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In system analysis and design optimization, multiple computational models are typically available to represent a given physical system. These models can be broadly classified as high-fidelity models, which provide highly accurate…

Machine Learning · Computer Science 2024-11-01 Ruda Zhang , Negin Alemazkoor

We propose a new and intuitive metric for aleatoric uncertainty quantification (UQ), the prevalence of class collisions defined as the same input being observed in different classes. We use the rate of class collisions to define the…

Machine Learning · Computer Science 2026-03-19 Jesse Friedbaum , Sudarshan Adiga , Ravi Tandon

Time-series with volatility clustering pose a unique challenge to uncertainty quantification (UQ) for returns forecasts. Methods for UQ such as Deep Evidential regression offer a simple way of quantifying return forecast uncertainty without…

Statistical Finance · Quantitative Finance 2024-09-20 Steven Y. K. Wong , Jennifer S. K. Chan , Lamiae Azizi

Uncertainty quantification (UQ) in machine learning is currently drawing increasing research interest, driven by the rapid deployment of deep neural networks across different fields, such as computer vision, natural language processing, and…

Machine Learning · Computer Science 2022-08-26 Zongren Zou , Xuhui Meng , Apostolos F Psaros , George Em Karniadakis

With increasing deployment of machine learning systems in various real-world tasks, there is a greater need for accurate quantification of predictive uncertainty. While the common goal in uncertainty quantification (UQ) in machine learning…

Machine Learning · Computer Science 2021-09-22 Youngseog Chung , Ian Char , Han Guo , Jeff Schneider , Willie Neiswanger

Machine learning (ML) is often viewed as a powerful data analysis tool that is easy to learn because of its black-box nature. Yet this very nature also makes it difficult to quantify confidence in predictions extracted from ML models, and…

Machine Learning · Computer Science 2025-09-30 Paul Patrone , Anthony Kearsley

The advent of fabrication techniques such as additive manufacturing has focused attention on the considerable variability of material response due to defects and other microstructural aspects. This variability motivates the development of…

Data Analysis, Statistics and Probability · Physics 2019-06-26 Francesco Rizzi , Mohammad Khalil , Reese E. Jones , Jeremy A. Templeton , Jakob T. Ostien , Brad L. Boyce

Uncertainty-quantification methods are applied to estimate the confidence of deep-neural-networks classifiers over their predictions. However, most widely used methods are known to be overconfident. We address this problem by developing an…

Machine Learning · Computer Science 2023-05-19 Luigi Sbailò , Luca M. Ghiringhelli

Parametric uncertainty in nonlinear dynamical systems can fundamentally alter bifurcation behaviour, leading to qualitative response changes. Predicting operating margins/envelopes under such uncertainties is critical but challenging:…

Dynamical Systems · Mathematics 2026-03-27 Dongxiao Hong , David A. W. Barton , Simon A. Neild

Large Language Models (LLMs) are increasingly deployed to autonomously solve real-world tasks. A key ingredient for this is the LLM Function-Calling paradigm, a widely used approach for equipping LLMs with tool-use capabilities. However, an…

Computation and Language · Computer Science 2026-04-28 Zihuiwen Ye , Lukas Aichberger , Michael Kirchhof , Sinead Williamson , Luca Zappella , Yarin Gal , Arno Blaas , Adam Golinski

With increasing computational demand, Neural-Network (NN) based models are being developed as pre-trained surrogates for different thermohydraulics phenomena. An area where this approach has shown promise is in developing higher-fidelity…

Fluid Dynamics · Physics 2024-12-13 Cody Grogan , Som Dutta , Mauricio Tano , Somayajulu L. N. Dhulipala , Izabela Gutowska

In this paper, we introduce a neural network-based method to address the high-dimensional dynamic unbalanced optimal transport (UOT) problem. Dynamic UOT focuses on the optimal transportation between two densities with unequal total mass,…

Optimization and Control · Mathematics 2024-09-23 Wei Wan , Jiangong Pan , Yuejin Zhang , Chenglong Bao , Zuoqiang Shi

Real-Time Auction (RTA) Interception aims to filter out invalid or irrelevant traffic to enhance the integrity and reliability of downstream data. However, two key challenges remain: (i) the need for accurate estimation of traffic quality…

Machine Learning · Computer Science 2026-05-04 Gaoxiang Zhao , Ruinan Qiu , Pengpeng Zhao , Rongjin Wang , Xiaoting Wang , Zhangang Lin , Xiaoqiang Wang

This work presents novel extensions for combining two frameworks for quantifying both aleatoric (i.e., irreducible) and epistemic (i.e., reducible) sources of uncertainties in the modeling of engineered systems. The data-consistent (DC)…

Machine Learning · Statistics 2024-03-07 Taylor Roper , Harri Hakula , Troy Butler

Accurately detecting multiple change-points is critical for various applications, but determining the optimal number of change-points remains a challenge. Existing approaches based on information criteria attempt to balance goodness-of-fit…

Methodology · Statistics 2023-12-19 Hui Chen , Yinxu Jia , Guanghui Wang , Changliang Zou

Despite the massive advancements in large language models (LLMs), they still suffer from producing plausible but incorrect responses. To improve the reliability of LLMs, recent research has focused on uncertainty quantification to predict…

Artificial Intelligence · Computer Science 2025-04-01 Yongjin Yang , Haneul Yoo , Hwaran Lee

Numerical models of complex real-world phenomena often necessitate High Performance Computing (HPC). Uncertainties increase problem dimensionality further and pose even greater challenges. We present a parallelization strategy for…

Mathematical Software · Computer Science 2021-08-02 Linus Seelinger , Anne Reinarz , Leonhard Rannabauer , Michael Bader , Peter Bastian , Robert Scheichl

Much of uncertainty quantification to date has focused on determining the effect of variables modeled probabilistically, and with a known distribution, on some physical or engineering system. We develop methods to obtain information on the…

Numerical Analysis · Mathematics 2015-03-19 Kamaljit Chowdhary , Paul Dupuis

Uncertainty Quantification (UQ) in Language Models (LMs) is key to improving their safety and reliability. Evaluations often use metrics like AUROC to assess how well UQ methods (e.g., negative sequence probabilities) correlate with task…

Computation and Language · Computer Science 2025-08-11 Andrea Santilli , Adam Golinski , Michael Kirchhof , Federico Danieli , Arno Blaas , Miao Xiong , Luca Zappella , Sinead Williamson

The integration of photovoltaic (PV) generation and electric vehicle (EV) charging introduces significant uncertainty in electricity consumption patterns, particularly at the distribution level. This paper presents a comparative study for…

Systems and Control · Electrical Eng. & Systems 2025-12-19 Aiko Fias , Md Umar Hashmi , Geert Deconinck
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