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Constructing uncertainty sets as unions of multiple subsets has emerged as an effective approach for creating compact and flexible uncertainty representations in data-driven robust optimization (RO). This paper focuses on two separate…

Optimization and Control · Mathematics 2025-02-18 Yun Li , Neil Yorke-Smith , Tamas Keviczky

Experimental data in particle and nuclear physics, particle astrophysics, and radiation protection dosimetry are collected using experimental facilities that consist of a complex system of sensors, electronics, and software. Measured…

Data Analysis, Statistics and Probability · Physics 2026-03-04 Nikolay D. Gagunashvili

We consider the high energy physics unfolding problem where the goal is to estimate the spectrum of elementary particles given observations distorted by the limited resolution of a particle detector. This important statistical inverse…

Applications · Statistics 2015-11-18 Mikael Kuusela , Victor M. Panaretos

This paper presents a probabilistic approach to represent and quantify model-form uncertainties in the reduced-order modeling of complex systems using operator inference techniques. Such uncertainties can arise in the selection of an…

Machine Learning · Statistics 2024-11-08 Jin Yi Yong , Rudy Geelen , Johann Guilleminot

We propose a novel polyhedral uncertainty set for robust optimization, termed the smooth uncertainty set, which captures dependencies of uncertain parameters by constraining their pairwise differences. The bounds on these differences may be…

Optimization and Control · Mathematics 2025-10-13 Noam Goldberg , Michael Poss , Shimrit Shtern

In real world applications, uncertain parameters are the rule rather than the exception. We present a reachability algorithm for linear systems with uncertain parameters and inputs using set propagation of polynomial zonotopes. In contrast…

Systems and Control · Electrical Eng. & Systems 2024-06-18 Yushen Huang , Ertai Luo , Stanley Bak , Yifan Sun

Efficient treatment of systematic uncertainties that depend on a large number of nuisance parameters is a persistent difficulty in particle physics experiments. Where low-level effects are not amenable to simple parameterization or…

