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Uncertainty quantification (UQ) is the process of systematically determining and characterizing the degree of confidence in computational model predictions. In the context of systems biology, especially with dynamic models, UQ is crucial…

Machine Learning · Statistics 2024-10-29 Alberto Portela , Julio R. Banga , Marcos Matabuena

Predictive estimation, which comprises model calibration, model prediction, and validation, is a common objective when performing inverse uncertainty quantification (UQ) in diverse scientific applications. These techniques typically require…

Numerical Analysis · Mathematics 2024-07-17 Ningxin Yang , Truong Le , Lidija Zdravković , David M. Potts

Image-based computational fluid dynamics (CFD) modeling enables derivation of hemodynamic information, which has become a paradigm in cardiovascular research and healthcare. Nonetheless, the predictive accuracy largely depends on precisely…

Fluid Dynamics · Physics 2021-07-20 Han Gao , Xueyu Zhu , Jian-Xun Wang

In nuclear reactor system design and safety analysis, the Best Estimate plus Uncertainty (BEPU) methodology requires that computer model output uncertainties must be quantified in order to prove that the investigated design stays within…

Computation · Statistics 2018-06-22 Xu Wu , Tomasz Kozlowski , Hadi Meidani , Koroush Shirvan

In the last few decades, uncertainty quantification (UQ) methods have been used widely to ensure the robustness of engineering designs. This chapter aims to detail recent advances in popular uncertainty quantification methods used in…

Computation · Statistics 2022-11-08 Dinesh Kumar , Farid Ahmed , Shoaib Usman , Ayodeji Alajo , Syed Alam

The Best Estimate plus Uncertainty (BEPU) approach for nuclear systems modeling and simulation requires that the prediction uncertainty must be quantified in order to prove that the investigated design stays within acceptance criteria. A…

Computation · Statistics 2023-03-24 Ziyu Xie , Farah Alsafadi , Xu Wu

Uncertainty quantification has been a core of the statistical machine learning, but its computational bottleneck has been a serious challenge for both Bayesians and frequentists. We propose a model-based framework in quantifying…

Machine Learning · Computer Science 2019-06-04 Minsuk Shin , Young Lee , Jun S. Liu

This study presents a Bayesian framework for (inverse) uncertainty quantification and parameter estimation in a two-step Chemical Vapor Deposition coating process using production data. We develop an XGBoost surrogate model that maps…

Uncertainty quantification (UQ) in computational chemistry (CC) is still in its infancy. Very few CC methods are designed to provide a confidence level on their predictions, and most users still rely improperly on the mean absolute error as…

Chemical Physics · Physics 2022-03-21 Pascal Pernot

An important task of uncertainty quantification is to identify {the probability of} undesired events, in particular, system failures, caused by various sources of uncertainties. In this work we consider the construction of Gaussian…

Computation · Statistics 2016-04-20 Hongqiao Wang , Guang Lin , Jinglai Li

Gaussian processes (GPs) are a Bayesian machine learning approach widely used to construct surrogate models for the uncertainty quantification of computer simulation codes in industrial applications. It provides both a mean predictor and an…

Existing model validation studies in geoscience often disregard or partly account for uncertainties in observations, model choices, and input parameters. In this work, we develop a statistical framework that incorporates a probabilistic…

Gaussian Process (GP) models are popular tools in uncertainty quantification (UQ) because they purport to furnish functional uncertainty estimates that can be used to represent model uncertainty. It is often difficult to state with…

Methodology · Statistics 2025-09-22 Carlo Graziani , Marieme Ngom

In the framework of the estimation of safety margins in nuclear accident analysis, a quantitative assessment of the uncertainties tainting the results of computer simulations is essential. Accurate uncertainty propagation (estimation of…

Applications · Statistics 2019-01-01 Bertrand Iooss , Amandine Marrel

Simulating complex physical systems is crucial for understanding and predicting phenomena across diverse fields, such as fluid dynamics and heat transfer, as well as plasma physics and structural mechanics. Traditional approaches rely on…

In computational materials science, coarse-graining approaches often lack a priori uncertainty quantification (UQ) tools that estimate the accuracy of a reduced-order model before it is calibrated or deployed. This is especially the case in…

Computational Physics · Physics 2018-12-11 Paul N. Patrone , Andrew M. Dienstfrey , Geoffrey B. McFadden

We address uncertainty quantification for Gaussian processes (GPs) under misspecified priors, with an eye towards Bayesian Optimization (BO). GPs are widely used in BO because they easily enable exploration based on posterior uncertainty…

Machine Learning · Statistics 2021-03-03 Willie Neiswanger , Aaditya Ramdas

We describe a computational framework linking Uncertainty Quantification (UQ) methods for continuum problems depending on random parameters with Equation-Free (EF) methods for performing continuum deterministic numerics by acting directly…

Dynamical Systems · Mathematics 2007-05-23 Yu Zou , Ioannis G. Kevrekidis

Polynomial chaos and Gaussian process emulation are methods for surrogate-based uncertainty quantification, and have been developed independently in their respective communities over the last 25 years. Despite tackling similar problems in…

Statistics Theory · Mathematics 2017-01-16 N. E. Owen , P. Challenor , P. P. Menon , S. Bennani

Explicit quantification of uncertainty in engineering simulations is being increasingly used to inform robust and reliable design practices. In the aerospace industry, computationally-feasible analyses for design optimization purposes often…

Fluid Dynamics · Physics 2019-11-13 Jayant Mukhopadhaya , Brian T. Whitehead , John F. Quindlen , Juan J. Alonso