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This paper develops a surrogate model refinement approach for the simulation of dynamical systems and the solution of optimization problems governed by dynamical systems in which surrogates replace expensive-to-compute state- and…

Optimization and Control · Mathematics 2025-09-08 Jonathan R. Cangelosi , Matthias Heinkenschloss

The active learning (AL) technique, one of the state-of-the-art methods for constructing surrogate models, has shown high accuracy and efficiency in forward uncertainty quantification (UQ) analysis. This paper provides a comprehensive study…

Methodology · Statistics 2024-04-12 Maijia Su , Ziqi Wang , Oreste Salvatore Bursi , Marco Broccardo

Scientific Machine Learning is a new class of approaches that integrate physical knowledge and mechanistic models with data-driven techniques for uncovering governing equations of complex processes. Among the available approaches, Universal…

Machine Learning · Statistics 2024-06-14 Nina Schmid , David Fernandes del Pozo , Willem Waegeman , Jan Hasenauer

Driven by increased complexity of dynamical systems, the solution of system of differential equations through numerical simulation in optimization problems has become computationally expensive. This paper provides a smart data driven…

Optimization and Control · Mathematics 2021-08-25 Kainat Khowaja , Mykhaylo Shcherbatyy , Wolfgang Karl Härdle

Industry 4.0 targets the conversion of the traditional industries into intelligent ones through technological revolution. This revolution is only possible through innovation, optimization, interconnection, and rapid decision-making…

Machine Learning · Computer Science 2022-10-17 M. Rahman , Abid Khan , Sayeed Anowar , Md Al-Imran , Richa Verma , Dinesh Kumar , Kazuma Kobayashi , Syed Alam

Data-driven surrogate models offer quick approximations to complex numerical and experimental systems but typically lack uncertainty quantification, limiting their reliability in safety-critical applications. While Bayesian methods provide…

The hybrid neural differentiable models mark a significant advancement in the field of scientific machine learning. These models, integrating numerical representations of known physics into deep neural networks, offer enhanced predictive…

Machine Learning · Computer Science 2024-01-02 Deepak Akhare , Tengfei Luo , Jian-Xun Wang

Uncertainty quantification (UQ) helps to make trustworthy predictions based on collected observations and uncertain domain knowledge. With increased usage of deep learning in various applications, the need for efficient UQ methods that can…

Machine Learning · Computer Science 2021-11-09 Olga Graf , Pablo Flores , Pavlos Protopapas , Karim Pichara

Uncertainty Quantification (UQ) is pivotal in enhancing the robustness, reliability, and interpretability of Machine Learning (ML) systems for healthcare, optimizing resources and improving patient care. Despite the emergence of ML-based…

Machine Learning · Computer Science 2025-05-07 L. Julián Lechuga López , Shaza Elsharief , Dhiyaa Al Jorf , Firas Darwish , Congbo Ma , Farah E. Shamout

This paper provides a comparative study of modern uncertainty quantification (UQ) methods. To greatly enhance real-time performance, both differential algebra (DA) and a directional differential algebra (DDA) approach are employed. This can…

Systems and Control · Electrical Eng. & Systems 2026-05-26 Ethan R. Burnett , Spencer Boone

Uncertainty quantification (UQ) is a crucial but challenging task in many high-dimensional regression or learning problems to increase the confidence of a given predictor. We develop a new data-driven approach for UQ in regression that…

Machine Learning · Computer Science 2024-07-19 Frederik Hoppe , Claudio Mayrink Verdun , Hannah Laus , Felix Krahmer , Holger Rauhut

Uncertainty quantification (UQ) is crucial in machine learning, yet most (axiomatic) studies of uncertainty measures focus on classification, leaving a gap in regression settings with limited formal justification and evaluations. In this…

Machine Learning · Computer Science 2025-05-19 Christopher Bülte , Yusuf Sale , Timo Löhr , Paul Hofman , Gitta Kutyniok , Eyke Hüllermeier

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

This review is designed to introduce mathematicians and computational scientists to quantum computing (QC) through the lens of uncertainty quantification (UQ) by presenting a mathematically rigorous and accessible narrative for…

Quantum Physics · Physics 2026-03-30 Ryan Bennink , Olena Burkovska , Konstantin Pieper , Jorge Ramirez , Elaine Wong

Large Language Models (LLMs) excel in text generation, reasoning, and decision-making, enabling their adoption in high-stakes domains such as healthcare, law, and transportation. However, their reliability is a major concern, as they often…

Computation and Language · Computer Science 2025-06-05 Xiaoou Liu , Tiejin Chen , Longchao Da , Chacha Chen , Zhen Lin , Hua Wei

We present a "module-based hybrid" Uncertainty Quantification (UQ) framework for general nonlinear multi-physics simulation. The proposed methodology, introduced in [\hyperlink{ref1}{1}], supports the independent development of each…

Computational Physics · Physics 2014-10-21 Akshay Mittal , Xiao Chen , Charles Tong , Gianluca Iaccarino

While neural networks have demonstrated impressive performance across various tasks, accurately quantifying uncertainty in their predictions is essential to ensure their trustworthiness and enable widespread adoption in critical systems.…

Machine Learning · Statistics 2025-11-11 Joseph Wilson , Chris van der Heide , Liam Hodgkinson , Fred Roosta

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…

Computation · Statistics 2017-05-08 Marta D'Elia , Eric Phipps , Ahmad Rushdi , Mohamed Ebeida

This paper provides a tutorial about uncertainty quantification (UQ) for those who have no background but are interested in learning more in this area. It exploits many very simple examples, which are understandable to undergraduates, to…

Dynamical Systems · Mathematics 2025-10-07 Nan Chen , Stephen Wiggins , Marios Andreou

Neural Network (NN) models provide potential to speed up the drug discovery process and reduce its failure rates. The success of NN models require uncertainty quantification (UQ) as drug discovery explores chemical space beyond the training…

Machine Learning · Computer Science 2022-11-01 Ya Ju Fan , Jonathan E. Allen , Kevin S. McLoughlin , Da Shi , Brian J. Bennion , Xiaohua Zhang , Felice C. Lightstone