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Related papers: Uncertainty Quantification in Data-Driven Dynamica…

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For the application of MPC design in on-line regulation or tracking control problems, several studies have attempted to develop an accurate model, and realize adequate uncertainty description of linear or non-linear plants of the processes.…

Optimization and Control · Mathematics 2019-04-03 Yuanqiang Zhou , Dewei Li , Yugeng Xi , Zhongxue Gan

Adaptive dynamical systems arise in a multitude of contexts, e.g., optimization, control, communications, signal processing, and machine learning. A precise characterization of their fundamental limitations is therefore of paramount…

Information Theory · Computer Science 2010-10-13 Maxim Raginsky

Dynamic mode decomposition (DMD) is a data-driven method of extracting spatial-temporal coherent modes from complex systems and providing an equation-free architecture to model and predict systems. However, in practical applications, the…

Systems and Control · Electrical Eng. & Systems 2024-10-07 Ningxin Liu , Shuigen Liu , Xin T. Tong , Lijian Jiang

Model-based offline reinforcement learning approaches generally rely on bounds of model error. Estimating these bounds is usually achieved through uncertainty estimation methods. In this work, we combine parametric and nonparametric methods…

Machine Learning · Computer Science 2022-11-07 Guy Tennenholtz , Shie Mannor

We present a novel data-driven distributionally robust Model Predictive Control formulation for unknown discrete-time linear time-invariant systems affected by unknown and possibly unbounded additive uncertainties. We use off-line collected…

Optimization and Control · Mathematics 2022-09-20 Francesco Micheli , Tyler Summers , John Lygeros

Automated driving applications require accurate vehicle specific models to precisely predict and control the motion dynamics. However, modern vehicles have a wide array of digital and mechatronic components that are difficult to model,…

Systems and Control · Electrical Eng. & Systems 2021-05-11 G. Rödönyi , G. I. Beintema , R. Tóth , M. Schoukens , D. Pup , Á. Kisari , Zs. Vígh , P. Kőrös , A. Soumelidis , J. Bokor

This work introduces a novel, simple, and flexible method to quantify irreversibility in generic high-dimensional time series based on the well-known mapping to a binary classification problem. Our approach utilizes gradient boosting for…

Statistical Mechanics · Physics 2025-01-09 Michele Vodret , Cristiano Pacini , Christian Bongiorno

Uncertainty quantification of complex technical systems is often based on a computer model of the system. As all models such a computer model is always wrong in the sense that it does not describe the reality perfectly. The purpose of this…

Systems and Control · Electrical Eng. & Systems 2020-12-18 Sebastian Kersting , Michael Kohler

This paper tackles the challenge of detecting unreliable behavior in regression algorithms, which may arise from intrinsic variability (e.g., aleatoric uncertainty) or modeling errors (e.g., model uncertainty). First, we formally introduce…

Machine Learning · Computer Science 2024-06-12 Andres Altieri , Marco Romanelli , Georg Pichler , Florence Alberge , Pablo Piantanida

Model stealing aims at inferring a victim model's functionality at a fraction of the original training cost. While the goal is clear, in practice the model's architecture, weight dimension, and original training data can not be determined…

Machine Learning · Computer Science 2023-08-21 David Pape , Sina Däubener , Thorsten Eisenhofer , Antonio Emanuele Cinà , Lea Schönherr

Inverse Uncertainty Quantification (UQ), or Bayesian calibration, is the process to quantify the uncertainties of random input parameters based on experimental data. The introduction of model discrepancy term is significant because…

Applications · Statistics 2019-07-24 Xu Wu , Koroush Shirvan , Tomasz Kozlowski

Accurate uncertainty quantification is a critical challenge in machine learning. While neural networks are highly versatile and capable of learning complex patterns, they often lack interpretability due to their ``black box'' nature. On the…

Machine Learning · Computer Science 2025-11-18 Pragatheeswaran Vipulananthan , Kamal Premaratne , Dilip Sarkar , Manohar N. Murthi

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

Uncertainty quantification is a critical aspect of machine learning models, providing important insights into the reliability of predictions and aiding the decision-making process in real-world applications. This paper proposes a novel way…

Machine Learning · Computer Science 2024-01-02 Yusuf Sale , Paul Hofman , Lisa Wimmer , Eyke Hüllermeier , Thomas Nagler

We develop data-driven algorithms to fully automate sensor fault detection in systems governed by underlying physics. The proposed machine learning method uses a time series of typical behavior to approximate the evolution of measurements…

This paper introduces a model-agnostic approach designed to enhance uncertainty estimation in the predictive modeling of soil properties, a crucial factor for advancing pedometrics and the practice of digital soil mapping. For addressing…

Machine Learning · Computer Science 2025-03-06 Viacheslav Barkov , Jonas Schmidinger , Robin Gebbers , Martin Atzmueller

Dynamical systems are frequently used to model biological systems. When these models are fit to data it is necessary to ascertain the uncertainty in the model fit. Here we present prediction deviation, a new metric of uncertainty that…

Applications · Statistics 2017-06-08 Benjamin Letham , Portia A. Letham , Cynthia Rudin , Edward P. Browne

Reliable uncertainty quantification in deep neural networks is very crucial in safety-critical applications such as automated driving for trustworthy and informed decision-making. Assessing the quality of uncertainty estimates is…

Computer Vision and Pattern Recognition · Computer Science 2022-12-12 Neslihan Kose , Ranganath Krishnan , Akash Dhamasia , Omesh Tickoo , Michael Paulitsch

Deep learning has the potential to dramatically impact navigation and tracking state estimation problems critical to autonomous vehicles and robotics. Measurement uncertainties in state estimation systems based on Kalman and other Bayes…

Machine Learning · Computer Science 2021-06-16 Rebecca L. Russell , Christopher Reale

Deep neural networks has been increasingly applied in fault diagnostics, where it uses historical data to capture systems behavior, bypassing the need for high-fidelity physical models. However, despite their competence in prediction tasks,…

Machine Learning · Computer Science 2025-09-24 Arman Mohammadi , Mattias Krysander , Daniel Jung , Erik Frisk
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