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Accession Number ADA580235
Title Uncertainty Quantification using Exponential Epi-Splines.
Publication Date Jun 2013
Media Count 9p
Personal Author J. O. Royset N. Sukumar R. J. Wets
Abstract We quantify uncertainty in complex systems by a flexible, nonparametric framework for estimating probability density functions of output quantities of interest. The framework systematically incorporates soft information about the system from engineering judgement and experience to improve the estimates and ensure that they are consistent with prior knowledge. The framework is based on a maximum likelihood criterion with epi-splines facilitating rapid solution of the resulting optimization problems. In four numerical examples with few realizations of the system output, we identify the main features of output densities even for nonsmooth and discontinuous system function and high-dimensional inputs.
Keywords Maximum likelihood estimation
Probability density functions
Uncertainty


 
Source Agency Non Paid ADAS
NTIS Subject Category 72F - Statistical Analysis
Corporate Author Naval Postgraduate School, Monterey, CA.
Document Type Technical report
Title Note Conference paper.
NTIS Issue Number 1325
Contract Number W911NF-10-1-0246 W911NF-12-1-0273

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