Computation of Failure Probability Subject to Epistemic Uncertainty

DOI10.1137/120864155zbMath1262.65018OpenAlexW1983233060MaRDI QIDQ4908647

Dongbin Xiu, Jing Li

Publication date: 6 March 2013

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/120864155

zbMATH Keywords

relative entropyfailure probabilityuncertainty quantificationepistemic uncertainty

Mathematics Subject Classification ID

Numerical interpolation (65D05) Multidimensional problems (41A63) Approximation by polynomials (41A10)

Related Items (7)

An Efficient Method for Uncertainty Propagation using Fuzzy Sets ⋮ Sensitivity analysis for rare events based on Rényi divergence ⋮ Uncertainty propagation of p-boxes using sparse polynomial chaos expansions ⋮ Robust Information Divergences for Model-Form Uncertainty Arising from Sparse Data in Random PDE ⋮ Lagrangian Uncertainty Quantification and Information Inequalities for Stochastic Flows ⋮ Uncertainty Quantification for Markov Random Fields ⋮ Path-Space Information Bounds for Uncertainty Quantification and Sensitivity Analysis of Stochastic Dynamics

This page was built for publication: Computation of Failure Probability Subject to Epistemic Uncertainty