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We use here a particle system to prove a convergence result as well as a deviation inequality for solutions of granular media equation when the confinement potential and the interaction potential are no more uniformly convex. Proof is…

Probability · Mathematics 2007-05-23 Patrick Cattiaux , Guillin Arnaud , Malrieu Florent

In this paper a new concept, namely the critical predictable time $T_c$, is introduced to give a more precise description of computed chaotic solutions of nonlinear differential equations: it is suggested that computed chaotic solutions are…

Chaotic Dynamics · Physics 2010-06-01 Shijun Liao

In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…

Applications · Statistics 2020-05-19 Omid Sedehi , Costas Papadimitriou , Lambros S. Katafygiotis

In piecewise-deterministic Markov processes (PDMPs) the state of a finite-dimensional system evolves continuously, but the evolutive equation may change randomly as a result of discrete switches. A running cost is integrated along the…

Optimization and Control · Mathematics 2023-02-27 Elliot Cartee , Antonio Farah , April Nellis , Jacob van Hook , Alexander Vladimirsky

Thermodynamics is independent of a description at a microscopic level consequently statistical thermodynamics must produce results independent of the coordinate system used to describe the particles and their interactions. In the path…

Statistical Mechanics · Physics 2016-10-05 J. P. Badiali

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

Effective decision making requires understanding the uncertainty inherent in a prediction. In regression, this uncertainty can be estimated by a variety of methods; however, many of these methods are laborious to tune, generate…

Machine Learning · Statistics 2021-12-02 Tianhui Zhou , Yitong Li , Yuan Wu , David Carlson

A computational method based on the non-linear Gaussian process (GP), known as deep Gaussian processes (deep GPs) for uncertainty quantification & propagation in modelling of flow through heterogeneous porous media is presented. The method…

Machine Learning · Statistics 2020-11-06 A. Daneshkhah , O. Chatrabgoun , M. Esmaeilbeigi , T. Sedighi , S. Abolfathi

In this paper, a high-order exponential scheme is developed to solve the 1D unsteady convection-diffusion equation with Neumann boundary conditions. The present method applies fourth-order compact exponential difference scheme in spatial…

Fluid Dynamics · Physics 2018-05-16 Yucheng Fu , Zhenfu Tian , Yang Liu

A new concept, decomposition-unstable (DU) variety of a parametric polynomial system, is introduced in this paper and the stabilities of several triangular decomposition methods, such as characteristic set decomposition, relatively…

Symbolic Computation · Computer Science 2012-08-31 Xiaoxian Tang , Bican Xia

Thermal motion in complex fluids is a complicated stochastic process but ubiquitously exhibits initial ballistic, intermediate sub-diffusive, and long-time non-Gaussian diffusive motion, unless interrupted. Despite its relevance to numerous…

Disordered Systems and Neural Networks · Physics 2019-09-04 Sanggeun Song , Seong Jun Park , Bong June Sung , Jun Soo Kim , Ji-Hyun Kim , Jaeyoung Sung

Dimensionally decomposed generalized polynomial chaos expansion (DD-GPCE) efficiently performs forward uncertainty quantification (UQ) in complex engineering systems with high-dimensional random inputs of arbitrary distributions. However,…

Numerical Analysis · Mathematics 2026-01-06 Hojun Choi , Eunho Heo , Dongjin Lee

While causal models are becoming one of the mainstays of machine learning, the problem of uncertainty quantification in causal inference remains challenging. In this paper, we study the causal data fusion problem, where datasets pertaining…

Machine Learning · Statistics 2021-06-08 Siu Lun Chau , Jean-François Ton , Javier González , Yee Whye Teh , Dino Sejdinovic

Data-driven surrogate models offer quick approximations to complex numerical and experimental systems but typically lack uncertainty quantification, limiting their reliability in safety-critical applications. While Bayesian methods provide…

Probabilistic integration of a continuous dynamical system is a way of systematically introducing model error, at scales no larger than errors introduced by standard numerical discretisation, in order to enable thorough exploration of…

Numerical Analysis · Mathematics 2019-10-29 H. C. Lie , A. M. Stuart , T. J. Sullivan

Generative diffusion models learn probability densities over diverse image datasets by estimating the score with a neural network trained to remove noise. Despite their remarkable success in generating high-quality images, the internal…

Computer Vision and Pattern Recognition · Computer Science 2025-10-16 Zahra Kadkhodaie , Stéphane Mallat , Eero Simoncelli

As modern neural networks get more complex, specifying a model with high predictive performance and sound uncertainty quantification becomes a more challenging task. Despite some promising theoretical results on the true posterior…

Machine Learning · Computer Science 2025-06-18 Alisa Sheinkman , Sara Wade

Precise estimation of the probabilistic structure of natural images plays an essential role in image compression. Despite the recent remarkable success of end-to-end optimized image compression, the latent codes are usually assumed to be…

Image and Video Processing · Electrical Eng. & Systems 2020-06-24 Mu Li , Kede Ma , Jane You , David Zhang , Wangmeng Zuo

In this paper we focus on the problem of assigning uncertainties to single-point predictions generated by a deterministic model that outputs a continuous variable. This problem applies to any state-of-the-art physics or engineering models…

Machine Learning · Statistics 2020-03-12 Enrico Camporeale , Algo Carè

The information diffusion performance of GCN and its variant models is limited by the adjacency matrix, which can lower their performance. Therefore, we introduce a new framework for graph convolutional networks called Hybrid…

Machine Learning · Computer Science 2023-04-03 Zhi Yang , Kang Li , Haitao Gan , Zhongwei Huang , Ming Shi