dc.contributor.author | Christianson, B. | |
dc.contributor.author | Cox, M. | |
dc.date.accessioned | 2009-06-17T10:48:05Z | |
dc.date.available | 2009-06-17T10:48:05Z | |
dc.date.issued | 2006 | |
dc.identifier.citation | Christianson , B & Cox , M 2006 , ' Automatic Propagation of Uncertainties ' , Lecture Notes in Computational Science and Engineering , vol. 50 , pp. 47-58 . https://doi.org/10.1007/3-540-28438-9_4 | |
dc.identifier.issn | 1439-7358 | |
dc.identifier.other | dspace: 2299/3600 | |
dc.identifier.other | ORCID: /0000-0002-3777-7476/work/76728398 | |
dc.identifier.uri | http://hdl.handle.net/2299/3600 | |
dc.description | “The original publication is available at www.springerlink.com”. Copyright Springer. | |
dc.description.abstract | Motivated by problems in metrology, we consider a numerical evaluation program y = f(x) as a model for a measurement process. We use a probability density function to represent the uncertainties in the inputs x and examine some of the consequences of using Automatic Differentiation to propagate these uncertainties to the outputs y.We show how to use a combination of Taylor series propagation and interval partitioning to obtain coverage (confidence) intervals and ellipsoids based on unbiased estimators for means and covariances of the outputs, even where f is sharply non-linear, and even when the level of probability required makes the use of Monte Carlo techniques computationally problematic. | en |
dc.format.extent | 147095 | |
dc.language.iso | eng | |
dc.relation.ispartof | Lecture Notes in Computational Science and Engineering | |
dc.title | Automatic Propagation of Uncertainties | en |
dc.contributor.institution | School of Computer Science | |
dc.contributor.institution | Science & Technology Research Institute | |
dc.contributor.institution | Health & Human Sciences Research Institute | |
dc.contributor.institution | Department of Human and Environmental Sciences | |
dc.description.status | Peer reviewed | |
rioxxterms.versionofrecord | 10.1007/3-540-28438-9_4 | |
rioxxterms.type | Journal Article/Review | |
herts.preservation.rarelyaccessed | true | |