Equivalence of methods for uncertainty propagation of real-valued random variables

DOI10.1016/J.IJAR.2003.07.013zbMATH Open1095.68118OpenAlexW1974961081MaRDI QIDQ707243FDOQ707243

Helen M. Regan, Scott A. Ferson, Daniel J. Berleant

Publication date: 9 February 2005

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ijar.2003.07.013

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zbMATH Keywords

Dempster-Shafer belief functionsDependency boundsInterval probabilitiesUncertainty propagation

Mathematics Subject Classification ID

Reasoning under uncertainty in the context of artificial intelligence (68T37)

Cites Work

• Statool: A tool for distribution envelope determination (DEnv), an interval-based algorithm for arithmetic on random variables
• Title not available (Why is that?)
• An introduction to copulas.
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• Title not available (Why is that?)
• Measures of uncertainty in expert systems
• Probabilistic arithmetic. I: Numerical methods for calculating convolutions and dependency bounds
• Estimates for the Distribution Function of a Sum of Two Random Variables When the Marginal Distributions are Fixed
• Best-possible bounds for the distribution of a sum -- a problem of Kolmogorov
• Bounding the results of arithmetic operations on random variables of unknown dependency using intervals
• Arithmetic and other operations on Dempster-Shafer structures
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Cited In (20)

• Towards combining probabilistic and interval uncertainty in engineering calculations: algorithms for computing statistics under interval uncertainty, and their computational complexity
• An efficient uncertainty propagation method for parameterized probability boxes
• Potential based clouds in robust design optimization
• EMPIRICAL COMPARISON OF METHODS FOR THE HIERARCHICAL PROPAGATION OF HYBRID UNCERTAINTY IN RISK ASSESSMENT, IN PRESENCE OF DEPENDENCES
• Implicit Mean Value and Certainty Equivalence
• Possibility theory and statistical reasoning
• Some properties of a random set approximation to upper and lower distribution functions
• Propagation algorithm for hybrid uncertainty parameters based on polynomial chaos expansion
• Propagation of uncertainties in deterministic systems
• A generalization of \(p\)-boxes to affine arithmetic
• Utilizing belief functions for the estimation of future climate change
• On-line algorithms for computing mean and variance of interval data, and their use in intelligent systems
• Stochastic finite element methods for partial differential equations with random input data
• Unifying practical uncertainty representations. I. Generalized \(p\)-boxes
• Probability boxes on totally preordered spaces for multivariate modelling
• Idempotent version of the Fréchet contingency array problem
• Risk-informed decision-making in the presence of epistemic uncertainty
• Numerical accuracy and efficiency in the propagation of epistemic and aleatory uncertainties
• Geometric constructions with discretized random variables
• Computing best-possible bounds for the distribution of a sum of several variables is NP-hard

Uses Software

• Statool
• RAMAS Risk Calc

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