Related papers: Validating uncertainty propagation approaches for …
This paper proposes a two-stage estimation approach for a spatial misalignment scenario that is motivated by the epidemiological problem of linking pollutant exposures and health outcomes. We use the integrated nested Laplace approximation…
Bayesian inference provides a principled framework for probabilistic reasoning. If inference is performed in two steps, uncertainty propagation plays a crucial role in accounting for all sources of uncertainty and variability. This becomes…
Surrogate models are statistical or conceptual approximations for more complex simulation models. In this context, it is crucial to propagate the uncertainty induced by limited simulation budget and surrogate approximation error to…
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…
The embedded ensemble propagation approach introduced in [49] has been demonstrated to be a powerful means of reducing the computational cost of sampling-based uncertainty quantification methods, particularly on emerging computational…
Load forecasting has long been recognized as an important building block for all utility operational planning efforts. Over the recent years, it has become ever more challenging to make accurate forecasts due to the proliferation of…
Motivated by the problem of computer-aided detection (CAD) of pulmonary nodules, we introduce methods to propagate and fuse uncertainty information in a multi-stage Bayesian convolutional neural network (CNN) architecture. The question we…
Dengue is an infectious disease which poses significant socioeconomic and disease burden in many tropical and subtropical regions of the world. This work aims to provide additional insight into the association between dengue and climate in…
Proper quantification and propagation of uncertainties in computational simulations are of critical importance. This issue is especially challenging for CFD applications. A particular obstacle for uncertainty quantifications in CFD problems…
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…
Computational models support high-stakes decisions across engineering and science, and practitioners increasingly seek probabilistic predictions to quantify uncertainty in such models. Existing approaches generate predictions either by…
A key factor in ensuring the accuracy of computer simulations that model physical systems is the proper calibration of their parameters based on real-world observations or experimental data. Inevitably, uncertainties arise, and Bayesian…
Quantifying and reducing uncertainty in Earth system model parameterizations is essential to improving their reliability in decision-making. Forward uncertainty propagation is used to derive parameter sensitivity but requires physically…
A multifidelity method for the nonlinear propagation of uncertainties in the presence of stochastic accelerations is presented. The proposed algorithm treats the uncertainty propagation (UP) problem by separating the propagation of the…
Uncertainty quantification is a central challenge in reliable and trustworthy machine learning. Naive measures such as last-layer scores are well-known to yield overconfident estimates in the context of overparametrized neural networks.…
Fitting cross-classified multilevel models with binary response is challenging. In this setting a promising method is Bayesian inference through Integrated Nested Laplace Approximations (INLA), which performs well in several latent variable…
Bayesian inference allows expressing the uncertainty of posterior belief under a probabilistic model given prior information and the likelihood of the evidence. Predominantly, the likelihood function is only implicitly established by a…
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…
Two non-intrusive uncertainty propagation approaches are proposed for the performance analysis of engineering systems described by expensive-to-evaluate deterministic computer models with parameters defined as interval variables. These…
We present a simulation-based inference approach for two-stage estimators, focusing on extremum estimators in the second stage. We accommodate a broad range of first-stage estimators, including extremum estimators, high-dimensional…