English
Related papers

Related papers: Uncertainty Quantification in Portfolio Temperatur…

200 papers

Bound-to-Bound Data Collaboration (B2BDC) provides a natural framework for addressing both forward and inverse uncertainty quantification problems. In this approach, QOI (quantity of interest) models are constrained by related experimental…

Optimization and Control · Mathematics 2019-04-02 Arun Hegde , Wenyu Li , James Oreluk , Andrew Packard , Michael Frenklach

Climate change poses significant challenges for accurate climate modeling due to the complexity and variability of non-Gaussian climate systems. To address the complexities of non-Gaussian systems in climate modeling, this thesis proposes a…

Applications · Statistics 2024-06-28 Yunjin Tong

Atmospheric motion vectors (AMVs) extracted from satellite imagery are the only wind observations with good global coverage. They are important features for feeding numerical weather prediction (NWP) models. Several Bayesian models have…

Methodology · Statistics 2023-10-26 Patrick Héas , Frédéric Cérou , Mathias Rousset

Accounting for climate-related risks is an emerging problem for life insurers around the world. In this paper, we demonstrate how scenario trajectories for global temperature can be obtained using the cost-benefit Dynamic Integrated…

The prediction of thermo-mechanical behaviour of heterogeneous materials such as heat and moisture transport is strongly influenced by the uncertainty in parameters. Such materials occur e.g. in historic buildings, and the durability…

Computational Engineering, Finance, and Science · Computer Science 2013-03-19 A. Kucerova , J. Sykora , B. Rosic , H. G. Matthies

Predictions made by deep learning models are prone to data perturbations, adversarial attacks, and out-of-distribution inputs. To build a trusted AI system, it is therefore critical to accurately quantify the prediction uncertainties. While…

Machine Learning · Computer Science 2023-04-12 Hanjing Wang , Dhiraj Joshi , Shiqiang Wang , Qiang Ji

Bayesian averaging over classification models allows the uncertainty of classification outcomes to be evaluated, which is of crucial importance for making reliable decisions in applications such as financial in which risks have to be…

Uncertainty quantification for Particle Image Velocimetry (PIV) is critical for comparing flow fields with Computational Fluid Dynamics (CFD) results, and model design and validation. However, PIV features a complex measurement chain with…

Fluid Dynamics · Physics 2021-07-07 Lalit K. Rajendran , Sayantan Bhattacharya , Sally P. M. Bane , Pavlos P. Vlachos

Inverse optimization (IO) is used to estimate unknown parameters of an optimization model from observed decisions. In the data-driven context, the estimated parameters are inherently uncertain, yet quantifying this uncertainty has received…

Optimization and Control · Mathematics 2026-05-26 Timothy C. Y. Chan , Nathan Sandholtz , Nasrin Yousefi

As machine learning becomes more prominent there is a growing demand to perform several inference tasks in parallel. Running a dedicated model for each task is computationally expensive and therefore there is a great interest in multi-task…

Machine Learning · Computer Science 2024-05-14 Idan Achituve , Idit Diamant , Arnon Netzer , Gal Chechik , Ethan Fetaya

Ensemble learning is a standard approach to building machine learning systems that capture complex phenomena in real-world data. An important aspect of these systems is the complete and valid quantification of model uncertainty. We…

Machine Learning · Computer Science 2019-11-12 Jeremiah Zhe Liu , John Paisley , Marianthi-Anna Kioumourtzoglou , Brent Coull

Although uncertainty quantification has been making its way into nuclear theory, these methods have yet to be explored in the context of reaction theory. For example, it is well known that different parameterizations of the optical…

Nuclear Theory · Physics 2017-03-01 A. E. Lovell , F. M. Nunes , J. Sarich , S. M. Wild

Quantum thermometry exploits the high level of control in coherent devices to offer enhanced precision for temperature estimation. This highlights the need for constructing concrete estimation strategies. Of particular importance is…

Quantum Physics · Physics 2022-02-02 Gabriel O. Alves , Gabriel T. Landi

Representing and quantifying uncertainty in physical parameterisations is a central challenge in weather and climate modelling, and approaches are often developed separately for different timescales. Here, we introduce a unified framework…

Atmospheric and Oceanic Physics · Physics 2025-12-01 Laura A. Mansfield , Hannah M. Christensen

Uncertainties from model parameters and model discrepancy from small-scale models impact the accuracy and reliability of predictions of large-scale systems. Inadequate representation of these uncertainties may result in inaccurate and…

Methodology · Statistics 2014-12-18 K. Sham Bhat , David S. Mebane , Curtis B. Storlie , Priyadarshi Mahapatra

Calibrating mathematical models of biological processes is essential for achieving predictive accuracy and gaining mechanistic insight. However, this task remains challenging due to limited and noisy data, significant biological…

Quantitative Methods · Quantitative Biology 2025-12-04 Piotr Gwiazda , Alexey Kazarnikov , Anna Marciniak-Czochra , Zuzanna Szymańska

Extreme event attribution characterizes how anthropogenic climate change may have influenced the probability and magnitude of selected individual extreme weather and climate events. Attribution statements often involve quantification of the…

Methodology · Statistics 2018-02-06 Soyoung Jeon , Christopher J. Paciorek , Michael F. Wehner

Bayesian inference is a popular approach to calibrating uncertainties, but it can underpredict such uncertainties when model misspecification is present, impacting its reliability to inform decision making. Recently, the statistics and…

Computational Engineering, Finance, and Science · Computer Science 2026-01-09 Rebekah White , Rileigh Bandy , Teresa Portone

Uncertainty is a key feature of any machine learning model and is particularly important in neural networks, which tend to be overconfident. This overconfidence is worrying under distribution shifts, where the model performance silently…

Machine Learning · Computer Science 2024-03-18 Arthur Thuy , Dries F. Benoit

Despite numerous studies of deep autoencoders (AEs) for unsupervised anomaly detection, AEs still lack a way to express uncertainty in their predictions, crucial for ensuring safe and trustworthy machine learning systems in high-stake…

Machine Learning · Computer Science 2022-02-28 Bang Xiang Yong , Alexandra Brintrup