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Deep neural networks have amply demonstrated their prowess but estimating the reliability of their predictions remains challenging. Deep Ensembles are widely considered as being one of the best methods for generating uncertainty estimates…

Machine Learning · Computer Science 2021-06-28 Nikita Durasov , Timur Bagautdinov , Pierre Baque , Pascal Fua

Deep Learning methods are known to suffer from calibration issues: they typically produce over-confident estimates. These problems are exacerbated in the low data regime. Although the calibration of probabilistic models is well studied,…

Machine Learning · Statistics 2021-11-30 Rahul Rahaman , Alexandre H. Thiery

Quantification of uncertainty in production/injection forecasting is an important aspect of reservoir simulation studies. Conventional approaches include intrusive Galerkin-based methods (e.g., generalized polynomial chaos (gPC) and…

Optimization and Control · Mathematics 2019-07-02 Larry Jin , Hannah Lu , Gege Wen

Deep learning-based numerical schemes for solving high-dimensional backward stochastic differential equations (BSDEs) have recently raised plenty of scientific interest. While they enable numerical methods to approximate very…

Numerical Analysis · Mathematics 2023-10-06 Lorenc Kapllani , Long Teng , Matthias Rottmann

Trained neural networks (NN) have attractive features for closing governing equations. There are many methods that are showing promise, but all can fail in cases when small errors consequentially violate physical reality, such as a solution…

Machine Learning · Computer Science 2024-12-05 Seung Won Suh , Jonathan F MacArt , Luke N Olson , Jonathan B Freund

We introduce a physics-informed Bayesian Neural Network (BNN) with flow approximated posteriors using multiplicative normalizing flows (MNF) for detailed uncertainty quantification (UQ) at the physics event-level. Our method is capable of…

Machine Learning · Computer Science 2023-10-05 Cristiano Fanelli , James Giroux

White paper: The aim of this work is to apply and analyze machine learning methods for uncertainty quantification of turbulence models. In this work we investigate the classical and data-driven variants of the eigenspace perturbation…

Fluid Dynamics · Physics 2022-11-04 Marcel Matha , Karsten Kucharczyk

On top of machine learning models, uncertainty quantification (UQ) functions as an essential layer of safety assurance that could lead to more principled decision making by enabling sound risk assessment and management. The safety and…

Machine Learning · Computer Science 2024-03-28 Venkat Nemani , Luca Biggio , Xun Huan , Zhen Hu , Olga Fink , Anh Tran , Yan Wang , Xiaoge Zhang , Chao Hu

Traditional neural networks provide deterministic predictions without inherent uncertainty estimates. While Bayesian Neural Networks (BNNs) offer a principled approach to uncertainty quantification, their computational complexity limits…

Machine Learning · Statistics 2026-05-25 Rouaa Hoblos , Noura Dridi , Noureddine Zerhouni , Zeina Al Masry

Uncertainty quantification (UQ) in machine learning is currently drawing increasing research interest, driven by the rapid deployment of deep neural networks across different fields, such as computer vision, natural language processing, and…

Machine Learning · Computer Science 2022-08-26 Zongren Zou , Xuhui Meng , Apostolos F Psaros , George Em Karniadakis

Deep neural networks excel in perception tasks such as semantic segmentation and monocular depth estimation, making them indispensable in safety-critical applications like autonomous driving and industrial inspection. However, they often…

Computer Vision and Pattern Recognition · Computer Science 2025-01-17 Steven Landgraf , Markus Hillemann , Theodor Kapler , Markus Ulrich

Uncertainty quantification is crucial for building reliable and trustable machine learning systems. We propose to estimate uncertainty in recurrent neural networks (RNNs) via stochastic discrete state transitions over recurrent timesteps.…

Machine Learning · Computer Science 2020-11-25 Cheng Wang , Carolin Lawrence , Mathias Niepert

The deployment of deep neural networks in safety-critical systems necessitates reliable and efficient uncertainty quantification (UQ). A practical and widespread strategy for UQ is repurposing stochastic regularizers as scalable approximate…

Machine Learning · Computer Science 2026-04-15 Adam T. Müller , Tobias Rögelein , Nicolaj C. Stache

Uncertainty quantification (UQ) is an important component of molecular property prediction, particularly for drug discovery applications where model predictions direct experimental design and where unanticipated imprecision wastes valuable…

Machine Learning · Computer Science 2020-05-21 Lior Hirschfeld , Kyle Swanson , Kevin Yang , Regina Barzilay , Connor W. Coley

Effective quantification of uncertainty is an essential and still missing step towards a greater adoption of deep-learning approaches in different applications, including mission-critical ones. In particular, investigations on the…

Machine Learning · Computer Science 2023-04-14 Marco Forgione , Dario Piga

Uncertainty quantification (UQ) techniques are frequently used to ascertain output variability in systems with parametric uncertainty. Traditional algorithms for UQ are either system-agnostic and slow (such as Monte Carlo) or fast with…

Computation · Statistics 2015-03-19 Tuhin Sahai , Jose Miguel Pasini

Accurate predictions and uncertainty quantification (UQ) are essential for decision-making in risk-sensitive fields such as system safety modeling. Deep ensembles (DEs) are efficient and scalable methods for UQ in Deep Neural Networks…

Machine Learning · Computer Science 2024-12-13 Zaid Abulawi , Rui Hu , Prasanna Balaprakash , Yang Liu

Scientific Machine Learning is a new class of approaches that integrate physical knowledge and mechanistic models with data-driven techniques for uncovering governing equations of complex processes. Among the available approaches, Universal…

Machine Learning · Statistics 2024-06-14 Nina Schmid , David Fernandes del Pozo , Willem Waegeman , Jan Hasenauer

For computational efficiency, surrogate models have been used to emulate mathematical simulators for physical or biological processes. High-speed simulation is crucial for conducting uncertainty quantification (UQ) when the simulation is…

Machine Learning · Computer Science 2022-11-21 Lixiang Zhang , Jia Li

It is critical that machine learning (ML) model predictions be trustworthy for high-throughput catalyst discovery approaches. Uncertainty quantification (UQ) methods allow estimation of the trustworthiness of an ML model, but these methods…

Machine Learning · Computer Science 2023-02-07 Cameron Gruich , Varun Madhavan , Yixin Wang , Bryan Goldsmith
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