Robust power series algorithm for epistemic uncertainty propagation in Markov chain models
نویسندگان
چکیده
منابع مشابه
Modeling of Epistemic Uncertainty in Reliability Analysis of Structures Using a Robust Genetic Algorithm
In this paper the fuzzy structural reliability index was determined through modeling epistemic uncertainty arising from ambiguity in statistical parameters of random variables. The First Order Reliability Method (FORM) has been used and a robust genetic algorithm in the alpha level optimization method has been proposed for the determination of the fuzzy reliability index. The sensitivity level ...
متن کاملJoint propagation of ontological and epistemic uncertainty across risk assessment and fuzzy time series models
This paper discusses hybrid probabilistic and fuzzy set approaches to propagating randomness and imprecision in risk assessment and fuzzy time series models. Stochastic and Computational Intelligence methods, such as Probability bounds analysis, Fuzzy -levels analysis, Fuzzy random vectors, Wavelets decomposition and Wavelets Networks are combined to capture different kinds of uncertainty. The...
متن کاملmodeling of epistemic uncertainty in reliability analysis of structures using a robust genetic algorithm
in this paper the fuzzy structural reliability index was determined through modeling epistemic uncertainty arising from ambiguity in statistical parameters of random variables. the first order reliability method (form) has been used and a robust genetic algorithm in the alpha level optimization method has been proposed for the determination of the fuzzy reliability index. the sensitivity level ...
متن کاملCorrelations between parameters in risk models: estimation and propagation of uncertainty by Markov Chain Monte Carlo.
Monte Carlo simulation has become the accepted method for propagating parameter uncertainty through risk models. It is widely appreciated, however, that correlations between input variables must be taken into account if models are to deliver correct assessments of uncertainty in risk. Various two-stage methods have been proposed that first estimate a correlation structure and then generate Mont...
متن کاملStochastic and epistemic uncertainty propagation in LCA
Purpose: When performing uncertainty propagation, most LCA practitioners choose to represent uncertainties by single probability distributions and to propagate them using stochastic methods. However the selection of single probability distributions appears often arbitrary when faced with scarce information or expert judgement (epistemic uncertainty). Possibility theory has been developed over t...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Stochastic Models
سال: 2019
ISSN: 1532-6349,1532-4214
DOI: 10.1080/15326349.2019.1683751