High Energy Physics - Experiment · Physics 2020-08-14 M. G. Aartsen , M. Ackermann , J. Adams , J. A. Aguilar , M. Ahlers , M. Ahrens , B. Al. Atoum , C. Alispach , K. Andeen , T. Anderson , I. Ansseau , G. Anton , C. Argüelles , J. Auffenberg , S. Axani , P. Backes , H. Bagherpour , X. Bai , A. Balagopal V. , A. Barbano , S. W. Barwick , B. Bastian , V. Baum , S. Baur , R. Bay , J. J. Beatty , K. -H. Becker , J. Becker Tjus , S. BenZvi , D. Berley , E. Bernardini , D. Z. Besson , G. Binder , D. Bindig , E. Blaufuss , S. Blot , C. Bohm , M. Börner , S. Böser , O. Botner , J. Böttcher , E. Bourbeau , J. Bourbeau , F. Bradascio , J. Braun , S. Bron , J. Brostean-Kaiser , A. Burgman , J. Buscher , R. S. Busse , T. Carver , C. Chen , E. Cheung , D. Chirkin , S. Choi , K. Clark , L. Classen , A. Coleman , G. H. Collin , J. M. Conrad , P. Coppin , P. Correa , D. F. Cowen , R. Cross , P. Dave , C. De Clercq , J. J. DeLaunay , H. Dembinski , K. Deoskar , S. De Ridder , P. Desiati , K. D. de Vries , G. de Wasseige , M. de With , T. DeYoung , A. Diaz , J. C. Díaz-Vélez , H. Dujmovic , M. Dunkman , E. Dvorak , B. Eberhardt , T. Ehrhardt , P. Eller , R. Engel , P. A. Evenson , S. Fahey , A. R. Fazely , J. Felde , K. Filimonov , C. Finley , D. Fox , A. Franckowiak , E. Friedman , A. Fritz , T. K. Gaisser , J. Gallagher , E. Ganster , S. Garrappa , L. Gerhardt , K. Ghorbani , T. Glauch , T. Glüsenkamp , A. Goldschmidt , J. G. Gonzalez , D. Grant , Z. Griffith , S. Griswold , M. Günder , M. Gündüz , C. Haack , A. Hallgren , L. Halve , F. Halzen , K. Hanson , A. Haungs , D. Hebecker , D. Heereman , P. Heix , K. Helbing , R. Hellauer , F. Henningsen , S. Hickford , J. Hignight , G. C. Hill , K. D. Hoffman , R. Hoffmann , T. Hoinka , B. Hokanson-Fasig , K. Hoshina , F. Huang , M. Huber , T. Huber , K. Hultqvist , M. Hünnefeld , R. Hussain , S. In , N. Iovine , A. Ishihara , G. S. Japaridze , M. Jeong , K. Jero , B. J. P. Jones , F. Jonske , R. Joppe , D. Kang , W. Kang , A. Kappes , D. Kappesser , T. Karg , M. Karl , A. Karle , U. Katz , M. Kauer , J. L. Kelley , A. Kheirandish , J. Kim , T. Kintscher , J. Kiryluk , T. Kittler , S. R. Klein , R. Koirala , H. Kolanoski , L. Köpke , C. Kopper , S. Kopper , D. J. Koskinen , M. Kowalski , K. Krings , G. Krückl , N. Kulacz , N. Kurahashi , A. Kyriacou , M. Labare , J. L. Lanfranchi , M. J. Larson , F. Lauber , J. P. Lazar , K. Leonard , A. Leszczyńska , M. Leuermann , Q. R. Liu , E. Lohfink , C. J. Lozano Mariscal , L. Lu , F. Lucarelli , J. Lünemann , W. Luszczak , Y. Lyu , W. Y. Ma , J. Madsen , G. Maggi , K. B. M. Mahn , Y. Makino , P. Mallik , K. Mallot , S. Mancina , I. C. Mariş , R. Maruyama , K. Mase , R. Maunu , F. McNally , K. Meagher , M. Medici , A. Medina , M. Meier , S. Meighen-Berger , T. Menne , G. Merino , T. Meures , J. Micallef , D. Mockler , G. Momenté , T. Montaruli , R. W. Moore , R. Morse , M. Moulai , P. Muth , R. Nagai , U. Naumann , G. Neer , H. Niederhausen , M. U. Nisa , S. C. Nowicki , D. R. Nygren , A. Obertacke Pollmann , M. Oehler , A. Olivas , A. O'Murchadha , E. O'Sullivan , T. Palczewski , H. Pandya , D. V. Pankova , N. Park , P. Peiffer , C. Pérez de los Heros , S. Philippen , D. Pieloth , E. Pinat , A. Pizzuto , M. Plum , A. Porcelli , P. B. Price , G. T. Przybylski , C. Raab , A. Raissi , M. Rameez , L. Rauch , K. Rawlins , I. C. Rea , R. Reimann , B. Relethford , M. Renschler , G. Renzi , E. Resconi , W. Rhode , M. Richman , S. Robertson , M. Rongen , C. Rott , T. Ruhe , D. Ryckbosch , D. Rysewyk , I. Safa , S. E. Sanchez Herrera , A. Sandrock , J. Sandroos , M. Santander , S. Sarkar , S. Sarkar , K. Satalecka , M. Schaufel , H. Schieler , P. Schlunder , T. Schmidt , A. Schneider , J. Schneider , F. G. Schröder , L. Schumacher , S. Sclafani , D. Seckel , S. Seunarine , S. Shefali , M. Silva , R. Snihur , J. Soedingrekso , D. Soldin , M. Song , G. M. Spiczak , C. Spiering , J. Stachurska , M. Stamatikos , T. Stanev , R. Stein , P. Steinmüller , J. Stettner , A. Steuer , T. Stezelberger , R. G. Stokstad , A. Stößl , N. L. Strotjohann , T. Stürwald , T. Stuttard , G. W. Sullivan , I. Taboada , F. Tenholt , S. Ter-Antonyan , A. Terliuk , S. Tilav , K. Tollefson , L. Tomankova , C. Tönnis , S. Toscano , D. Tosi , A. Trettin , M. Tselengidou , C. F. Tung , A. Turcati , R. Turcotte , C. F. Turley , B. Ty , E. Unger , M. A. Unland Elorrieta , M. Usner , J. Vandenbroucke , W. Van Driessche , D. van Eijk , N. van Eijndhoven , S. Vanheule , J. van Santen , M. Vraeghe , C. Walck , A. Wallace , M. Wallraff , N. Wandkowsky , T. B. Watson , C. Weaver , A. Weindl , M. J. Weiss , J. Weldert , C. Wendt , J. Werthebach , B. J. Whelan , N. Whitehorn , K. Wiebe , C. H. Wiebusch , L. Wille , D. R. Williams , L. Wills , M. Wolf , J. Wood , T. R. Wood , K. Woschnagg , G. Wrede , D. L. Xu , X. W. Xu , Y. Xu , J. P. Yanez , G. Yodh , S. Yoshida , T. Yuan , M. Zöcklein

