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  2. Uncertainty quantification - Wikipedia

    en.wikipedia.org/wiki/Uncertainty_quantification

    There are two major types of problems in uncertainty quantification: one is the forward propagation of uncertainty (where the various sources of uncertainty are propagated through the model to predict the overall uncertainty in the system response) and the other is the inverse assessment of model uncertainty and parameter uncertainty (where the ...

  3. Conformal prediction - Wikipedia

    en.wikipedia.org/wiki/Conformal_prediction

    Conformal prediction (CP) is a machine learning framework for uncertainty quantification that produces statistically valid prediction regions (prediction intervals) for any underlying point predictor (whether statistical, machine, or deep learning) only assuming exchangeability of the data. CP works by computing nonconformity scores on ...

  4. Sensitivity analysis - Wikipedia

    en.wikipedia.org/wiki/Sensitivity_analysis

    Identify the model output to be analysed (the target of interest should ideally have a direct relation to the problem tackled by the model). Run the model a number of times using some design of experiments, [15] dictated by the method of choice and the input uncertainty. Using the resulting model outputs, calculate the sensitivity measures of ...

  5. Quantification of margins and uncertainties - Wikipedia

    en.wikipedia.org/wiki/Quantification_of_margins...

    Quantification of Margins and Uncertainty (QMU) is a decision support methodology for complex technical decisions. QMU focuses on the identification, characterization, and analysis of performance thresholds and their associated margins for engineering systems that are evaluated under conditions of uncertainty, particularly when portions of those results are generated using computational ...

  6. Multifidelity simulation - Wikipedia

    en.wikipedia.org/wiki/Multifidelity_simulation

    Machine learning can be used to train statistical models that predict expert behavior, provided that an adequate amount of high-fidelity (i.e., real-world) data are available or can be produced. [ 8 ]

  7. Negative log predictive density - Wikipedia

    en.wikipedia.org/wiki/Negative_log_predictive...

    A smaller value is better. Importantly the NLPD assesses the quality of the model's uncertainty quantification. It is used for both regression and classification. To compute: (1) find the probabilities given by the model to the true labels. (2) find the negative log of this product.

  8. Statistical relational learning - Wikipedia

    en.wikipedia.org/.../Statistical_relational_learning

    [1] [2] Typically, the knowledge representation formalisms developed in SRL use (a subset of) first-order logic to describe relational properties of a domain in a general manner (universal quantification) and draw upon probabilistic graphical models (such as Bayesian networks or Markov networks) to model the uncertainty; some also build upon ...

  9. Uncertainty analysis - Wikipedia

    en.wikipedia.org/wiki/Uncertainty_analysis

    In physical experiments uncertainty analysis, or experimental uncertainty assessment, deals with assessing the uncertainty in a measurement.An experiment designed to determine an effect, demonstrate a law, or estimate the numerical value of a physical variable will be affected by errors due to instrumentation, methodology, presence of confounding effects and so on.