English
Related papers

Related papers: MCMC Informed Neural Emulators for Uncertainty Qua…

200 papers

For computational efficiency, surrogate models have been used to emulate mathematical simulators for physical or biological processes. High-speed simulation is crucial for conducting uncertainty quantification (UQ) when the simulation is…

Machine Learning · Computer Science 2022-11-21 Lixiang Zhang , Jia Li

This study investigates whether Physically Recurrent Neural Networks (PRNNs), a recent surrogate model for heterogeneous materials, trained on a micromodel with fixed material parameters, can maintain accuracy for varying material…

Disordered Systems and Neural Networks · Physics 2025-04-17 N. Kovács , I. B. C. M. Rocha , F. P. van der Meer , C. Furtado , P. P. Camanho

Popular approaches for quantifying predictive uncertainty in deep neural networks often involve distributions over weights or multiple models, for instance via Markov Chain sampling, ensembling, or Monte Carlo dropout. These techniques…

Machine Learning · Computer Science 2023-03-08 Dennis Ulmer , Christian Hardmeier , Jes Frellsen

Purpose: The purpose of this study is to address the lack of uncertainty quantification in numerical hemolysis models, which are critical for medical device evaluations. Specifically, we aim to incorporate experimental variability into…

Medical Physics · Physics 2024-07-29 Christopher Blum , Ulrich Steinseifer , Michael Neidlin

Scenario-based optimization and control has proven to be an efficient approach to account for system uncertainty. In particular, the performance of scenario-based model predictive control (MPC) schemes depends on the accuracy of uncertainty…

Systems and Control · Electrical Eng. & Systems 2024-07-22 Yajie Bao , Javad Mohammadpour Velni

Machine learning (ML) surrogate models are increasingly used in engineering analysis and design to replace computationally expensive simulation models, significantly reducing computational cost and accelerating decision-making processes.…

Machine Learning · Statistics 2025-07-22 Xiaoping Du

Uncertainty analysis in the outcomes of model predictions is a key element in decision-based material design to establish confidence in the models and evaluate the fidelity of models. Uncertainty Propagation (UP) is a technique to determine…

Machine Learning · Computer Science 2023-02-13 Danial Khatamsaz , Vahid Attari , Raymundo Arroyave , Douglas L. Allaire

We present a novel Bayesian inference tool that uses a neural network to parameterise efficient Markov Chain Monte-Carlo (MCMC) proposals. The target distribution is first transformed into a diagonal, unit variance Gaussian by a series of…

Cosmology and Nongalactic Astrophysics · Physics 2020-06-03 Adam Moss

Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…

Computational Physics · Physics 2026-02-16 Michael Kim , Wei Cai

Neural operators (NOs) provide fast, resolution-invariant surrogates for mapping input fields to PDE solution fields, but their predictions can exhibit significant epistemic uncertainty due to finite data, imperfect optimization, and…

Machine Learning · Computer Science 2026-03-13 Haoze Song , Zhihao Li , Mengyi Deng , Xin Li , Duyi Pan , Zhilu Lai , Wei Wang

Traditional deep learning (DL) models are powerful classifiers, but many approaches do not provide uncertainties for their estimates. Uncertainty quantification (UQ) methods for DL models have received increased attention in the literature…

Machine Learning · Computer Science 2023-08-14 Daniel Ries , Joshua Michalenko , Tyler Ganter , Rashad Imad-Fayez Baiyasi , Jason Adams

Traditional neural networks provide deterministic predictions without inherent uncertainty estimates. While Bayesian Neural Networks (BNNs) offer a principled approach to uncertainty quantification, their computational complexity limits…

Machine Learning · Statistics 2026-05-25 Rouaa Hoblos , Noura Dridi , Noureddine Zerhouni , Zeina Al Masry

We present a sampling-free approach for computing the epistemic uncertainty of a neural network. Epistemic uncertainty is an important quantity for the deployment of deep neural networks in safety-critical applications, since it represents…

Machine Learning · Computer Science 2019-12-04 Janis Postels , Francesco Ferroni , Huseyin Coskun , Nassir Navab , Federico Tombari

The term `surrogate modeling' in computational science and engineering refers to the development of computationally efficient approximations for expensive simulations, such as those arising from numerical solution of partial differential…

Numerical Analysis · Mathematics 2022-08-12 Maarten V. de Hoop , Daniel Zhengyu Huang , Elizabeth Qian , Andrew M. Stuart

Uncertainty quantification is a critical yet unsolved challenge for deep learning, especially for the time series imputation with irregularly sampled measurements. To tackle this problem, we propose a novel framework based on the principles…

Machine Learning · Computer Science 2023-06-05 Shweta Dahale , Sai Munikoti , Balasubramaniam Natarajan

Effective quantification of uncertainty is an essential and still missing step towards a greater adoption of deep-learning approaches in different applications, including mission-critical ones. In particular, investigations on the…

Machine Learning · Computer Science 2023-04-14 Marco Forgione , Dario Piga

Uncertainty Quantification aims to determine when the prediction from a Machine Learning model is likely to be wrong. Computer Vision research has explored methods for determining epistemic uncertainty (also known as model uncertainty),…

Machine Learning · Computer Science 2024-03-15 Prithviraj Manivannan , Ivo Pascal de Jong , Matias Valdenegro-Toro , Andreea Ioana Sburlea

Subsurface flow problems usually involve some degree of uncertainty. Consequently, uncertainty quantification is commonly necessary for subsurface flow prediction. In this work, we propose a methodology for efficient uncertainty…

Signal Processing · Electrical Eng. & Systems 2020-12-02 Nanzhe Wang , Haibin Chang , Dongxiao Zhang

ML models have errors when used for predictions. The errors are unknown but can be quantified by model uncertainty. When multiple ML models are trained using the same training points, their model uncertainties may be statistically…

Machine Learning · Statistics 2025-09-23 Xiaoping Du

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Giacomo Bottacini , Matteo Torzoni , Andrea Manzoni