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Because of their robustness, efficiency and non-intrusiveness, Monte Carlo methods are probably the most popular approach in uncertainty quantification to computing expected values of quantities of interest (QoIs). Multilevel Monte Carlo…

Numerical Analysis · Mathematics 2022-04-12 Marcus J. Grote , Simon Michel , Fabio Nobile

In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…

Methodology · Statistics 2025-02-07 Neil K. Chada , Ajay Jasra , Mohamed Maama , Raul Tempone

We present a methodology for quantifying seismic velocity and pore pressure uncertainty that incorporates information regarding the geological history of a basin, rock physics, well log, drilling and seismic data. In particular, our…

Geophysics · Physics 2019-11-21 Anshuman Pradhan , Huy Q. Le , Nader C. Dutta , Biondo Biondi , Tapan Mukerji

Quantifying and reducing uncertainty in Earth system model parameterizations is essential to improving their reliability in decision-making. Forward uncertainty propagation is used to derive parameter sensitivity but requires physically…

Atmospheric and Oceanic Physics · Physics 2026-04-22 Ethan YoungIn Shin , Baris Kale , Michael F. Howland

The problem of classifying turbulent environments from partial observation is key for some theoretical and applied fields, from engineering to earth observation and astrophysics, e.g. to precondition searching of optimal control policies in…

Fluid Dynamics · Physics 2022-10-19 Michele Buzzicotti , Fabio Bonaccorso

In the present work, a rate-dependent cohesive zone model for the fracture of polymeric interfaces is presented. Inverse calibration of parameters for such complex models through trial and error is computationally tedious due to the large…

Computational Engineering, Finance, and Science · Computer Science 2023-11-15 Ponkrshnan Thiagarajan , Trisha Sain , Susanta Ghosh

Probabilistic (or Bayesian) modeling and learning offers interesting possibilities for systematic representation of uncertainty using probability theory. However, probabilistic learning often leads to computationally challenging problems.…

Computation · Statistics 2018-03-14 Andreas Svensson , Thomas B. Schön , Fredrik Lindsten

Hyperparameter tuning is a challenging problem especially when the system itself involves uncertainty. Due to noisy function evaluations, optimization under uncertainty can be computationally expensive. In this paper, we present a novel…

Machine Learning · Computer Science 2025-10-09 Akash Yadav , Ruda Zhang

Full-Waveform Inversion (FWI) is a nonlinear iterative seismic imaging technique that, by reducing the misfit between recorded and predicted seismic waveforms, can produce detailed estimates of subsurface geophysical properties.…

Geophysics · Physics 2024-11-22 Vahid Negahdari , Seyed Reza Moghadasi , Mohammad Reza Razvan

Multi-model ensembles provide a pragmatic approach to the representation of model uncertainty in climate prediction. However, such representations are inherently ad hoc, and, as shown, probability distributions of climate variables based on…

Atmospheric and Oceanic Physics · Physics 2009-08-26 T. N. Palmer , F. J. Doblas-Reyes , A. Weisheimer , G. J. Shutts , J. Berner , J. M. Murphy

Geophysical inversion attempts to estimate the distribution of physical properties in the Earth's interior from observations collected at or above the surface. Inverse problems are commonly posed as least-squares optimization problems in…

Geophysics · Physics 2019-05-22 Vladimir Puzyrev

Mesoscale eddies are critical in ocean circulation and the global climate system. Standard eddy identification methods are usually based on deterministic optimal point estimates of the ocean flow field. However, uncertainty exists in…

Dynamical Systems · Mathematics 2024-09-24 Jeffrey Covington , Nan Chen , Stephen Wiggins , Evelyn Lunasin

The rotating shallow water model is a simplification of oceanic and atmospheric general circulation models that are used in many applications such as surge prediction, tsunami tracking and ocean modelling. In this paper we introduce a class…

Analysis of PDEs · Mathematics 2023-03-22 Oana Lang , Dan Crisan , Etienne Mémin

Epistemic uncertainty quantification is a crucial part of drawing credible conclusions from predictive models, whether concerned about the prediction at a given point or any downstream evaluation that uses the model as input. When the…

Machine Learning · Statistics 2022-11-15 Nathan Kallus , James McInerney

Active learning is a valuable tool for efficiently exploring complex spaces, finding a variety of uses in materials science. However, the determination of convex hulls for phase diagrams does not neatly fit into traditional active learning…

Materials Science · Physics 2024-02-27 Andrew Novick , Diana Cai , Quan Nguyen , Roman Garnett , Ryan Adams , Eric Toberer

The tilted-wave interferometer is a promising technique for the development of a reference measurement system for the highly accurate form measurement of aspheres and freeform surfaces. The technique combines interferometric measurements,…

In this study, we explore in depth a few under-studied topics at the intersection of uncertainty estimation and segmentation. Prior work has shown that the quality of uncertainty estimates can be very sensitive to a range of variables. As…

Computer Vision and Pattern Recognition · Computer Science 2026-05-18 Michael Smith , Frank P. Ferrie

Uncertainty quantification is an important and challenging problem in deep learning. Previous methods rely on dropout layers which are not present in modern deep architectures or batch normalization which is sensitive to batch sizes. In…

Computer Vision and Pattern Recognition · Computer Science 2020-07-10 Lukasz Wandzik , Raul Vicente Garcia , Jörg Krüger

Bayesian methods have been very successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model…

Data Analysis, Statistics and Probability · Physics 2015-02-06 Dave Higdon , Jordan D. McDonnell , Nicolas Schunck , Jason Sarich , Stefan M. Wild

Determining process-structure-property linkages is one of the key objectives in material science, and uncertainty quantification plays a critical role in understanding both process-structure and structure-property linkages. In this work, we…

Computational Engineering, Finance, and Science · Computer Science 2023-01-27 Anh Tran , Tim Wildey