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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

The semi-empirical nature of best-estimate models closing the balance equations of thermal-hydraulic (TH) system codes is well-known as a significant source of uncertainty for accuracy of output predictions. This uncertainty, called model…

Methodology · Statistics 2023-09-11 Guillaume Damblin , François Bachoc , Sandro Gazzo , Lucia Sargentini , Alberto Ghione

Critical heat flux is a key quantity in boiling system modeling due to its impact on heat transfer and component temperature and performance. This study investigates the development and validation of an uncertainty-aware hybrid modeling…

Machine Learning · Computer Science 2025-07-17 Aidan Furlong , Xingang Zhao , Robert Salko , Xu Wu

Mathematical models in computational physics contain uncertain parameters that impact prediction accuracy. In turbulence modeling, this challenge is especially significant: Reynolds averaged Navier-Stokes (RANS) models, such as the…

Methodology · Statistics 2025-10-22 Sanjan C. Muchandimath , Joaquim R. R. A. Martins , Alex A. Gorodetsky

This paper proposes a novel uncertainty quantification framework for computationally demanding systems characterized by a large vector of non-Gaussian uncertainties. It combines state-of-the-art techniques in advanced Monte Carlo sampling…

Computation · Statistics 2018-03-05 Phaedon-Stelios Koutsourelakis

Extreme weather poses a large risk to critical energy systems (Ekisheva, Rieder, Norris, Lauby, & Dobson 2021; Levin, Botterud, Mann, Kwon, & Zhou 2022). Uncertainty quantification of negative impacts is important for developing resilience,…

Methodology · Statistics 2026-03-11 Mitchell L. Krock , W. Neal Mann , Zhi Zhou

In this PhD thesis, we propose a novel framework for uncertainty quantification in machine learning, which is based on proper scores. Uncertainty quantification is an important cornerstone for trustworthy and reliable machine learning…

Machine Learning · Computer Science 2025-08-26 Sebastian G. Gruber

The accessibility of spatially distributed data, enabled by affordable sensors, field, and numerical experiments, has facilitated the development of data-driven solutions for scientific problems, including climate change, weather…

Machine Learning · Computer Science 2023-11-09 Vardhan Dongre , Gurpreet Singh Hora

We consider geothermal inverse problems and uncertainty quantification from a Bayesian perspective. Our main goal is to make standard, `out-of-the-box' Markov chain Monte Carlo (MCMC) sampling more feasible for complex simulation models by…

The expected growth in wind energy capacity requires efficient and accurate models for wind farm layout optimization, control, and annual energy predictions. Although analytical wake models are widely used for these applications, several…

Fluid Dynamics · Physics 2023-02-16 Frederik Aerts , Luca Lanzilao , Johan Meyers

We present a Bayesian model calibration framework for inferring nonlinear constitutive relationships in heat conduction problems, with a focus on temperature-dependent thermal conductivity. The proposed framework integrates gradient-based…

Computational Engineering, Finance, and Science · Computer Science 2026-04-02 Rodrigo L. S. Silva , Clemens Verhoosel , Erik Quarghebeur

In inverse problems, uncertainty quantification (UQ) deals with a probabilistic description of the solution nonuniqueness and data noise sensitivity. Setting seismic imaging into a Bayesian framework allows for a principled way of studying…

Geophysics · Physics 2020-04-16 Ali Siahkoohi , Gabrio Rizzuti , Felix J. Herrmann

Inverse Uncertainty Quantification (IUQ) method has been widely used to quantify the uncertainty of Physical Model Parameters (PMPs) in nuclear Thermal Hydraulics (TH) systems. This paper introduces a novel hierarchical Bayesian model which…

Computation · Statistics 2024-03-27 Chen Wang , Xu Wu , Tomasz Kozlowski

Simulating complex physical systems is crucial for understanding and predicting phenomena across diverse fields, such as fluid dynamics and heat transfer, as well as plasma physics and structural mechanics. Traditional approaches rely on…

Critical decisions frequently rely on high-dimensional output from complex computer simulation models that show intricate cross-variable, spatial and temporal dependence structures, with weather and climate predictions being key examples.…

Methodology · Statistics 2013-12-24 Roman Schefzik , Thordis L. Thorarinsdottir , Tilmann Gneiting

Conditional Autoencoders (CAEs) offer a flexible, interpretable approach for estimating latent asset-pricing factors from firm characteristics. However, existing studies usually limit the latent factor dimension to around K=5 due to…

Portfolio Management · Quantitative Finance 2025-11-24 Ryan Engel , Yu Chen , Pawel Polak , Ioana Boier

Uncertainty quantification (UQ) is the process of systematically determining and characterizing the degree of confidence in computational model predictions. In the context of systems biology, especially with dynamic models, UQ is crucial…

Machine Learning · Statistics 2024-10-29 Alberto Portela , Julio R. Banga , Marcos Matabuena

Clinical decision-making demands uncertainty quantification that provides both distribution-free coverage guarantees and risk-adaptive precision, requirements that existing methods fail to jointly satisfy. We present a hybrid…

Machine Learning · Computer Science 2026-01-06 Marzieh Amiri Shahbazi , Ali Baheri , Nasibeh Azadeh-Fard

We present a critical survey on the consistency of uncertainty quantification used in deep learning and highlight partial uncertainty coverage and many inconsistencies. We then provide a comprehensive and statistically consistent framework…

Machine Learning · Computer Science 2026-01-14 Peter Jan van Leeuwen , J. Christine Chiu , C. Kevin Yang

We present a new Bayesian algorithm making use of Markov Chain Monte Carlo sampling that allows us to simultaneously estimate the unknown continuum level of each quasar in an ensemble of high-resolution spectra, as well as their common…

Astrophysics of Galaxies · Physics 2017-08-09 Anna-Christina Eilers , Joseph F. Hennawi , Khee-Gan Lee