A Search Algorithm for Calculating Validated Reliability Bounds

A Search Algorithm for Calculating Validated Reliability Bounds The search algorithm presented allows the CDF of a dependent variable to be bounded with 100% confidence, and allows for a guaranteed evaluation of the error involved. These reliability bounds are often enough to make decisions, and often require a minimal number of function evaluations. The procedure is not intrusive, i.e. it can be equally applied when the function is a complex computer model (black box). The proposed procedure can handle input information consisting of probabilistic, interval-valued, set-valued, or random-set-valued information, as well as any combination thereof. The function as well as the joint pdf of the input variables can be of any type. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Reliable Computing Springer Journals

A Search Algorithm for Calculating Validated Reliability Bounds

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Publisher
Springer Netherlands
Copyright
Copyright © 2007 by Springer Science + Business Media B.V.
Subject
Mathematics; Numeric Computing; Mathematical Modeling and Industrial Mathematics; Approximations and Expansions; Computational Mathematics and Numerical Analysis
ISSN
1385-3139
eISSN
1573-1340
D.O.I.
10.1007/s11155-006-9025-2
Publisher site
See Article on Publisher Site

Abstract

The search algorithm presented allows the CDF of a dependent variable to be bounded with 100% confidence, and allows for a guaranteed evaluation of the error involved. These reliability bounds are often enough to make decisions, and often require a minimal number of function evaluations. The procedure is not intrusive, i.e. it can be equally applied when the function is a complex computer model (black box). The proposed procedure can handle input information consisting of probabilistic, interval-valued, set-valued, or random-set-valued information, as well as any combination thereof. The function as well as the joint pdf of the input variables can be of any type.

Journal

Reliable ComputingSpringer Journals

Published: Dec 20, 2006

References

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