Towards Intrinsically Calibrated Uncertainty Quantification in Industrial Data-Driven Models via Diffusion Sampler
- URL: http://arxiv.org/abs/2604.01870v1
- Date: Thu, 02 Apr 2026 10:28:19 GMT
- Title: Towards Intrinsically Calibrated Uncertainty Quantification in Industrial Data-Driven Models via Diffusion Sampler
- Abstract summary: We introduce a diffusion-based posterior sampling framework that inherently produces well-calibrated predictive uncertainty via faithful posterior sampling.<n>Results highlight diffusion samplers as a principled and scalable paradigm for advancing uncertainty-aware modeling in industrial applications.
- Score: 14.082853486359738
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: In modern process industries, data-driven models are important tools for real-time monitoring when key performance indicators are difficult to measure directly. While accurate predictions are essential, reliable uncertainty quantification (UQ) is equally critical for safety, reliability, and decision-making, but remains a major challenge in current data-driven approaches. In this work, we introduce a diffusion-based posterior sampling framework that inherently produces well-calibrated predictive uncertainty via faithful posterior sampling, eliminating the need for post-hoc calibration. In extensive evaluations on synthetic distributions, the Raman-based phenylacetic acid soft sensor benchmark, and a real ammonia synthesis case study, our method achieves practical improvements over existing UQ techniques in both uncertainty calibration and predictive accuracy. These results highlight diffusion samplers as a principled and scalable paradigm for advancing uncertainty-aware modeling in industrial applications.
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