Distribution-free risk analysis

DOI10.1016/J.IJAR.2022.04.001OpenAlexW4224046076MaRDI QIDQ2671767

Scott A. Ferson, Edoardo Patelli, Ander Gray, Vladik Ya. Kreinovich

Publication date: 3 June 2022

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

Full work available at URL: https://doi.org/10.1016/j.ijar.2022.04.001

zbMATH Keywords

interval arithmeticdependenceuncertainty propagationprobability boxmoment propagationdistribution-free risk analysis

Mathematics Subject Classification ID

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

Uses Software

• RAMAS Risk Calc
• IntervalArithmetic.jl
• ProbabilityBoundsAnalysis.jl

Cites Work

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• On nonparametric measures of dependence for random variables
• Multivariate dependent interval finite element analysis via convex hull pair constructions and the extended transformation method
• On the Exact Variance of Products
• Absolute Bounds on the Mean and Standard Deviation of Transformed Data for Constant-Sign-Derivative Transformations
• Moment Methods for Decision Analysis
• On the Exact Covariance of Products of Random Variables

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