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In this paper, we present a robust and adaptive model predictive control (MPC) framework for uncertain nonlinear systems affected by bounded disturbances and unmodeled nonlinearities. We use Gaussian Processes (GPs) to learn the uncertain…

Systems and Control · Electrical Eng. & Systems 2026-04-14 Mathieu Dubied , Amon Lahr , Melanie N. Zeilinger , Johannes Köhler

We consider chance constrained optimization where it is sought to optimize a function while complying with constraints, both of which are affected by uncertainties. The high computational cost of realistic simulations strongly limits the…

Optimization and Control · Mathematics 2022-04-18 Julien Pelamatti , Rodolphe Le Riche , Céline Helbert , Christophette Blanchet-Scalliet

This paper addresses uncertainty quantification (UQ) for problems where scalar (or low-dimensional vector) response quantities are insufficient and, instead, full-field (very high-dimensional) responses are of interest. To do so, an…

Probability · Mathematics 2018-04-18 D. G Giovanis , M. D. Shields

Uncertainty Quantification (UQ) workloads are becoming increasingly common in science and engineering. They involve the submission of thousands or even millions of similar tasks with potentially unpredictable runtimes, where the total…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-04-02 Chung Ming Loi , Anne Reinarz , Mikkel Lykkegaard , William Hornsby , James Buchanan , Linus Seelinger

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

Partial differential equations (PDEs) are fundamental for theoretically describing numerous physical processes that are based on some input fields in spatial configurations. Understanding the physical process, in general, requires…

Numerical Analysis · Mathematics 2020-10-16 Mahadevan Ganesh , Stuart C Hawkins , Alexandre Tartakovsky , Ramakrishna Tipireddy

Equation-of-state (EOS) models underpin numerical simulations at the core of research in high energy density physics, inertial confinement fusion, laboratory astrophysics, and elsewhere. In these applications EOS models are needed that span…

Data Analysis, Statistics and Probability · Physics 2022-10-28 Jim A Gaffney , Lin Yang , Suzanne Ali

Deep learning is gaining increasing popularity for spatiotemporal forecasting. However, prior works have mostly focused on point estimates without quantifying the uncertainty of the predictions. In high stakes domains, being able to…

Artificial Intelligence · Computer Science 2021-06-15 Dongxia Wu , Liyao Gao , Xinyue Xiong , Matteo Chinazzi , Alessandro Vespignani , Yi-An Ma , Rose Yu

The ability to replicate predictions by machine learning (ML) or artificial intelligence (AI) models and results in scientific workflows that incorporate such ML/AI predictions is driven by numerous factors. An uncertainty-aware metric that…

Machine Learning · Computer Science 2023-08-28 Line Pouchard , Kristofer G. Reyes , Francis J. Alexander , Byung-Jun Yoon

Accurately simulating coupled physical processes under uncertainty is essential for reliable modeling and design in performance-critical applications such as combustion systems. Ablative heat shield design, as a specific example of this…

Computational Physics · Physics 2025-10-07 Diba Behnoudfar , Kyle E. Niemeyer

Uncertainty quantification (UQ) is important for reliability assessment and enhancement of machine learning models. In deep learning, uncertainties arise not only from data, but also from the training procedure that often injects…

Machine Learning · Statistics 2023-11-13 Ziyi Huang , Henry Lam , Haofeng Zhang

Gaussian processes scale prohibitively with the size of the dataset. In response, many approximation methods have been developed, which inevitably introduce approximation error. This additional source of uncertainty, due to limited…

Machine Learning · Computer Science 2023-10-11 Jonathan Wenger , Geoff Pleiss , Marvin Pförtner , Philipp Hennig , John P. Cunningham

Surrogate models are often used to replace costly-to-evaluate complex coastal codes to achieve substantial computational savings. In many of those models, the hydrometeorological forcing conditions (inputs) or flood events (outputs) are…

Machine Learning · Statistics 2021-11-04 A. F. López-Lopera , D. Idier , J. Rohmer , F. Bachoc

Reliable uncertainty quantification (UQ) is essential for ensuring trustworthy downstream use of large language models, especially when they are deployed in decision-support and other knowledge-intensive applications. Model certainty can be…

Computation and Language · Computer Science 2025-11-04 Autumn Toney-Wails , Ryan Wails

In this paper, a validation and uncertainty quantification (VUQ) framework for the Eulerian-Eulerian two-fluid-model based multiphase-computational fluid dynamics solver (MCFD) is formulated. The framework aims to answer the question: how…

Fluid Dynamics · Physics 2018-10-23 Yang Liu , Nam Dinh , Ralph Smith

This paper outlines a methodology for Bayesian multimodel uncertainty quantification (UQ) and propagation and presents an investigation into the effect of prior probabilities on the resulting uncertainties. The UQ methodology is adapted…

Computation · Statistics 2018-07-04 Jiaxin Zhang , Michael D. Shields

Reliable uncertainty quantification (UQ) is essential for developing machine-learned interatomic potentials (MLIPs) in predictive atomistic simulations. Conformal prediction (CP) is a statistical framework that constructs prediction…

Chemical Physics · Physics 2025-10-02 Cheuk Hin Ho , Christoph Ortner , Yangshuai Wang

We present an approach for satisfying state constraints in systems with nonparametric uncertainty by estimating this uncertainty with a real-time-update Gaussian process (GP) model. Notably, new data is incorporated into the model in real…

Systems and Control · Electrical Eng. & Systems 2025-05-13 Ricardo Gutierrez , Jesse B. Hoagg

The high dimensionality of kinetic equations with stochastic parameters poses major computational challenges for uncertainty quantification (UQ). Traditional Monte Carlo (MC) sampling methods, while widely used, suffer from slow convergence…

Numerical Analysis · Mathematics 2025-06-13 Wei Chen , Giacomo Dimarco , Lorenzo Pareschi

Gaussian process (GP) surrogates are the default tool for emulating expensive computer experiments, but cubic cost, stationarity assumptions, and Gaussian predictive distributions limit their reach. We propose Generative Bayesian…

Machine Learning · Computer Science 2026-02-26 Nick Polson , Vadim Sokolov