Towards combining probabilistic and interval uncertainty in engineering calculations: algorithms for computing statistics under interval uncertainty, and their computational complexity

DOI10.1007/S11155-006-9015-4zbMath1104.65010OpenAlexW2020583713MaRDI QIDQ854767

Roberto Torres, Scott A. Starks, Asis Nayak, Martine Ceberio, Roberto Araiza, Janos G. Hajagos, Jan Beck, Gang Xiang, Luc Longpré, Raj Kandathi, Vladik Ya. Kreinovich

Publication date: 6 December 2006

Published in: Reliable Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11155-006-9015-4

zbMATH Keywords

correlationcomputational complexityinterval analysismeanvariancesurvey paperinterval uncertaintyautocorrelationprobabilistic uncertainty

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) General methods in interval analysis (65G40) Complexity and performance of numerical algorithms (65Y20)

Related Items (13)

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Uses Software

• Statool
• RAMAS Risk Calc

Cites Work

• Equivalence of methods for uncertainty propagation of real-valued random variables
• Probabilistic arithmetic. I: Numerical methods for calculating convolutions and dependency bounds
• Bounding the results of arithmetic operations on random variables of unknown dependency using intervals
• Probabilities, intervals, what next? Optimization problems related to extension of interval computations to situations with partial information about probabilities
• Statool: A tool for distribution envelope determination (DEnv), an interval-based algorithm for arithmetic on random variables
• Estimating and validating the cumulative distribution of a function of random variables: Toward the development of distribution arithmetic
• Interval analysis and fuzzy set theory
• On-line algorithms for computing mean and variance of interval data, and their use in intelligent systems
• Outlier detection under interval uncertainty: algorithmic solvability and computational complexity
• Exact bounds on finite populations of interval data
• Fast algorithm for computing the upper endpoint of sample variance for interval data: Case of sufficiently accurate measurements
• Characterizations of the class Δ^ta₂ over Euclidean spaces
• Absolute Bounds on the Mean and Standard Deviation of Transformed Data for Constant-Sign-Derivative Transformations
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