相关论文: MCMC Informed Neural Emulators for Uncertainty Qua…

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…

Based on our recent research on neural heuristic quantization systems, we propose an emulation problem consistent with the neuromimetic paradigm. This optimal quantization problem can be solved with model predictive control (MPC) by…

Various real-world scientific applications involve the mathematical modeling of complex uncertain systems with numerous unknown parameters. Accurate parameter estimation is often practically infeasible in such systems, as the available…

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…

Model Predictive Control (MPC) is an optimal control algorithm with strong stability and robustness guarantees. Despite its popularity in robotics and industrial applications, the main challenge in deploying MPC is its high computation…

Neural networks for LHC physics have to be accurate, reliable, and controlled. Using neural surrogates for the prediction of loop amplitudes as a use case, we first show how activation functions are systematically tested with…

A DC OPF surrogate modeling framework is developed for Monte Carlo (MC) sampling-based risk quantification in power grid operation. MC simulation necessitates solving a large number of DC OPF problems corresponding to the samples of…

Model Predictive Controllers (MPC) are widely used for controlling cyber-physical systems. It is an iterative process of optimizing the prediction of the future states of a robot over a fixed time horizon. MPCs are effective in practice,…

In this report, we present qualitative analysis of Monte Carlo (MC) dropout method for measuring model uncertainty in neural network (NN) models. We first consider the sources of uncertainty in NNs, and briefly review Bayesian Neural…

In this paper we introduce a novel way of estimating prediction uncertainty in deep networks through the use of uncertainty surrogates. These surrogates are features of the penultimate layer of a deep network that are forced to match…

Markov chain Monte Carlo (MCMC) algorithms provide a very general recipe for estimating properties of complicated distributions. While their use has become commonplace and there is a large literature on MCMC theory and practice, MCMC users…

Building on our recent research on neural heuristic quantization systems, results on learning quantized motions and resilience to channel dropouts are reported. We propose a general emulation problem consistent with the neuromimetic…

The performance of land surface models (LSMs) significantly affects the understanding of atmospheric and related processes. Many of the LSMs' soil and vegetation parameters were unknown so that it is crucially important to efficiently…

In this work, we consider the problem of estimating the probability distribution, the quantile or the conditional expectation above the quantile, the so called conditional-value-at-risk, of output quantities of complex random differential…

We develop a multilevel Monte Carlo (MLMC) framework for uncertainty quantification with Monte Carlo dropout. Treating dropout masks as a source of epistemic randomness, we define a fidelity hierarchy by the number of stochastic forward…

Neural PDE surrogates are often deployed in data-limited or partially observed regimes where downstream decisions depend on calibrated uncertainty in addition to low prediction error. Existing approaches obtain uncertainty through ensemble…

We present a framework for automatically structuring and training fast, approximate, deep neural surrogates of stochastic simulators. Unlike traditional approaches to surrogate modeling, our surrogates retain the interpretable structure and…

Quantifying uncertainty in deep regression models is important both for understanding the confidence of the model and for safe decision-making in high-risk domains. Existing approaches that yield prediction intervals overlook distributional…

We provide single-model estimates of aleatoric and epistemic uncertainty for deep neural networks. To estimate aleatoric uncertainty, we propose Simultaneous Quantile Regression (SQR), a loss function to learn all the conditional quantiles…

Deep learning has emerged as a promising paradigm to give access to highly accurate predictions of molecular and materials properties. A common short-coming shared by current approaches, however, is that neural networks only give point…