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We present the Incremental Generative Monte Carlo (IGMC) method, designed to measure uncertainty in deep neural networks using deep generative approaches. IGMC iteratively trains generative models, adding their output to the dataset, to…

Machine Learning · Computer Science 2023-10-17 Yunsheng Zhang

Machine learning proves effective in constructing dynamics models from data, especially for underwater vehicles. Continuous refinement of these models using incoming data streams, however, often requires storage of an overwhelming amount of…

Machine Learning · Computer Science 2025-04-08 Michal Tešnar , Bilal Wehbe , Matias Valdenegro-Toro

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…

Machine Learning · Computer Science 2023-04-12 Hanjing Wang , Dhiraj Joshi , Shiqiang Wang , Qiang Ji

Uncertainty quantification (UQ) in deep learning regression is of wide interest, as it supports critical applications including sequential decision making and risk-sensitive tasks. In heteroskedastic regression, where the uncertainty of the…

Machine Learning · Computer Science 2026-03-03 Mikkel Jordahn , Jonas Vestergaard Jensen , James Harrison , Michael Riis Andersen , Mikkel N. Schmidt

This paper considers uncertainty quantification for an elliptic nonlocal equation. In particular, it is assumed that the parameters which define the kernel in the nonlocal operator are uncertain and a priori distributed according to a…

Computation · Statistics 2016-03-22 Ajay Jasra , Kody Law , Yan Zhou

Neural networks (NNs) are currently changing the computational paradigm on how to combine data with mathematical laws in physics and engineering in a profound way, tackling challenging inverse and ill-posed problems not solvable with…

Machine Learning · Computer Science 2023-02-08 Apostolos F Psaros , Xuhui Meng , Zongren Zou , Ling Guo , George Em Karniadakis

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…

Computational Physics · Physics 2018-04-10 Jian-xun Wang , Christopher J. Roy , Heng Xiao

We introduce a novel Multi-Order Monte Carlo approach for uncertainty quantification in the context of multiscale time-dependent partial differential equations. The new framework leverages Implicit-Explicit Runge-Kutta time integrators to…

Numerical Analysis · Mathematics 2026-04-08 Giulia Bertaglia , Walter Boscheri , Lorenzo Pareschi

Deep neural networks have become the default choice for many of the machine learning tasks such as classification and regression. Dropout, a method commonly used to improve the convergence of deep neural networks, generates an ensemble of…

Machine Learning · Statistics 2019-04-11 Tal Kachman , Michal Moshkovitz , Michal Rosen-Zvi

As autonomous systems become more complex and integral in our society, the need to accurately model and safely control these systems has increased significantly. In the past decade, there has been tremendous success in using deep learning…

Robotics · Computer Science 2024-09-10 Hao Wang , Javier Borquez , Somil Bansal

While several methods for predicting uncertainty on deep networks have been recently proposed, they do not readily translate to large and complex datasets. In this paper we utilize a simplified form of the Mixture Density Networks (MDNs) to…

Machine Learning · Computer Science 2019-12-05 Nicholas Wilkins , Michael Johnson , Ifeoma Nwogu

Uncertainty quantification is crucial for building reliable and trustable machine learning systems. We propose to estimate uncertainty in recurrent neural networks (RNNs) via stochastic discrete state transitions over recurrent timesteps.…

Machine Learning · Computer Science 2020-11-25 Cheng Wang , Carolin Lawrence , Mathias Niepert

Probabilistic graphical models are a fundamental tool in probabilistic modeling, machine learning and artificial intelligence. They allow us to integrate in a natural way expert knowledge, physical modeling, heterogeneous and correlated…

Machine Learning · Statistics 2021-07-20 Panagiota Birmpa , Jinchao Feng , Markos A. Katsoulakis , Luc Rey-Bellet

When mathematical biology models are used to make quantitative predictions for clinical or industrial use, it is important that these predictions come with a reliable estimate of their accuracy (uncertainty quantification). Because models…

Deep learning models are extensively used in various safety critical applications. Hence these models along with being accurate need to be highly reliable. One way of achieving this is by quantifying uncertainty. Bayesian methods for UQ…

Computer Vision and Pattern Recognition · Computer Science 2020-07-06 Swaroop Bhandary K , Nico Hochgeschwender , Paul Plöger , Frank Kirchner , Matias Valdenegro-Toro

Effectively measuring and modeling the reliability of a trained model is essential to the real-world deployment of monocular depth estimation (MDE) models. However, the intrinsic ill-posedness and ordinal-sensitive nature of MDE pose major…

Computer Vision and Pattern Recognition · Computer Science 2023-07-20 Mochu Xiang , Jing Zhang , Nick Barnes , Yuchao Dai

Particle deposition in fully-developed turbulent pipe flow is quantified taking into account uncertainty in electric charge, van der Waals strength, and temperature effects. A framework is presented for obtaining variance-based sensitivity…

Fluid Dynamics · Physics 2024-03-28 Yuan Yao , Xun Huan , Jesse Capecelatro

In machine learning, accurately predicting the probability that a specific input is correct is crucial for risk management. This process, known as uncertainty (or confidence) estimation, is particularly important in mission-critical…

Machine Learning · Computer Science 2023-01-12 Gabriella Chouraqui , Liron Cohen , Gil Einziger , Liel Leman

This paper studies the propagation of finite-sample uncertainty under nonlinear transformations commonly used in statistical decision systems. In particular, we consider process capability indices, which are widely used in manufacturing…

Applications · Statistics 2026-05-11 Fei Jiang , Lei Yang

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