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Estimation of a quantity of interest in uncertainty analysis: Some help from Bayesian decision theory
Uncertainty analysis Decision theory Epistemic uncertainty Bayes estimation Predictive estimation
2012/1/11
In the context of risk analysis under uncertainty, we focus here on the problem of estimating a so-called quantity of interest of an uncertainty analysis problem, i.e. a given feature of the probabili...
An inexpensive estimate of failure probability for high-dimensional systems with uncertainty
Robustness Reliability High-dimensional systems Non-linear systems Crash analysis Bayesian inference
2011/11/10
The failure probability of a system at an uncertain state can be estimated within a precise confidence interval using the Monte-Carlo sampling technique. Using this approach, the number of system para...
The effect of parameter uncertainty on achieved safety integrity of safety system
Safety system Importance measure Safety-related uncertainty Global sensitivity analysis Safety integrity level
2011/11/7
This paper introduces the concept of safety-related (SR) uncertainty and the methodology to measure SR uncertainty. SR uncertainty is concerned with the effect of parameter uncertainty on the uncertai...