Mathematical modeling | Operations research | Statistical theory | Applied mathematics

Uncertainty quantification

Uncertainty quantification (UQ) is the science of quantitative characterization and reduction of uncertainties in both computational and real world applications. It tries to determine how likely certain outcomes are if some aspects of the system are not exactly known. An example would be to predict the acceleration of a human body in a head-on crash with another car: even if the speed was exactly known, small differences in the manufacturing of individual cars, how tightly every bolt has been tightened, etc., will lead to different results that can only be predicted in a statistical sense. Many problems in the natural sciences and engineering are also rife with sources of uncertainty. Computer experiments on computer simulations are the most common approach to study problems in uncertainty quantification. (Wikipedia).

Uncertainty quantification
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Sensitivity Analysis

Overview of various methods for sensitivity analysis in the UQ of subsurface systems

From playlist Uncertainty Quantification

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Quantization and Heisenberg's Uncertainty Principle

Quantization and Heisenberg's Uncertainty Principle

From playlist 1 hour Special Talks

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Data Science for Uncertainty Quantification

Chapter 3 of the book, covers mostly dimension reduction

From playlist Uncertainty Quantification

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Uncertainty Principle - Klim Efremenko

Klim Efremenko Tel-Aviv University; Member, School of Mathematics April 23, 2013 Informally, uncertainty principle says that function and its Fourier transform can not be both concentrated. Uncertainty principle has a lot of applications in areas like compressed sensing, error correcting c

From playlist Mathematics

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03-1 Falsification of prior uncertainty: method

Using dimension reduction to understand relationship between data and prior

From playlist QUSS GS 260

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Value of Information in the Earth Sciences

Overview, narrated by Tapan Mukerji Eidsvik, J., Mukerji, T. and Bhattacharjya, D., 2015. Value of information in the earth sciences: Integrating spatial modeling and decision analysis. Cambridge University Press.

From playlist Uncertainty Quantification

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Heisenberg's Uncertainty Principle EXPLAINED (for beginners)

Uncertain about what Heisenberg's Uncertainty Principle means? Worry no more - this video is here to help you :) Let's start out this description with timestamps, because this video is super looong. 00:00 - Intro 00:42 - What is Heisenberg's Uncertainty Principle? 02:33 - Classical vs Qu

From playlist Quantum Physics by Parth G

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Uncertainty and Propagation of Errors

A discussion of how to report experimental uncertainty, and how to calculate propagation of errors. Based on the nice video by paulcolor: https://youtu.be/V0ZRvvHfF0E, with some personal edits.

From playlist Experimental Physics

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Uncertainty Spillovers for Markets and Policy - Prof. Lars Hansen

Abstract We live in a world filled with uncertainty. In this essay, I show that featuring this phenomenon more in economic analyses adds to our understanding of how financial markets work and how best to design prudent economic policy. This essay explores methods that allow for a broader

From playlist Uncertainty and Risk

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DDPS | Uncertainty quantification and deep learning for water-hazard prediction by Ajay Harish

Description: As a typhoon makes landfall, it can result in high waves, high winds and a region of low pressure. The difference in the observed and regular sea level can be attributed to this advancing typhoon and is known as storm surge. Such surge when combined with the waves can lead to

From playlist Data-driven Physical Simulations (DDPS) Seminar Series

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Markus Reiher - Uncertainty Quantification of Quantum Chemical Methods - IPAM at UCLA

Recorded 06 May 2022. Markus Reiher ETH Zurich presents "Uncertainty Quantification of Quantum Chemical Methods" at IPAM's Large-Scale Certified Numerical Methods in Quantum Mechanics Workshop. Learn more online at: http://www.ipam.ucla.edu/programs/workshops/workshop-iii-large-scale-certi

From playlist 2022 Large-Scale Certified Numerical Methods in Quantum Mechanics

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Data-centric engineering in aero-engines: Pranay Seshadri, Cambridge

About the event Aero-engines are astonishing engineering feats. They are tasked with the efficient delivery of thrust—some generating as much as 400 kN—whilst adhering to stringent emission and safety regulations. From the centrifugal force acting on each fan blade (equivalent to the weig

From playlist Data-Centric Engineering Seminar Series

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DSI | Leakage and the Reproducibility Crisis in ML-based Science

The use of machine learning (ML) methods for prediction and forecasting has become widespread across the quantitative sciences. However, there are many known methodological pitfalls, including data leakage, in ML-based science. In this talk, I will present results from our investigation of

From playlist DSI Virtual Seminar Series

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Professor Mark Girolami: "Probabilistic Numerical Computation: A New Concept?"

The Turing Lectures: The Intersection of Mathematics, Statistics and Computation - Professor Mark Girolami: "Probabilistic Numerical Computation: A New Concept?" Click the below timestamps to navigate the video. 00:00:09 Introduction by Professor Jared Tanner 00:01:38 Profess

From playlist Turing Lectures

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Stefano Marelli: Metamodels for uncertainty quantification and reliability analysis

Abstract: Uncertainty quantification (UQ) in the context of engineering applications aims aims at quantifying the effects of uncertainty in the input parameters of complex models on their output responses. Due to the increased availability of computational power and advanced modelling tech

From playlist Probability and Statistics

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Some thoughts on Gaussian processes for emulation of deterministic computer models: Michael Stein

Uncertainty quantification (UQ) employs theoretical, numerical and computational tools to characterise uncertainty. It is increasingly becoming a relevant tool to gain a better understanding of physical systems and to make better decisions under uncertainty. Realistic physical systems are

From playlist Effective and efficient gaussian processes

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DDPS | Parameter Subset Selection and Active Subspace Techniques for Engineering & Biological Models

Engineering and biological models generally have a number of parameters which are nonidentifiable in the sense that they are not uniquely determined by measured responses. Furthermore, the computational cost of high-fidelity simulation codes often precludes their direct use for Bayesian m

From playlist Data-driven Physical Simulations (DDPS) Seminar Series

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Percent Uncertainty In Measurement

This video tutorial provides a basic introduction into percent uncertainty. It also discusses topics such as estimated uncertainty, absolute uncertainty, and relative uncertainty. This video provides an example explaining how to calculate the percent uncertainty in the volume of the sphe

From playlist New Physics Video Playlist

Related pages

Further research is needed | Bayes' theorem | Frequentist probability | Moment (mathematics) | Monte Carlo method | Computer experiment | Regression analysis | Mean | Finite difference | Standard error | Markov chain Monte Carlo | Confidence interval | Surrogate model | Multiplier uncertainty | Least squares | Quantification of margins and uncertainties | Variance | Uncertainty | Importance sampling | Probabilistic numerics | Probability distribution | Bayesian probability | Normal distribution | Kriging | Mathematical model | Hyperparameter | Perturbation theory | Finite element method | Polynomial chaos | Reliability engineering | Gaussian process | Fuzzy logic | Interval arithmetic | Partial differential equation | Bayesian inference | Utility | Covariance