International Journal for Uncertainty Quantification国际不确定性量化杂志
International Journal for Uncertainty Quantification(英文缩写 INT J UNCERTAIN QUAN),ISSN 2152-5080,eISSN 2152-5099,中文译名:国际不确定性量化杂志 是一本学术期刊。本页汇总该期刊的最新影响因子、分区信息以及最新收录于 PubMed 的文献,帮助您快速了解期刊全貌。
发文量统计区间：2025-10-01 至 2026-09-30，按本站收录文献的发表日期统计。
期刊介绍
历年影响因子趋势
| JCR 数据年份 | 影响因子 | JCR 分区 |
|---|---|---|
| 2021 | 1.544 | Q3 |
| 2022 | 1.700 | Q3 |
| 2023 | 1.500 | Q2 |
| 2024 | 1.800 | Q2 |
| 2025 | 1.600 | Q3 |
International Journal for Uncertainty Quantification 最新收录文献
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1. EMBEDDED NONLOCAL OPERATOR REGRESSION (ENOR): QUANTIFYING MODEL ERROR IN LEARNING NONLOCAL OPERATORS.
PMID:日期:2025-07-29Nonlocal, integral operators have become an efficient surrogate for bottom-up homogenization, due to their ability to represent long-range dependence and multiscale effects. However, the nonlocal homogenized model has unavoidable discrepancy from the microscale model. Such errors accumulate and propagate in long-term simulations, making the resultant prediction unreliable. To develop a robust and reliable bottom-up homogenization framework, we propose a new framework, which we coin Embedded Nonlocal Operator Regression (ENOR), to learn a nonlocal homogenized surrogate model and its structural model error. This framework provides discrepancy-adaptive uncertainty quantification for homogenized material response predictions in long-term simulations. The method is built on Nonlocal Operator Regression (NOR), an optimization-based nonlocal kernel learning approach, together with an embedded model error term in the trainable kernel. Then, Bayesian inference is employed to infer the model error term parameters together with the kernel parameters. To make the problem computationally feasible, we use a multilevel delayed acceptance Markov chain Monte Carlo (MLDA-MCMC) method, enabling efficient Bayesian model calibration and model error estimation. We apply this technique to predict long-term wave propagation in a heterogeneous one-dimensional bar, and compare its performance with additive noise models. Owing to its ability to capture model error, the learned ENOR achieves improved estimation of posterior predictive uncertainty.
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2. MULTIFIDELITY ESTIMATORS FOR CORONARY CIRCULATION MODELS UNDER CLINICALLY INFORMED DATA UNCERTAINTY.
PMID:日期:2020-09-22Numerical models are increasingly used for noninvasive diagnosis and treatment planning in coronary artery disease, where service-based technologies have proven successful in identifying hemodynamically significant and hence potentially dangerous vascular anomalies. Despite recent progress towards clinical adoption, many results in the field are still based on a deterministic characterization of blood flow, with no quantitative assessment of the variability of simulation outputs due to uncertainty from multiple sources. In this study, we focus on parameters that are essential to construct accurate patient-specific representations of the coronary circulation, such as aortic pressure waveform and intramyocardial pressure, and quantify how their uncertainty affects clinically relevant model outputs. We construct a deformable model of the left coronary artery subject to a prescribed inlet pressure and with open-loop outlet boundary conditions, treating fluid-structure interaction through an arbitrary-Lagrangian-Eulerian framework. Random input uncertainty is estimated directly from repeated clinical measurements from intracoronary catheterization and complemented by literature data. We also achieve significant computational cost reductions in uncertainty propagation thanks to multifidelity Monte Carlo estimators of the outputs of interest, leveraging the ability to generate, at practically no cost, one- and zero-dimensional low-fidelity representations of left coronary artery flow, with appropriate boundary conditions. The results demonstrate how the use of multifidelity control variate estimators leads to significant reductions in variance and accuracy improvements with respect to traditional Monte Carlo. In particular, the combination of three-dimensional hemodynamics simulations and zero-dimensional lumped parameter network models produces the best results, with only a negligible (less than 1%) computational overhead.
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3. BAYESIAN INFERENCE OF STOCHASTIC REACTION NETWORKS USING MULTIFIDELITY SEQUENTIAL TEMPERED MARKOV CHAIN MONTE CARLO.
PMID:日期:2020Stochastic reaction network models are often used to explain and predict the dynamics of gene regulation in single cells. These models usually involve several parameters, such as the kinetic rates of chemical reactions, that are not directly measurable and must be inferred from experimental data. Bayesian inference provides a rigorous probabilistic framework for identifying these parameters by finding a posterior parameter distribution that captures their uncertainty. Traditional computational methods for solving inference problems such as Markov Chain Monte Carlo methods based on classical Metropolis-Hastings algorithm involve numerous serial evaluations of the likelihood function, which in turn requires expensive forward solutions of the chemical master equation (CME). We propose an alternate approach based on a multifidelity extension of the Sequential Tempered Markov Chain Monte Carlo (ST-MCMC) sampler. This algorithm is built upon Sequential Monte Carlo and solves the Bayesian inference problem by decomposing it into a sequence of efficiently solved subproblems that gradually increase both model fidelity and the influence of the observed data. We reformulate the finite state projection (FSP) algorithm, a well-known method for solving the CME, to produce a hierarchy of surrogate master equations to be used in this multifidelity scheme. To determine the appropriate fidelity, we introduce a novel information-theoretic criteria that seeks to extract the most information about the ultimate Bayesian posterior from each model in the hierarchy without inducing significant bias. This novel sampling scheme is tested with high performance computing resources using biologically relevant problems.
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4. INTERACTIVE VISUALIZATION OF PROBABILITY AND CUMULATIVE DENSITY FUNCTIONS.
PMID:日期:2012The probability density function (PDF), and its corresponding cumulative density function (CDF), provide direct statistical insight into the characterization of a random process or field. Typically displayed as a histogram, one can infer probabilities of the occurrence of particular events. When examining a field over some two-dimensional domain in which at each point a PDF of the function values is available, it is challenging to assess the global (stochastic) features present within the field. In this paper, we present a visualization system that allows the user to examine two-dimensional data sets in which PDF (or CDF) information is available at any position within the domain. The tool provides a contour display showing the normed difference between the PDFs and an ansatz PDF selected by the user and, furthermore, allows the user to interactively examine the PDF at any particular position. Canonical examples of the tool are provided to help guide the reader into the mapping of stochastic information to visual cues along with a description of the use of the tool for examining data generated from an uncertainty quantification exercise accomplished within the field of electrophysiology.