OXFORD UNIVERSITY  COMPUTING LABORATORY

Uncertainty Quantification Methods

Uncertainty quantification can be done using probabistic methods or deterministic methods. In probabilistic methods, the uncertainty is represented as a probability distribution function (PDF) or cummulative distribution function (CDF). See thesis by Mantis (ASDL, Gatech) where a strong case has been made for the routine use of CDFs and their propagation using Bayesian statistics.
    Deterministic quantification of uncertainty can be done using interval analysis, Dempster-Shafer theory, convex modelling and fuzzy computation method. It is only advisable to use deterministic model in case of inadequate data or computation power. Presently we are focusing on the probabilistic methods.

The next issue in the quantification of uncertainty is the processing of raw data available from the measurements. Darmofal et. al. have suggested Principal Component Analysis (PCA) for this. We are investigating this matter presently. For a more indepth introduction of this approach, please refer to the PhD thesis by Garzon here.

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