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This paper proposes an algorithm to calculate the maximal probability of unsafety with respect to trajectories of a stochastic process and a hazard set. The unsafe probability estimation problem is cast as a primal-dual pair of…

Optimization and Control · Mathematics 2026-03-30 Jared Miller , Matteo Tacchi , Didier Henrion , Mario Sznaier

Geothermal field modeling is often associated with uncertainties related to the subsurface static properties and the dynamics of fluid flow and heat transfer. Uncertainty quantification using simulations is a useful tool to design optimum…

Geophysics · Physics 2021-12-13 Hussein Hoteit , Xupeng He , Bicheng Yan , Volker Vahrenkam

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

Two-stage stochastic programming often discretizes uncertainty into scenarios, but scenario enumeration makes expected recourse evaluation scale at least linearly in the scenario count. We propose qGAN-QAOA, a unified quantum-circuit…

Quantum Physics · Physics 2025-12-30 Taihei Kuroiwa , Daiki Yamazaki , Keita Takahashi , Kodai Shiba , Chih-Chieh Chen , Tomah Sogabe

The uniform quadratic optimizatin problem (UQ) is a nonconvex quadratic constrained quadratic programming (QCQP) sharing the same Hessian matrix. Based on the second-order cone programming (SOCP) relaxation, we establish a new sufficient…

Optimization and Control · Mathematics 2015-08-06 Shu Wang , Yong Xia

We investigate the probabilistic feasibility of randomized solutions to two distinct classes of uncertain multi-agent optimization programs. We first assume that only the constraints of the program are affected by uncertainty, while the…

Optimization and Control · Mathematics 2020-09-29 George Pantazis , Filiberto Fele , Kostas Margellos

An enhanced framework of quantum approximate optimization algorithm (QAOA) is introduced and the parameter setting strategies are analyzed. The enhanced QAOA is as effective as the QAOA but exhibits greater computing power and flexibility,…

Quantum Physics · Physics 2020-12-18 Mingyou Wu , Zhihao Liu , Hanwu Chen

Uncertainty quantification (UQ) techniques are frequently used to ascertain output variability in systems with parametric uncertainty. Traditional algorithms for UQ are either system-agnostic and slow (such as Monte Carlo) or fast with…

Computation · Statistics 2015-03-19 Tuhin Sahai , Jose Miguel Pasini

Managing uncertainty and variability in power injections has become a major concern for power system operators due to the increasing levels of fluctuating renewable energy connected to the grid. This work addresses this uncertainty via a…

Optimization and Control · Mathematics 2020-05-05 Alejandra Pena-Ordieres , Daniel Molzahn , Line Roald , Andreas Waechter

We propose upper and lower bounds on the maximum success probability for discriminating given quantum states. The proposed upper bound is obtained from a suboptimal solution to the dual problem of the corresponding optimal state…

Quantum Physics · Physics 2018-01-12 Kenji Nakahira , Tsuyoshi Sasaki Usuda , Kentaro Kato

The Quantum Approximate Optimization Algorithm, QAOA, uses a shallow depth quantum circuit to produce a parameter dependent state. For a given combinatorial optimization problem instance, the quantum expectation of the associated cost…

Quantum Physics · Physics 2018-12-12 Fernando G. S. L. Brandao , Michael Broughton , Edward Farhi , Sam Gutmann , Hartmut Neven

Studies on simulation input uncertainty often built on the availability of input data. In this paper, we investigate an inverse problem where, given only the availability of output data, we nonparametrically calibrate the input models and…

Optimization and Control · Mathematics 2018-01-09 Aleksandrina Goeva , Henry Lam , Huajie Qian , Bo Zhang

Inverse Uncertainty Quantification (IUQ) method has been widely used to quantify the uncertainty of Physical Model Parameters (PMPs) in nuclear Thermal Hydraulics (TH) systems. This paper introduces a novel hierarchical Bayesian model which…

Computation · Statistics 2024-03-27 Chen Wang , Xu Wu , Tomasz Kozlowski

We establish optimal Statistical Query (SQ) lower bounds for robustly learning certain families of discrete high-dimensional distributions. In particular, we show that no efficient SQ algorithm with access to an $\epsilon$-corrupted binary…

Data Structures and Algorithms · Computer Science 2022-06-10 Ilias Diakonikolas , Daniel M. Kane , Yuxin Sun

Despite the popularity of Convolutional Neural Networks (CNN), the problem of uncertainty quantification (UQ) of CNN has been largely overlooked. Lack of efficient UQ tools severely limits the application of CNN in certain areas, such as…

Machine Learning · Computer Science 2026-04-15 Hongfei Du , Emre Barut , Fang Jin

The calibration of complex computer codes using uncertainty quantification (UQ) methods is a rich area of statistical methodological development. When applying these techniques to simulators with spatial output, it is now standard to use…

Methodology · Statistics 2019-03-25 James M Salter , Daniel B Williamson , John Scinocca , Viatcheslav Kharin

Entropic uncertainty relations play a fundamental role in quantum information theory. However, determining optimal (tight) entropic uncertainty relations for general observables remains a formidable challenge and has so far been achieved…

Quantum Physics · Physics 2026-02-03 Ma-Cheng Yang , Cong-Feng Qiao

Methods to certify the robustness of neural networks in the presence of input uncertainty are vital in safety-critical settings. Most certification methods in the literature are designed for adversarial or worst-case inputs, but researchers…

Machine Learning · Computer Science 2023-01-26 Brendon G. Anderson , Somayeh Sojoudi

We address functional uncertainty quantification for ill-posed inverse problems where it is possible to evaluate a possibly rank-deficient forward model, the observation noise distribution is known, and there are known parameter…

Methodology · Statistics 2025-02-06 Michael Stanley , Pau Batlle , Pratik Patil , Houman Owhadi , Mikael Kuusela

Uncertainty quantification is critical in safety-sensitive applications but is often omitted from off-the-shelf neural networks due to adverse effects on predictive performance. Retrofitting uncertainty estimates post-hoc typically requires…

Machine Learning · Computer Science 2025-06-03 Lennart Bramlage , Cristóbal Curio