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We propose a rigorous framework for Uncertainty Quantification (UQ) in which the UQ objectives and the assumptions/information set are brought to the forefront. This framework, which we call \emph{Optimal Uncertainty Quantification} (OUQ),…

Probability · Mathematics 2016-05-20 Houman Owhadi , Clint Scovel , Timothy John Sullivan , Mike McKerns , Michael Ortiz

Uncertainty Quantification (UQ) is widely regarded as the primary safeguard for deploying Large Language Models (LLMs) in high-stakes domains. However, we argue that the field suffers from a category error: mainstream UQ methods for LLMs…

Computation and Language · Computer Science 2026-05-20 Tiejin Chen , Longchao Da , Xiaoou Liu , Hua Wei

Time-series with volatility clustering pose a unique challenge to uncertainty quantification (UQ) for returns forecasts. Methods for UQ such as Deep Evidential regression offer a simple way of quantifying return forecast uncertainty without…

Statistical Finance · Quantitative Finance 2024-09-20 Steven Y. K. Wong , Jennifer S. K. Chan , Lamiae Azizi

In this paper, we study the stochastic collocation (SC) methods for uncertainty quantification (UQ) in hyperbolic systems of nonlinear partial differential equations (PDEs). In these methods, the underlying PDEs are numerically solved at a…

Numerical Analysis · Mathematics 2025-06-19 Alina Chertock , Arsen S. Iskhakov , Safa Janajra , Alexander Kurganov

Simulating complex physical systems is crucial for understanding and predicting phenomena across diverse fields, such as fluid dynamics and heat transfer, as well as plasma physics and structural mechanics. Traditional approaches rely on…

Weather forecasting is usually solved through numerical weather prediction (NWP), which can sometimes lead to unsatisfactory performance due to inappropriate setting of the initial states. In this paper, we design a data-driven method…

Machine Learning · Computer Science 2019-02-05 Bin Wang , Jie Lu , Zheng Yan , Huaishao Luo , Tianrui Li , Yu Zheng , Guangquan Zhang

This paper studies the utility of techniques within uncertainty quantification, namely spectral projection and polynomial chaos expansion, in reducing sampling needs for characterizing acoustic metamaterial dispersion band responses given…

Uncertainty quantification (UQ) is an active area of research, and an essential technique used in all fields of science and engineering. The most common methods for UQ are Monte Carlo and surrogate-modelling. The former method is…

Computation · Statistics 2023-09-01 Arnau Albà , Romana Boiger , Dimitri Rochman , Andreas Adelmann

A model's ability to express its own predictive uncertainty is an essential attribute for maintaining clinical user confidence as computational biomarkers are deployed into real-world medical settings. In the domain of cancer digital…

Most approximations for stochastic differential equations with high-dimensional, non-Gaussian inputs suffer from a rapid (e.g., exponential) increase of computational cost, an issue known as the curse of dimensionality. In astrodynamics,…

Applications · Statistics 2017-08-30 Marc Balducci , Brandon Jones , Alireza Doostan

As Large Language Models (LLMs) are increasingly deployed in real-world applications, reliable uncertainty quantification (UQ) becomes critical for safe and effective use. Most existing UQ approaches for language models aim to produce a…

Computation and Language · Computer Science 2026-04-14 Maiya Goloburda , Roman Vashurin , Fedor Chernogorsky , Nurkhan Laiyk , Daniil Orel , Preslav Nakov , Maxim Panov

Uncertainty Quantification (UQ) research has primarily focused on closed-book factual question answering (QA), while contextual QA remains unexplored, despite its importance in real-world applications. In this work, we focus on UQ for the…

Countless research works of deep neural networks (DNNs) in the task of credit card fraud detection have focused on improving the accuracy of point predictions and mitigating unwanted biases by building different network architectures or…

Uncertainty quantification by ensemble learning is explored in terms of an application from computational optical form measurements. The application requires to solve a large-scale, nonlinear inverse problem. Ensemble learning is used to…

Machine Learning · Computer Science 2021-03-03 Lara Hoffmann , Ines Fortmeier , Clemens Elster

Molecular dynamics simulation is now a widespread approach for understanding complex systems on the atomistic scale. It finds applications from physics and chemistry to engineering, life and medical science. In the last decade, the approach…

Computational Physics · Physics 2021-04-28 Shunzhou Wan , Robert C. Sinclair , Peter V. Coveney

Flight dynamics involve uncertainties in parameters, aerodynamic derivatives, and engine thrust. These uncertainties can be categorized into three types: known-predictable, known-unpredictable, and unknown. While advanced control systems…

Systems and Control · Electrical Eng. & Systems 2024-02-15 Mostafa Eslami , Afshin Banazadeh

Estimating uncertainty is at the core of performing scientific measurements in HEP: a measurement is not useful without an estimate of its uncertainty. The goal of uncertainty quantification (UQ) is inextricably linked to the question, "how…

High Energy Physics - Experiment · Physics 2022-11-02 Thomas Y. Chen , Biprateep Dey , Aishik Ghosh , Michael Kagan , Brian Nord , Nesar Ramachandra

Data-driven forecasts of air quality have recently achieved more accurate short-term predictions. Despite their success, most of the current data-driven solutions lack proper quantifications of model uncertainty that communicate how much to…

Machine Learning · Computer Science 2021-12-07 Abdulmajid Murad , Frank Alexander Kraemer , Kerstin Bach , Gavin Taylor

Accurate propagation of orbital uncertainty is essential for a range of applications within space domain awareness. Adaptive Gaussian mixture-based approaches offer tractable nonlinear uncertainty propagation through splitting mixands to…

Signal Processing · Electrical Eng. & Systems 2025-12-30 G. Andrew Siciliano , Keith A. LeGrand , Jackson Kulik

Many problems in engineering and sciences require the solution of large scale optimization constrained by partial differential equations (PDEs). Though PDE-constrained optimization is itself challenging, most applications pose additional…

Optimization and Control · Mathematics 2020-01-06 Joseph Hart , Bart van Bloemen Waanders , Roland Herzog
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