We study statistical inference and distributionally robust solution methods for stochastic optimization problems, focusing on confidence intervals for optimal values and solutions that achieve exact coverage asymptotically. We develop a…

Machine Learning · Statistics 2018-07-03 John Duchi , Peter Glynn , Hongseok Namkoong

The formalism of the particle dynamics in the space-time, where motion of free particles is primordially stochastic, is considered. The conventional dynamic formalism, obtained for the space-time, where the motion of free particles is…

General Physics · Physics 2011-03-21 Yuri A. Rylov

Statistical learning algorithms provide a generally-applicable framework to sidestep time-consuming experiments, or accurate physics-based modeling, but they introduce a further source of error on top of the intrinsic limitations of the…

Chemical Physics · Physics 2024-05-17 Matthias Kellner , Michele Ceriotti

We propose a new iterative unfolding method for experimental data, making use of a regularization function. The use of this function allows one to build an improved normalization procedure for Monte Carlo spectra, unbiased by the presence…

Data Analysis, Statistics and Probability · Physics 2009-07-23 Bogdan Malaescu

Techniques for understanding the functioning of complex machine learning models are becoming increasingly popular, not only to improve the validation process, but also to extract new insights about the data via exploratory analysis. Though…

Machine Learning · Statistics 2018-11-02 Jayaraman J. Thiagarajan , Irene Kim , Rushil Anirudh , Peer-Timo Bremer

Long-term reservoir management often uses bounds on the reservoir level, between which the operator can work. However, these bounds are not always kept up-to-date with the latest knowledge about the reservoir drainage area, and thus become…

Optimization and Control · Mathematics 2018-01-29 Thibaut Cuvelier , Pierre Archambeau , Benjamin Dewals , Quentin Louveaux

A technique for characterizing and correcting the linearity of radiometric instruments is known by the names the "flux-addition method" and the "combinatorial technique". In this paper, we develop a rigorous uncertainty quantification…

Applications · Statistics 2023-02-22 Adam L. Pintar , Zachary H. Levine , Howard W. Yoon , Stephen E. Maxwell

Uncertainty estimation bears the potential to make deep learning (DL) systems more reliable. Standard techniques for uncertainty estimation, however, come along with specific combinations of strengths and weaknesses, e.g., with respect to…

Machine Learning · Computer Science 2022-05-02 Joachim Sicking , Maram Akila , Jan David Schneider , Fabian Hüger , Peter Schlicht , Tim Wirtz , Stefan Wrobel

Accurate assessment of systematic uncertainties is an increasingly vital task in physics studies, where large, high-dimensional datasets, like those collected at the Large Hadron Collider, hold the key to new discoveries. Common approaches…

Methodology · Statistics 2025-10-02 Alexis Romero , Kyle Cranmer , Daniel Whiteson

We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such…

Numerical Analysis · Mathematics 2016-02-17 Philipp Hennig , Michael A Osborne , Mark Girolami

In this article we study the problem of quantifying the uncertainty in an experiment with a technical system. We propose new density estimates which combine observed data of the technical system and simulated data from an (imperfect)…

Statistics Theory · Mathematics 2020-12-21 Sebastian Kersting , Michael Kohler

Reliability-based design optimization (RBDO) approaches aim to identify the best design of an engineering problem, whilst the probability of failure (PoF) remains below an acceptable value. Thus, the incorporation of the sharpest bounds on…

Computational Engineering, Finance, and Science · Computer Science 2025-03-18 Niklas Miska , Daniel Balzani

Neural networks are ubiquitous in many tasks, but trusting their predictions is an open issue. Uncertainty quantification is required for many applications, and disentangled aleatoric and epistemic uncertainties are best. In this paper, we…

Machine Learning · Computer Science 2022-04-21 Matias Valdenegro-Toro , Daniel Saromo
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