Monte-Carlo-type techniques for processing interval uncertainty, and their potential engineering applications

DOI10.1007/s11155-006-9021-6zbMath1106.65043OpenAlexW1970185654MaRDI QIDQ858161

Scott A. Starks, G. Randy Keller, Carlos Ferregut, Araceli Sanchez, Jan Beck, Matthew G. Averill, Vladik Ya. Kreinovich

Publication date: 8 January 2007

Published in: Reliable Computing (Search for Journal in Brave)

Full work available at URL: https://digitalcommons.utep.edu/cgi/viewcontent.cgi?article=1308&context=cs_techrep

zbMATH Keywords

sensitivity analysisnumerical examplesinterval analysisstatistical methodsMonte-Carlo-type simulations

Mathematics Subject Classification ID

Monte Carlo methods (65C05) General methods in interval analysis (65G40) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (6)

Interval versions of statistical techniques with applications to environmental analysis, bioinformatics, and privacy in statistical databases ⋮ Advanced method to estimate reliability-based sensitivity of mechanical components with strongly nonlinear performance function ⋮ A comprehensive framework for verification, validation, and uncertainty quantification in scientific computing ⋮ Hybrid spatial uncertainty analysis for the estimation of imprecise failure probabilities in laser sintered PA-12 parts ⋮ A novel interval finite element method based on the improved interval analysis ⋮ Reliability sensitivity analysis with random and interval variables

Uses Software

• INTOPT_90
• RAMAS Risk Calc

Cites Work

• A distribution-free approach to inducing rank correlation among input variables
• Estimating uncertainties for geophysical tomography
• Rigorous global search: continuous problems
• Computational complexity and feasibility of data processing and interval computations
• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• Uncertainty and sensitivity analysis in the presence of stochastic and subjective uncertainty
• Sensitivity Analysis in Practice
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