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    Optimal Uncertainty Quantification: Distributional Robustness Versus Bayesian Brittleness

    Source: Journal of Medical Devices:;2013:;volume( 007 ):;issue: 004::page 40920
    Author:
    Sullivan, T. J.
    ,
    McKerns, M.
    ,
    Ortiz, M.
    ,
    Owhadi, H.
    ,
    Scovel, C.
    DOI: 10.1115/1.4025786
    Publisher: The American Society of Mechanical Engineers (ASME)
    Abstract: We discuss recent mathematical and computational results on uncertainty quantification (UQ) in the presence of uncertainty about the correct probabilistic and physical models. Such UQ problems can be formulated as constrained optimization problems with information acting as the constraints, with consequent optimal assessments of risk, and advantages for interdisciplinary communication and open science. We also report consequences of this point of view for the robustness of Bayesian methods under prior perturbation.
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      Optimal Uncertainty Quantification: Distributional Robustness Versus Bayesian Brittleness

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    https://yetl.yabesh.ir/yetl1/handle/yetl/152820
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    contributor authorSullivan, T. J.
    contributor authorMcKerns, M.
    contributor authorOrtiz, M.
    contributor authorOwhadi, H.
    contributor authorScovel, C.
    date accessioned2017-05-09T01:01:39Z
    date available2017-05-09T01:01:39Z
    date issued2013
    identifier issn1932-6181
    identifier othermed_007_04_040920.pdf
    identifier urihttp://yetl.yabesh.ir/yetl/handle/yetl/152820
    description abstractWe discuss recent mathematical and computational results on uncertainty quantification (UQ) in the presence of uncertainty about the correct probabilistic and physical models. Such UQ problems can be formulated as constrained optimization problems with information acting as the constraints, with consequent optimal assessments of risk, and advantages for interdisciplinary communication and open science. We also report consequences of this point of view for the robustness of Bayesian methods under prior perturbation.
    publisherThe American Society of Mechanical Engineers (ASME)
    titleOptimal Uncertainty Quantification: Distributional Robustness Versus Bayesian Brittleness
    typeJournal Paper
    journal volume7
    journal issue4
    journal titleJournal of Medical Devices
    identifier doi10.1115/1.4025786
    journal fristpage40920
    journal lastpage40920
    identifier eissn1932-619X
    treeJournal of Medical Devices:;2013:;volume( 007 ):;issue: 004
    contenttypeFulltext
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    DSpace software copyright © 2002-2015  DuraSpace
    نرم افزار کتابخانه دیجیتال "دی اسپیس" فارسی شده توسط یابش برای کتابخانه های ایرانی | تماس با یابش
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