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Quantification of the impact of uncertainty in material properties as well as the input ground motion on structural responses is an important step in implementing a performance-based earthquake engineering (PBEE) framework. Among various…

Computational Engineering, Finance, and Science · Computer Science 2020-08-12 Mohammad Amin Hariri-Ardebili , Farhad Pourkamali-Anaraki , Siamak Sattar

Accurate prediction of dynamical response of structural system depends on the correct modeling of that system. However, modeling becomes increasingly challenging when there are many candidate models available to describe the system…

Applications · Statistics 2025-10-06 Subhayan De , Tianhao Yu , Patrick T. Brewick , Erik A. Johnson , Steven F. Wojtkiewicz

Wind gusts, being inherently stochastic, can significantly influence the safety and performance of aircraft. This study investigates a three-dimensional uncertainty quantification (UQ) problem to explore how uncertainties in gust and flight…

Computational Engineering, Finance, and Science · Computer Science 2025-01-08 Bingran Wang , Michael Warner , Aoran Tian , Luca Scotzniovsky , John T. Hwang

In this paper we focus on the parameter estimation of dynamic load models with stochastic terms, in particular, load models where protection settings are uncertain, such as in aggregated air conditioning units. We show how the uncertainty…

Optimization and Control · Mathematics 2020-04-30 Daniel Adrian Maldonado , Vishwas Rao , Mihai Anitescu , Vivak Patel

Uncertainty quantification (UQ) plays a major role in verification and validation of computational engineering models and simulations, and establishes trust in the predictive capability of computational models. In the materials science and…

Materials Science · Physics 2022-06-14 Anh Tran , Tim Wildey , Hojun Lim

This paper introduces a stochastic simulator for seismic uncertainty quantification, which is crucial for performance-based earthquake engineering. The proposed simulator extends the recently developed dimensionality reduction-based…

Geophysics · Physics 2024-09-27 Jungho Kim , Ziqi Wang

Sensitivity analysis (SA) and uncertainty quantification (UQ) are used to assess and improve engineering models. In this study, various methods of SA and UQ are described and applied in theoretical and practical examples for use in energy…

Applications · Statistics 2022-07-07 Majdi I. Radaideh , Mohammad I. Radaideh

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

This paper is concerned with a simulation study for a stochastic production network model, where the capacities of machines may change randomly. We introduce performance measures motivated by risk measures from finance leading to a…

Optimization and Control · Mathematics 2019-05-14 Simone Göttlich , Stephan Knapp

We describe a computational framework linking Uncertainty Quantification (UQ) methods for continuum problems depending on random parameters with Equation-Free (EF) methods for performing continuum deterministic numerics by acting directly…

Dynamical Systems · Mathematics 2007-05-23 Yu Zou , Ioannis G. Kevrekidis

Conformalized Quantile Regression (CQR) is a recently proposed method for constructing prediction intervals for a response $Y$ given covariates $X$, without making distributional assumptions. However, existing constructions of CQR can be…

Methodology · Statistics 2024-05-16 Raphael Rossellini , Rina Foygel Barber , Rebecca Willett

This paper considers uncertainty quantification in systems perturbed by stochastic disturbances, in particular, Gaussian white noise. The main focus of this work is on describing the time evolution of statistical moments of certain…

Systems and Control · Electrical Eng. & Systems 2020-07-28 Anant A. Joshi , Kamesh Subbarao

Uncertainty Quantification (UQ) is essential in probabilistic machine learning models, particularly for assessing the reliability of predictions. In this paper, we present a systematic framework for estimating both epistemic and aleatoric…

Machine Learning · Statistics 2025-09-11 Marzieh Ajirak , Anand Ravishankar , Petar M. Djuric

The vast majority of stochastic simulation models are imperfect in that they fail to exactly emulate real system dynamics. The inexactness of the simulation model, or model discrepancy, can impact the predictive accuracy and usefulness of…

Methodology · Statistics 2017-07-21 Matthew Plumlee , Henry Lam

We present a method to quantify uncertainty in the predictions made by simulations of mathematical models that can be applied to a broad class of stochastic, discrete, and differential equation models. Quantifying uncertainty is crucial for…

Machine Learning · Statistics 2015-03-05 Kyle S. Hickmann , James M. Hyman , Sara Y. Del Valle

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

Probability Quantification (PQ) predictions of the efficacy of safety-critical protective systems is challenging. Yet, the popularity of PQ methodologies (e.g., Probabilistic Risk Assessment (PRA), Quantitative Risk Analysis (QRA) and…

Systems and Control · Electrical Eng. & Systems 2022-03-10 Martin Wortman , Ernest Kee , Pranav Kannan

Quantifying uncertainty of machine learning model predictions is essential for reliable decision-making, especially in safety-critical applications. Recently, uncertainty quantification (UQ) theory has advanced significantly, building on a…

Machine Learning · Computer Science 2025-10-01 Alexander Fishkov , Kajetan Schweighofer , Mykyta Ielanskyi , Nikita Kotelevskii , Mohsen Guizani , Maxim Panov

Uncertainty is an essential consideration for time series forecasting tasks. In this work, we specifically focus on quantifying the uncertainty of traffic forecasting. To achieve this, we develop Deep Spatio-Temporal Uncertainty…

Machine Learning · Computer Science 2022-08-12 Weizhu Qian , Dalin Zhang , Yan Zhao , Kai Zheng , James J. Q. Yu

We present an online and data-driven uncertainty quantification method to enable the development of safe human-robot collaboration applications. Safety and risk assessment of systems are strongly correlated with the accuracy of…

Robotics · Computer Science 2022-09-02 Woo-Jeong Baek , Christoph Ledermann , Torsten Kröger
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