What if we do not know correlations?
- authored by
- Ingo Neumann, Michael Beer, Zitong Gong, Songsak Sriboonchitta, Vladik Kreinovich
- Abstract
It is well know how to estimate the uncertainty of the result y of data processing if we know the correlations between all the inputs. Sometimes, however, we have no information about the correlations. In this case, instead of a single value σ of the standard deviation of the result, we get a range [σ̲,σ¯] of possible values. In this paper, we show how to compute this range.
- Organisation(s)
-
Institute for Risk and Reliability
Geodetic Institute
Leibniz Research Centre FZ:GEO
- External Organisation(s)
-
University of Liverpool
Chiang Mai University
University of Texas at El Paso
- Type
- Contribution to book/anthology
- Pages
- 78-85
- No. of pages
- 8
- Publication date
- 20.12.2017
- Publication status
- Published
- Peer reviewed
- Yes
- ASJC Scopus subject areas
- Artificial Intelligence
- Electronic version(s)
-
https://doi.org/10.1007/978-3-319-73150-6_5 (Access:
Closed)
-
Details in the research portal "Research@Leibniz University"
