Physical Sciences and Mathematics Commons^™

Need For Techniques Intermediate Between Interval And Probabilistic Ones, Olga Kosheleva, Vladik Kreinovich

Departmental Technical Reports (CS)

In high performance computing, when we process a large amount of data, we do not have much information about the dependence between measurement errors corresponding to different inputs. To gauge the uncertainty of the result of data processing, the two usual approaches are: the interval approach, when we consider the worst-case scenario in which all measurement errors are strongly correlated, and the probabilistic approach, when we assume that all these errors are independent. The problem is that usually, the interval approach leads to too pessimistic, too large uncertainty estimates, while the probabilistic approach often underestimates the resulting uncertainty. To get …

Need To Combine Interval And Probabilistic Uncertainty: What Needs To Be Computed, What Can Be Computed, What Can Be Feasibly Computed, And How Physics Can Help, Julio Urenda, Vladik Kreinovich, Olga Kosheleva

Departmental Technical Reports (CS)

In many practical situations, the quantity of interest is difficult to measure directly. In such situations, to estimate this quantity, we measure easier-to-measure quantities which are related to the desired one by a known relation, and we use the results of these measurement to estimate the desired quantity. How accurate is this estimate?

Traditional engineering approach assumes that we know the probability distributions of measurement errors; however, in practice, we often only have partial information about these distributions. In some cases, we only know the upper bounds on the measurement errors; in such cases, the only thing we know about …

Need To Combine Interval And Probabilistic Uncertainty: What Needs To Be Computed, What Can Be Computed, What Can Be Feasibly Computed, And How Physics Can Help, Songsak Sriboonchitta, Thach N. Nguyen, Vladik Kreinovich, Hung T. Nguyen

Departmental Technical Reports (CS)

In many practical situations, the quantity of interest is difficult to measure directly. In such situations, to estimate this quantity, we measure easier-to-measure quantities which are related to the desired one by a known relation, and we use the results of these measurement to estimate the desired quantity. How accurate is this estimate?

Traditional engineering approach assumes that we know the probability distributions of measurement errors; however, in practice, we often only have partial information about these distributions. In some cases, we only know the upper bounds on the measurement errors; in such cases, the only thing we know about …

How To Deal With Uncertainties In Computing: From Probabilistic And Interval Uncertainty To Combination Of Different Approaches, With Applications To Engineering And Bioinformatics, Vladik Kreinovich

Departmental Technical Reports (CS)

Most data processing techniques traditionally used in scientific and engineering practice are statistical. These techniques are based on the assumption that we know the probability distributions of measurement errors etc.

In practice, often, we do not know the distributions, we only know the bound D on the measurement accuracy -- hence, after the get the measurement result X, the only information that we have about the actual (unknown) value x of the measured quantity is that $x$ belongs to the interval [X − D, X + D]. Techniques for data processing under such interval uncertainty are called interval computations; these …