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Machine learning models have emerged as a very effective strategy to sidestep time-consuming electronic-structure calculations, enabling accurate simulations of greater size, time scale and complexity. Given the interpolative nature of…

We overview some recent results in the field of uncertainty quantification for kinetic equations and related problems with random inputs. Uncertainties may be due to various reasons, such as lack of knowledge on the microscopic interaction…

数值分析 · 数学 2020-04-13 Lorenzo Pareschi

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…

机器学习 · 统计学 2025-09-23 Xiaoping Du

Functional data analysis is proved to be useful in many scientific applications. The physical process is observed as curves and often there are several curves observed due to multiple subjects, providing the replicates in statistical sense.…

统计方法学 · 统计学 2018-01-30 Tapabrata Maiti , Abolfazl Safikhani , Ping-Shou Zhong

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…

系统与控制 · 电气工程与系统科学 2020-12-18 Sebastian Kersting , Michael Kohler

We consider kinetic vehicular traffic flow models of BGK type. Considering different spatial and temporal scales, those models allow to derive a hierarchy of traffic models including a hydrodynamic description. In this paper, the kinetic…

数值分析 · 数学 2021-08-18 Michael Herty , Elisa Iacomini

A key factor in ensuring the accuracy of computer simulations that model physical systems is the proper calibration of their parameters based on real-world observations or experimental data. Inevitably, uncertainties arise, and Bayesian…

计算工程、金融与科学 · 计算机科学 2026-02-25 Daniel Andrés Arcones , Martin Weiser , Phaedon-Stelios Koutsourelakis , Jörg F. Unger

In this paper, we study the problem of uncertainty estimation and calibration for LLMs. We begin by formulating the uncertainty estimation problem, a relevant yet underexplored area in existing literature. We then propose a supervised…

机器学习 · 计算机科学 2024-10-24 Linyu Liu , Yu Pan , Xiaocheng Li , Guanting Chen

Due to lack of scientific understanding, some mechanisms may be missing in mathematical modeling of complex phenomena in science and engineering. These mathematical models thus contain some uncertainties such as uncertain parameters. One…

概率论 · 数学 2012-04-05 Jinqiao Duan , Ting Gao , Guowei He

We present a method to quantify uncertainty in the predictions made by simulations of mathematical models that can be applied to a broad class of stochastic, discrete, and differential equation models. Quantifying uncertainty is crucial for…

机器学习 · 统计学 2015-03-05 Kyle S. Hickmann , James M. Hyman , Sara Y. Del Valle

Statistical estimation of the prediction uncertainty of physical models is typically hindered by the inadequacy of these models due to various approximations they are built upon. The prediction errors due to model inadequacy can be handled…

数据分析、统计与概率 · 物理学 2017-09-11 Pascal Pernot

The Guide to the Expression of Uncertainty in Measurement (GUM) mainly deals with measurement models having only a single output quantity. However, in many cases more than one output quantity is required, where all of them are related to a…

数据分析、统计与概率 · 物理学 2011-04-29 Michael P. Krystek

In this article we study the problem of quantifying the uncertainty in an experiment with a technical system. We propose new density estimates which combine observed data of the technical system and simulated data from an (imperfect)…

统计理论 · 数学 2020-12-21 Sebastian Kersting , Michael Kohler

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),…

The BGK model kinetic equation is applied to spatially inhomogeneous states near steady uniform shear flow. The shear rate of the reference steady state can be large so the states considered include those very far from equilibrium. The…

统计力学 · 物理学 2009-10-30 Mirim Lee , James W. Dufty

The vast majority of stochastic simulation models are imperfect in that they fail to exactly emulate real system dynamics. The inexactness of the simulation model, or model discrepancy, can impact the predictive accuracy and usefulness of…

统计方法学 · 统计学 2017-07-21 Matthew Plumlee , Henry Lam

We address the problem of uncertainty quantification and propose measures of total, aleatoric, and epistemic uncertainty based on a known decomposition of (strictly) proper scoring rules, a specific type of loss function, into a divergence…

机器学习 · 计算机科学 2025-05-29 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

Climate models are generally calibrated manually by comparing selected climate statistics, such as the global top-of-atmosphere energy balance, to observations. The manual tuning only targets a limited subset of observational data and…

大气与海洋物理 · 物理学 2022-04-06 Michael F. Howland , Oliver R. A. Dunbar , Tapio Schneider

Non-equilibrium modifications of the nuclear equation of state are assessed in the framework of Extended Irreversible Thermodynamics. The expected size of the non-equilibrium corrections to quantities like the nuclear-matter…

核理论 · 物理学 2009-10-30 George Fai , Pawel Danielewicz

Uncertainty quantification (UQ) is a vital step in using mathematical models and simulations to take decisions. The field of cardiac simulation has begun to explore and adopt UQ methods to characterise uncertainty in model inputs and how…

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