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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

Stochastic models are widely used to verify whether systems satisfy their reliability, performance and other nonfunctional requirements. However, the validity of the verification depends on how accurately the parameters of these models can…

Software Engineering · Computer Science 2022-02-22 Naif Alasmari , Radu Calinescu , Colin Paterson , Raffaela Mirandola

We propose a novel data-driven stochastic model predictive control framework for uncertain linear systems with noisy output measurements. Our approach leverages multi-step predictors to efficiently propagate uncertainty, ensuring chance…

Systems and Control · Electrical Eng. & Systems 2025-03-18 Haldun Balim , Andrea Carron , Melanie N. Zeilinger , Johannes Köhler

Despite the massive advancements in large language models (LLMs), they still suffer from producing plausible but incorrect responses. To improve the reliability of LLMs, recent research has focused on uncertainty quantification to predict…

Artificial Intelligence · Computer Science 2025-04-01 Yongjin Yang , Haneul Yoo , Hwaran Lee

Uncertainty representation and quantification are paramount in machine learning and constitute an important prerequisite for safety-critical applications. In this paper, we propose novel measures for the quantification of aleatoric and…

Machine Learning · Computer Science 2024-04-22 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

The response of a vibrating beam to a force depends on many physical parameters including those determined by material properties. Damage caused by fatigue or cracks result in local reductions in stiffness parameters and may drastically…

Numerical Analysis · Mathematics 2015-05-20 Troy Butler , Antti Huhtala , Mika Juntunen

In this study, we introduce a sensitivity analysis methodology for stochastic systems in chemistry, where dynamics are often governed by random processes. Our approach is based on gradient estimation via finite differences, averaging…

Quantitative Methods · Quantitative Biology 2026-01-12 Erika M. Herrera Machado , Jakob L. Andersen , Rolf Fagerberg , Daniel Merkle

We employ unsupervised learning tools to identify different phases and their transition in quantum systems subject to the combined action of unitary evolution and stochastic measurements. Specifically, we consider principal component…

Statistical Mechanics · Physics 2022-11-03 Xhek Turkeshi

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

Various engineering systems such as naval and aerial vehicles, offshore structures, and mechanical components of motorized systems, are exposed to fatigue failures due to stochastic loadings. Methods for early failure prediction are…

Machine Learning · Computer Science 2021-04-06 Maor Farid

There are essentially three kinds of approaches to Uncertainty Quantification (UQ): (A) robust optimization, (B) Bayesian, (C) decision theory. Although (A) is robust, it is unfavorable with respect to accuracy and data assimilation. (B)…

The practice of uncertainty quantification (UQ) validation, notably in machine learning for the physico-chemical sciences, rests on several graphical methods (scattering plots, calibration curves, reliability diagrams and confidence curves)…

Chemical Physics · Physics 2023-03-31 Pascal Pernot

Data-driven modeling is useful for reconstructing nonlinear dynamical systems when the underlying process is unknown or too expensive to compute. Having reliable uncertainty assessment of the forecast enables tools to be deployed to predict…

Methodology · Statistics 2023-11-01 Mengyang Gu , Yizi Lin , Victor Chang Lee , Diana Qiu

Quantization of a probability measure means representing it with a finite set of Dirac masses that approximates the input distribution well enough (in some metric space of probability measures). Various methods exists to do so, but the…

Machine Learning · Statistics 2024-02-12 Gabriel Turinici

This paper presents a novel numerical method for the hybrid reliability analysis by using the uncertainty theory. Aleatory uncertainty and epistemic uncertainty are considered simultaneously in this method. Epistemic uncertainty is…

Computational Engineering, Finance, and Science · Computer Science 2020-09-18 Lei Zhang

Motivation: Recent work has demonstrated the feasibility of using non-numerical, qualitative data to parameterize mathematical models. However, uncertainty quantification (UQ) of such parameterized models has remained challenging because of…

Methodology · Statistics 2019-09-04 Eshan D. Mitra , William S. Hlavacek

Predicting the response of nonlinear dynamical systems subject to random, broadband excitation is important across a range of scientific disciplines, such as structural dynamics and neuroscience. Building data-driven models requires…

Machine Learning · Computer Science 2024-09-27 Joseph Massingham , Ole Nielsen , Tore Butlin

Uncertainty relations and quantum entanglement are pivotal concepts in quantum theory. Beyond their fundamental significance in shaping our understanding of the quantum world, they also underpin crucial applications in quantum information…

Quantum Physics · Physics 2023-12-18 Yundu Zhao , Shan Huang , Shengjun Wu

Simulations using machine learning (ML) models and mechanistic models are often run to inform decision-making processes. Uncertainty estimates of simulation results are critical to the decision-making process because simulation results of…

Machine Learning · Computer Science 2023-08-08 Babajide Kolade

The uncertainty relation is a fundamental limit in quantum mechanics and is of great importance to quantum information processing as it relates to quantum precision measurement. Due to interactions with the surrounding environment, a…

Quantum Physics · Physics 2022-10-26 Dong Wang , Ai-Jun Huang , Ross D. Hoehn , Fei Ming , Wen-Yang Sun , Jia-Dong Shi , Liu Ye , Sabre Kais