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Nonlinear systems with model uncertainty are often described by stochastic differential equations. Some techniques from random dynamical systems are discussed. They are relevant to better understanding of solution processes of stochastic…

Dynamical Systems · Mathematics 2008-11-25 Jinqiao Duan

The complex interaction between social behaviors and climate change requires more than traditional data-driven prediction; it demands interpretable and adaptive analytical frameworks capable of integrating heterogeneous sources of…

Multiagent Systems · Computer Science 2026-03-17 Shan Shan

Most machine learning techniques are based upon statistical learning theory, often simplified for the sake of computing speed. This paper is focused on the uncertainty aspect of mathematical modeling in machine learning. Regression analysis…

Machine Learning · Computer Science 2022-06-07 Valentin Arkov

Language Models (LMs) have shown promising performance in natural language generation. However, as LMs often generate incorrect or hallucinated responses, it is crucial to correctly quantify their uncertainty in responding to given inputs.…

Computation and Language · Computer Science 2024-09-17 Xinmeng Huang , Shuo Li , Mengxin Yu , Matteo Sesia , Hamed Hassani , Insup Lee , Osbert Bastani , Edgar Dobriban

Accurately estimating uncertainties in neural network predictions is of great importance in building trusted DNNs-based models, and there is an increasing interest in providing accurate uncertainty estimation on many tasks, such as security…

Machine Learning · Computer Science 2020-07-14 Yukun Ding , Jinglan Liu , Jinjun Xiong , Yiyu Shi

Models necessarily capture only parts of a reality. Prediction models aim at capturing a future reality. In this paper we address the question of how the future is constructed (or: imagined) in an investment context where market…

General Finance · Quantitative Finance 2019-12-24 Matthias J. Feiler , Thibaut Ajdler

Data-driven model identification strategies can be used to obtain phenomenological models that capture the temporal evolution of observable data. While it is usually straightforward to obtain such a model from time series data, for instance…

Dynamical Systems · Mathematics 2026-03-25 Mohamed Akrout , Dan Wilson

A key factor in ensuring the accuracy of computer simulations that model physical systems is the proper calibration of their parameters based on real-world observations or experimental data. Inevitably, uncertainties arise, and Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2026-02-25 Daniel Andrés Arcones , Martin Weiser , Phaedon-Stelios Koutsourelakis , Jörg F. Unger

Simulation models are an absolute necessity in the human and social sciences, which can only very exceptionally use experimental science methods to construct their knowledge. Models enable the simulation of social processes by replacing the…

Computers and Society · Computer Science 2020-01-06 J. Raimbault , D. Pumain

Despite major advances in climate science over the last 30 years, persistent uncertainties in projections of future climate change remain. Climate projections are produced with increasingly complex models which attempt to represent key…

Atmospheric and Oceanic Physics · Physics 2021-05-26 Mark S. Williamson , Chad W. Thackeray , Peter M. Cox , Alex Hall , Chris Huntingford , Femke J. M. M. Nijsse

Modern weather and climate models share a common heritage, and often even components, however they are used in different ways to answer fundamentally different questions. As such, attempts to emulate them using machine learning should…

Atmospheric and Oceanic Physics · Physics 2022-03-21 Duncan Watson-Parris

Molecular dynamics simulation is now a widespread approach for understanding complex systems on the atomistic scale. It finds applications from physics and chemistry to engineering, life and medical science. In the last decade, the approach…

Computational Physics · Physics 2021-04-28 Shunzhou Wan , Robert C. Sinclair , Peter V. Coveney

Knowledge-based or Artificial Intelligence techniques are used increasingly as alternatives to more classical techniques to model ENVIRONMENTAL SYSTEMS. Use of Artificial Intelligence (AI) in environmental modelling has increased with…

Artificial Intelligence · Computer Science 2014-09-16 Kamran Latif

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

AI-driven decision-making systems are becoming instrumental in the public sector, with applications spanning areas like criminal justice, social welfare, financial fraud detection, and public health. While these systems offer great…

Machine Learning · Computer Science 2024-10-15 Unai Fischer-Abaigar , Christoph Kern , Noam Barda , Frauke Kreuter

Statistics is sometimes described as the science of reasoning under uncertainty. Statistical models provide one view of this uncertainty, but what is frequently neglected is the 'invisible' portion of uncertainty: that assumed not to exist…

Methodology · Statistics 2026-03-18 Oliver L. Pescott , Robin J. Boyd , Gary D. Powney , Gavin B. Stewart

Using optimal detection techniques with climate model simulations, most of the observed increase of near surface temperatures over the second half of the twentieth century is attributed to anthropogenic influences. However, the partitioning…

Atmospheric and Oceanic Physics · Physics 2016-08-03 Gareth S. Jones , Peter A. Stott , John F. B. Mitchell

This essay, written by a statistician and a climate scientist, describes our view of the gap that exists between current practice in mainstream climate science, and the practical needs of policymakers charged with exploring possible…

Physics and Society · Physics 2014-11-26 Jonathan Rougier , Michel Crucifix

Modelling uncertainty in Machine Learning models is essential for achieving safe and reliable predictions. Most research on uncertainty focuses on output uncertainty (predictions), but minimal attention is paid to uncertainty at inputs. We…

Machine Learning · Computer Science 2024-06-28 Matias Valdenegro-Toro , Ivo Pascal de Jong , Marco Zullich

Any experiment with climate models relies on a potentially large set of spatio-temporal boundary conditions. These can represent both the initial state of the system and/or forcings driving the model output throughout the experiment. Whilst…

Applications · Statistics 2023-12-22 Lachlan Astfalck , Daniel Williamson , Niall Gandy , Lauren Gregoire , Ruza Ivanovic
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