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There is wide agreement that the accuracy of turbulence models suffer from their sensitivity with respect to physical input data, the uncertainties of user-elected parameters, as well as the model inadequacy. However, the application of…

数值分析 · 数学 2015-08-07 Hoang A. Tran , Clayton G. Webster , Guannan Zhang

Accurate quantification of model uncertainty has long been recognized as a fundamental requirement for trusted AI. In regression tasks, uncertainty is typically quantified using prediction intervals calibrated to a specific operating point,…

机器学习 · 计算机科学 2021-06-03 Jiri Navratil , Benjamin Elder , Matthew Arnold , Soumya Ghosh , Prasanna Sattigeri

This paper presents an efficient surrogate modeling strategy for the uncertainty quantification and Bayesian calibration of a hydrological model. In particular, a process-based dynamical urban drainage simulator that predicts the discharge…

统计计算 · 统计学 2019-11-14 Joseph B. Nagel , Jörg Rieckermann , Bruno Sudret

In this study, we propose a novel surrogate modelling approach to efficiently and accurately approximate the response of complex dynamical systems driven by time-varying Recently, there has been increased interest in assessing the seismic…

统计计算 · 统计学 2024-05-08 C. Nardin , S. Marelli , O. S. Bursi , B. Sudret , M. Broccardo

The goal of this research is to derive an approach to assess uncertainty in an arbitrary volume conditioned by sampling data, without using geostatistical simulation. We have accomplished this goal by deriving an numerical tool suitable for…

统计方法学 · 统计学 2019-07-22 Alvaro I. Riquelme , Julian M. Ortiz

Machine learning models play a vital role in time series forecasting. These models, however, often overlook an important element: point uncertainty estimates. Incorporating these estimates is crucial for effective risk management, informed…

机器学习 · 计算机科学 2024-09-11 Leonid Erlygin , Vladimir Zholobov , Valeriia Baklanova , Evgeny Sokolovskiy , Alexey Zaytsev

Interpretability and uncertainty quantification in machine learning can provide justification for decisions, promote scientific discovery and lead to a better understanding of model behavior. Symbolic regression provides inherently…

神经与进化计算 · 计算机科学 2022-11-23 G. F. Bomarito , P. E. Leser , N. C. M Strauss , K. M. Garbrecht , J. D. Hochhalter

We present a Bayesian perspective on quantifying the uncertainty of graph signals estimated or reconstructed from imperfect observations. We show that many conventional methods of graph signal estimation, reconstruction and imputation, can…

信号处理 · 电气工程与系统科学 2025-05-22 Lennard Rompelberg , Michael T. Schaub

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…

Iterative geostatistical seismic inversion integrates seismic and well data to infer the spatial distribution of subsurface elastic properties. These methods provide limited assessment to the spatial uncertainty of the inverted elastic…

地球物理 · 物理学 2018-10-18 Pedro Pereira , Fernando Bordignon , Leonardo Azevedo , Ruben Nunes , Amilcar Soares

Spatial dynamic microsimulations probabilistically project geographically referenced units with individual characteristics over time. Like any projection method, their outcomes are inherently uncertain and sensitive to multiple factors.…

统计计算 · 统计学 2025-11-19 Morgane Dumont , Ahmed Alsaloum , Julian Ernst , Jan Weymeirsch , Ralf Münnich

Gaussian process modeling is a standard tool for building emulators for computer experiments, which are usually used to study deterministic functions, for example, a solution to a given system of partial differential equations. This work…

统计理论 · 数学 2021-10-01 Wenjia Wang

How to accurately quantify the uncertainty of stochastic dynamical responses affected by uncertain loads and structural parameters is an important issue in structural safety and reliability analysis. In this paper, the conditional…

计算工程、金融与科学 · 计算机科学 2025-01-03 Feng Wu , Yuelin Zhao , Li Zhu

Reliable uncertainty estimates are crucial in modern machine learning. Deep Gaussian Processes (DGPs) and Deep Sigma Point Processes (DSPPs) extend GPs hierarchically, offering promising methods for uncertainty quantification grounded in…

机器学习 · 统计学 2025-04-25 Matthijs van der Lende , Jeremias Lino Ferrao , Niclas Müller-Hof

A rapid decline in mortality and fertility has become major issues in many developed countries over the past few decades. A precise model for forecasting demographic movements is important for decision making in social welfare policies and…

机器学习 · 统计学 2024-12-30 Ka Kin Lam , Bo Wang

This paper presents a novel numerical method for the hybrid reliability analysis by using the uncertainty theory. Aleatory uncertainty and epistemic uncertainty are considered simultaneously in this method. Epistemic uncertainty is…

计算工程、金融与科学 · 计算机科学 2020-09-18 Lei Zhang

Optimization problems with uncertain black-box constraints, modeled by warped Gaussian processes, have recently been considered in the Bayesian optimization setting. This work introduces a new class of constraints in which the same…

最优化与控制 · 数学 2020-06-16 Johannes Wiebe , Inês Cecílio , Jonathan Dunlop , Ruth Misener

Kolmogorov-Arnold Networks have emerged as interpretable alternatives to traditional multi-layer perceptrons. However, standard implementations lack principled uncertainty quantification capabilities essential for many scientific…

机器学习 · 计算机科学 2025-12-10 Y. Sungtaek Ju

Evaluation of per-sample uncertainty quantification from neural networks is essential for decision-making involving high-risk applications. A common approach is to use the predictive distribution from Bayesian or approximation models and…

机器学习 · 计算机科学 2025-09-12 H. Martin Gillis , Isaac Xu , Thomas Trappenberg

Gaussian process regression (GPR) has been a well-known machine learning method for various applications such as uncertainty quantifications (UQ). However, GPR is inherently a data-driven method, which requires sufficiently large dataset.…

机器学习 · 计算机科学 2023-05-03 Cheng Chang , Tieyong Zeng