Imprecise random variables, random sets, and Monte Carlo simulation
From MaRDI portal
Publication:324695
DOI10.1016/j.ijar.2016.06.012zbMath1397.60015OpenAlexW2482317651MaRDI QIDQ324695
Thomas Fetz, Michael Oberguggenberger
Publication date: 17 October 2016
Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ijar.2016.06.012
Monte Carlo simulationrandom setsimprecise random variablespropagation of uncertainty through a functionupper and lower probabilities
Related Items (3)
Upper and lower probabilistic preferences in the graph model for conflict resolution ⋮ On the quantification and efficient propagation of imprecise probabilities with copula dependence ⋮ The effect of prior probabilities on quantification and propagation of imprecise probabilities resulting from small datasets
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Modelling uncertainties in limit state functions
- Random sets as imprecise random variables
- On solutions of stochastic differential equations with parameters modeled by random sets
- Adaptive sparse polynomial chaos expansion based on least angle regression
- Computing expectations with continuous \(p\)-boxes: univariate case
- A Monte Carlo-based method for the estimation of lower and upper probabilities of events using infinite random sets of indexable type
- Convex analysis and measurable multifunctions
- On random sets and belief functions
- Set-valued assessments of solutions to stochastic differential equations with random set parameters
- Random intervals as a model for imprecise information
- Bounding Uncertainty in Civil Engineering: Theoretical Background and Applications
- Spectral Methods for Uncertainty Quantification
- Monte Carlo Estimation under Different Distributions Using the Same Simulation
- Introduction to Imprecise Probabilities
- Theory of Random Sets
This page was built for publication: Imprecise random variables, random sets, and Monte Carlo simulation