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We propose a rigorous framework for Uncertainty Quantification (UQ) in which the UQ objectives and the assumptions/information set are brought to the forefront. This framework, which we call \emph{Optimal Uncertainty Quantification} (OUQ),…

Probability · Mathematics 2016-05-20 Houman Owhadi , Clint Scovel , Timothy John Sullivan , Mike McKerns , Michael Ortiz

We address the problem of uncertainty quantification (UQ) in the localization of a sound source within adverse acoustic environments. Estimating the position of the source is influenced by various factors, such as noise and reverberation,…

Audio and Speech Processing · Electrical Eng. & Systems 2025-01-16 Vadim Rozenfeld , Bracha Laufer Goldshtein

Conformal prediction is emerging as a popular paradigm for providing rigorous uncertainty quantification in machine learning since it can be easily applied as a post-processing step to already trained models. In this paper, we extend…

Machine Learning · Computer Science 2023-06-02 Charles Lu , Yaodong Yu , Sai Praneeth Karimireddy , Michael I. Jordan , Ramesh Raskar

Physics-Informed Neural Networks (PINNs) represent a groundbreaking paradigm in scientific computing, seamlessly integrating the robust framework of deep learning with fundamental physical laws. This paper meticulously applies the standard…

Numerical Analysis · Mathematics 2026-01-19 Ahmed Aberqi , Ahmed Miloudi

This paper introduces Uncertainty Propagation Network (UPN), a novel family of neural differential equations that naturally incorporate uncertainty quantification into continuous-time modeling. Unlike existing neural ODEs that predict only…

Machine Learning · Computer Science 2026-02-25 Hadi Jahanshahi , Zheng H. Zhu

Parameter estimation for differential equations from measured data is an inverse problem prevalent across quantitative sciences. Physics-Informed Neural Networks (PINNs) have emerged as effective tools for solving such problems, especially…

Machine Learning · Computer Science 2025-04-08 Marius Almanstötter , Roman Vetter , Dagmar Iber

Operator learning enables fast surrogate modeling of high-dimensional dynamical systems, but existing approaches face two fundamental limitations: quadratic inference complexity and unreliable uncertainty quantification in safety-critical…

Machine Learning · Computer Science 2026-05-04 Purav Matlia , Christian Moya , Guang Lin

Physics-informed neural networks have shown promise in solving partial differential equations (PDEs) by integrating physical constraints into neural network training, but their performance is sensitive to the sampling of points. Based on…

Machine Learning · Computer Science 2026-02-05 Tianchi Yu , Ivan Oseledets

Physics-informed neural networks (PINNs) have recently been used to solve various computational problems which are governed by partial differential equations (PDEs). In this paper, we propose a multi-output physics-informed neural network…

Computational Engineering, Finance, and Science · Computer Science 2022-12-07 Mingyuan Yang , John T. Foster

We propose a Hybrid Quantum-Classical Physics-Informed Neural Network (HQC-PINN) that integrates parameterized variational quantum circuits into the PINN framework for hydrological PDE-constrained learning. Our architecture encodes…

Conformal prediction provides a distribution-free framework for uncertainty quantification via prediction sets with exact finite-sample coverage. In low dimensions these sets are easy to interpret, but in high-dimensional or structured…

Machine Learning · Statistics 2026-05-08 Trevor Harris

Physics-informed neural networks (PINNs) [31] use automatic differentiation to solve partial differential equations (PDEs) by penalizing the PDE in the loss function at a random set of points in the domain of interest. Here, we develop a…

Neural and Evolutionary Computing · Computer Science 2019-12-03 E. Kharazmi , Z. Zhang , G. E. Karniadakis

We present a Parametrization of the Physics Informed Neural Network (P-PINN) approach to tackle the problem of uncertainty quantification in reservoir engineering problems. We demonstrate the approach with the immiscible two phase flow…

Computational Engineering, Finance, and Science · Computer Science 2022-05-26 Cedric Fraces Gasmi , Hamdi Tchelepi

Reliable uncertainty quantification is crucial for reinforcement learning (RL) in high-stakes settings. We propose a unified conformal prediction framework for infinite-horizon policy evaluation that constructs distribution-free prediction…

Machine Learning · Statistics 2025-10-31 Feichen Gan , Youcun Lu , Yingying Zhang , Yukun Liu

Physics-informed neural networks (PINNs) have recently become a powerful tool for solving partial differential equations (PDEs). However, finding a set of neural network parameters that lead to fulfilling a PDE can be challenging and…

Machine Learning · Computer Science 2023-04-12 Aleksandr Dekhovich , Marcel H. F. Sluiter , David M. J. Tax , Miguel A. Bessa

Depth measures are powerful tools for defining level sets in emerging, non--standard, and complex random objects such as high-dimensional multivariate data, functional data, and random graphs. Despite their favorable theoretical properties,…

Although physics-informed neural networks(PINNs) have progressed a lot in many real applications recently, there remains problems to be further studied, such as achieving more accurate results, taking less training time, and quantifying the…

Machine Learning · Computer Science 2022-12-01 Bin Shan , Ye Li , Shengjun Huang

Conformal Prediction (CP) is a popular method for uncertainty quantification with machine learning models. While conformal prediction provides probabilistic guarantees regarding the coverage of the true label, these guarantees are agnostic…

Machine Learning · Computer Science 2025-10-21 Aditya T. Vadlamani , Anutam Srinivasan , Pranav Maneriker , Ali Payani , Srinivasan Parthasarathy

Physics-Informed Neural Networks (PINNs) provide a powerful and general framework for solving Partial Differential Equations (PDEs) by embedding physical laws into loss functions. However, training PINNs is notoriously difficult due to the…

Machine Learning · Computer Science 2025-10-09 Kang An , Chenhao Si , Ming Yan , Shiqian Ma

We propose a novel algorithm, based on physics-informed neural networks (PINNs) to efficiently approximate solutions of nonlinear dispersive PDEs such as the KdV-Kawahara, Camassa-Holm and Benjamin-Ono equations. The stability of solutions…

Numerical Analysis · Mathematics 2022-05-19 Genming Bai , Ujjwal Koley , Siddhartha Mishra , Roberto Molinaro