cs.LGApr 2, 2026

Towards Intrinsically Calibrated Uncertainty Quantification in Industrial Data-Driven Models via Diffusion Sampler

Authors: Yiran Ma, Jerome Le Ny, Zhichao Chen, Zhihuan Song

Organizations: College of Control Science and Engineering, Zhejiang University, Hangzhou, 310027, China · Electrical Engineering Department, Polytechnique Montreal, and with GERAD, Montreal, QC H3T 1J4, Canada · State Key Lab of General AI, School of Intelligence Science and Technology, Peking University, Beijing 100871, China · Guangdong Provincial Key Laboratory of Petrochemical Equipment Fault Diagnosis, Guangdong University of Petrochemical Technology, Maoming, 525000, China, and also with the College of Control Science and Engineering, Zhejiang University, Hangzhou, 310027, China

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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