Imprecise random variables, random sets, and Monte Carlo simulation
From MaRDI portal
Publication:324695
DOI10.1016/j.ijar.2016.06.012zbMath1397.60015MaRDI 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 simulation; random sets; imprecise random variables; propagation of uncertainty through a function; upper and lower probabilities
Related Items
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