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Deep learning has emerged as a promising paradigm to give access to highly accurate predictions of molecular and materials properties. A common short-coming shared by current approaches, however, is that neural networks only give point…
Accurate prediction of pressure and velocity fluctuations in turbulent flows is essential for understanding flow-induced vibration and structural fatigue. This study investigates the role of turbulence model parameter uncertainty in such…
This research presents a comprehensive framework for analyzing liquidity in financial markets, particularly in the context of high-frequency trading. By leveraging advanced machine learning classification techniques, including Logistic…
Predictive uncertainty in hydrological modelling is quantified by using post-processing or Bayesian-based methods. The former methods are not straightforward and the latter ones are not distribution-free (i.e. assumptions on the probability…
Flood-related risks to people and property are expected to increase in the future due to environmental and demographic changes. It is important to quantify and effectively communicate flood hazards and exposure to inform the design and…
Reward models are central to aligning large language models (LLMs) with human preferences. Yet most approaches rely on pointwise reward estimates that overlook the epistemic uncertainty in reward models arising from limited human feedback.…
We explore a stochastic model that enables capturing external influences in two specific ways. The model allows for the expression of uncertainty in the parametrisation of the stochastic dynamics and incorporates patterns to account for…
Price feeds of securities is a critical component for many financial services, allowing for collateral liquidation, margin trading, derivative pricing and more. With the advent of blockchain technology, value in reporting accurate prices…
The adoption of machine learning (ML) components in software systems raises new engineering challenges. In particular, the inherent uncertainty regarding functional suitability and the operation environment makes architecture evaluation and…
Neural networks predictions are unreliable when the input sample is out of the training distribution or corrupted by noise. Being able to detect such failures automatically is fundamental to integrate deep learning algorithms into robotics.…
We develop a novel multivariate semi-parametric framework for joint portfolio Value-at-Risk (VaR) and Expected Shortfall (ES) forecasting. Unlike existing univariate semi-parametric approaches, the proposed framework explicitly models the…
In computational fluid dynamics simulations of industrial flows, models based on the Reynolds-averaged Navier--Stokes (RANS) equations are expected to play an important role in decades to come. However, model uncertainties are still a major…
In this work, we present a scalable and efficient system for exploring the supply landscape in real-time bidding. The system directs exploration based on the predictive uncertainty of models used for click-through rate prediction and works…
In this paper, a unified framework for representing uncertain information based on the notion of an interval structure is proposed. It is shown that the lower and upper approximations of the rough-set model, the lower and upper bounds of…
Building on ideas from online convex optimization, we propose a general framework for the design of efficient securities markets over very large outcome spaces. The challenge here is computational. In a complete market, in which one…
Multimodal foundation models offer a promising framework for robotic perception and planning by processing sensory inputs to generate actionable plans. However, addressing uncertainty in both perception (sensory interpretation) and…
Tanker water systems play critical role in providing adequate service to meet potable water demands in the face of acute water crisis in many cities globally. Managing tanker movements among the supply and demand sides requires an efficient…
Flow Matching (FM) is a recent framework for generative modeling that has achieved state-of-the-art performance across various domains, including image, video, audio, speech, and biological structures. This guide offers a comprehensive and…
In this paper we introduce a simple continuous-time asset pricing framework, based on general multi-dimensional diffusion processes, that combines semi-analytic pricing with a nonlinear specification for the market price of risk. Our…
Verifying the authenticity of AI-generated text has become increasingly important with the rapid advancement of large language models, and unbiased watermarking has emerged as a promising approach due to its ability to preserve output…