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Modelling uncertainty in Machine Learning models is essential for achieving safe and reliable predictions. Most research on uncertainty focuses on output uncertainty (predictions), but minimal attention is paid to uncertainty at inputs. We…

Machine Learning · Computer Science 2024-06-28 Matias Valdenegro-Toro , Ivo Pascal de Jong , Marco Zullich

We investigate an example of noise-induced stabilization in the plane that was also considered in (Gawedzki, Herzog, Wehr 2010) and (Birrell, Herzog, Wehr 2011). We show that despite the deterministic system not being globally stable, the…

Probability · Mathematics 2012-10-02 Avanti Athreya , Tiffany Kolba , Jonathan C. Mattingly

In a Bayesian setting, inverse problems and uncertainty quantification (UQ) - the propagation of uncertainty through a computational (forward) model - are strongly connected. In the form of conditional expectation the Bayesian update…

Numerical Analysis · Mathematics 2014-04-09 Alexander Litvinenko , Hermann G. Matthies

Recently Kosaki proved an uncertainty principle for matrices, related to Wigner-Yanase-Dyson information, and asked if a similar inequality could be proved in the von Neumann algebra setting. In this paper we prove such an uncertainty…

Mathematical Physics · Physics 2008-04-17 Paolo Gibilisco , Tommaso Isola

In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…

Probability · Mathematics 2010-02-08 Ivan Nourdin , Giovanni Peccati

We revisit the uncertainty principle from the point of view suggested by A. Wigderson and Y. Wigderson. This approach is based on a primary uncertainty principle from which one can derive several inequalities expressing the impossibility of…

Functional Analysis · Mathematics 2025-04-30 Nuno Costa Dias , Franz Luef , João Nuno Prata

Uncertainty quantification is at the core of the reliability and robustness of machine learning. In this paper, we provide a theoretical framework to dissect the uncertainty, especially the \textit{epistemic} component, in deep learning…

Machine Learning · Computer Science 2023-06-21 Ziyi Huang , Henry Lam , Haofeng Zhang

Heisenberg's uncertainty principle, which imposes intrinsic restrictions on our ability to predict the outcomes of incompatible quantum measurements to arbitrary precision, demonstrates one of the key differences between classical and…

Quantum Physics · Physics 2021-05-05 Yunlong Xiao , Kuntal Sengupta , Siren Yang , Gilad Gour

A highly cited and inspiring article by Bates et al (2024) demonstrates that the prediction errors estimated through cross-validation, Bootstrap or Mallow's $C_P$ can all be independent of the actual prediction errors. This essay…

Statistics Theory · Mathematics 2025-01-06 Xiao-Li Meng

Starting with far field data of time-harmonic acoustic or electromagnetic waves radiated by a collection of compactly supported sources in two-dimensional free space, we develop criteria and algorithms for the recovery of the far field…

Analysis of PDEs · Mathematics 2016-07-20 Roland Griesmaier , John Sylvester

Neutron noise analysis is a predominant technique for fissile matter identification with passive methods. Quantifying the uncertainties associated with the estimated nuclear parameters is crucial for decision-making. A conservative…

Applications · Statistics 2024-10-03 Paul Lartaud , Philippe Humbert , Josselin Garnier

We study the simplifications occurring in any likelihood function in the presence of a large number of small systematic uncertainties. We find that the marginalisation of these uncertainties can be done analytically by means of second-order…

High Energy Physics - Phenomenology · Physics 2016-09-01 Sylvain Fichet

The stability analysis of possibly time varying positive semigroups on non necessarily compact state spaces, including Neumann and Dirichlet boundary conditions is a notoriously difficult subject. These crucial questions arise in a variety…

Probability · Mathematics 2023-04-18 Marc Arnaudon , Pierre Del Moral , El Maati Ouhabaz

These lecture notes are intended as reader's digest of recent work on a diagram-free approach to the renormalized centered model in Hairer's regularity structures. More precisely, it is about the stochastic estimates of the centered model,…

Probability · Mathematics 2025-06-10 Felix Otto , Kihoon Seong , Markus Tempelmayr

We extend, in the free probability framework, an invariance principle for multilinear homogeneous sums with low influences recently established in [E. Mossel, R. O'Donnell and K. Oleszkiewicz (2010). Noise stability of functions with low…

Probability · Mathematics 2014-03-11 Aurélien Deya , Ivan Nourdin

Quantum gravity models predict a minimal measurable length which gives rise to a modification in the uncertainty principle. One of the simplest manifestations of these generalised uncertainty principles is the linear quadratic generalised…

High Energy Physics - Phenomenology · Physics 2023-05-23 Indra Kumar Banerjee , Ujjal Kumar Dey

These lecture notes provide a self-contained introduction to Euler integrals, which are frequently encountered in applications. In particle physics, they arise as Feynman integrals or string amplitudes. Our four selected topics demonstrate…

Mathematical Physics · Physics 2023-11-01 Saiei-Jaeyeong Matsubara-Heo , Sebastian Mizera , Simon Telen

We study the volatility functional inference by Fourier transforms. This spectral framework is advantageous in that it harnesses the power of harmonic analysis to handle missing data and asynchronous observations without any artificial time…

Statistics Theory · Mathematics 2019-11-07 Richard Y. Chen

The concept of quantum coherence, including various ways to quantify the degree of coherence with respect to the prescribed basis, is currently the subject of active research. The complementarity of quantum coherence in different bases was…

Quantum Physics · Physics 2017-09-08 Alexey E. Rastegin

Pairwise comparisons are an important tool of modern (multiple criteria) decision making. Since human judgments are often inconsistent, many studies focused on the ways how to express and measure this inconsistency, and several…

Artificial Intelligence · Computer Science 2017-05-01 Jiri Mazurek