Aaron Pim

Aaron Pim, Tristan Pryer

We develop a multilevel Monte Carlo (MLMC) framework for uncertainty quantification with Monte Carlo dropout. Treating dropout masks as a source of epistemic randomness, we define a fidelity hierarchy by the number of stochastic forward passes used to estimate predictive moments. We construct coupled coarse--fine estimators by reusing dropout masks across fidelities, yielding telescoping MLMC estimators for both predictive means and predictive variances that remain unbiased for the corresponding dropout-induced quantities while reducing sampling variance at fixed evaluation budget. We derive explicit bias, variance and effective cost expressions, together with sample-allocation rules across levels. Numerical experiments on forward and inverse PINNs--Uzawa benchmarks confirm the predicted variance rates and demonstrate efficiency gains over single-level MC-dropout at matched cost.

Aaron Pim, Tristan Pryer

Accurate proton dose calculation using Monte Carlo (MC) is computationally demanding in workflows like robust optimisation, adaptive replanning, and probabilistic inference, which require repeated evaluations. To address this, we develop a neural surrogate that integrates Monte Carlo dropout to provide fast, differentiable dose predictions along with voxelwise predictive uncertainty. The method is validated through a series of experiments, starting with a one-dimensional analytic benchmark that establishes accuracy, convergence, and variance decomposition. Two-dimensional bone-water phantoms, generated using TOPAS Geant4, demonstrate the method's behavior under domain heterogeneity and beam uncertainty, while a three-dimensional water phantom confirms scalability for volumetric dose prediction. Across these settings, we separate epistemic (model) from parametric (input) contributions, showing that epistemic variance increases under distribution shift, while parametric variance dominates at material boundaries. The approach achieves significant speedups over MC while retaining uncertainty information, making it suitable for integration into robust planning, adaptive workflows, and uncertainty-aware optimisation in proton therapy.