivial. In this work, we establish a connection between the uncertainty of LLMs…

Computation and Language · Computer Science 2025-10-16 Mingda Li , Xinyu Li , Weinan Zhang , Longxuan Ma