Bayesian uncertainty quantification for machine-learned models in physics

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Abstract

Being able to quantify uncertainty when comparing a theoretical or computational model to observations is critical to conducting a sound scientific investigation. With the rise of data-driven modelling, understanding various sources of uncertainty and developing methods to estimate them has gained renewed attention. Five researchers discuss uncertainty quantification in machine-learned models with an emphasis on issues relevant to physics problems.

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Gal, Y., Koumoutsakos, P., Lanusse, F., Louppe, G., & Papadimitriou, C. (2022). Bayesian uncertainty quantification for machine-learned models in physics. Nature Reviews Physics, 4(9), 573–577. https://doi.org/10.1038/s42254-022-00498-4

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