Geodetic Institute
Logo Geodetic Institute

What if we do not know correlations?

authored by
Ingo Neumann, Michael Beer, Zitong Gong, Songsak Sriboonchitta, Vladik Kreinovich
Abstract

It is well know how to estimate the uncertainty of the result y of data processing if we know the correlations between all the inputs. Sometimes, however, we have no information about the correlations. In this case, instead of a single value σ of the standard deviation of the result, we get a range [σ̲,σ¯] of possible values. In this paper, we show how to compute this range.

Organisation(s)
Institute for Risk and Reliability
Geodetic Institute
Leibniz Research Centre FZ:GEO
External Organisation(s)
University of Liverpool
Chiang Mai University
University of Texas at El Paso
Type
Contribution to book/anthology
Pages
78-85
No. of pages
8
Publication date
20.12.2017
Publication status
Published
Peer reviewed
Yes
ASJC Scopus subject areas
Artificial Intelligence
Electronic version(s)
https://doi.org/10.1007/978-3-319-73150-6_5 (Access: Unknown)
 

Details in the research portal "Research@Leibniz University"