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• W2083313231 abstract "In many problems uncertainty is a result of lack of knowledge and may not be modeled as random variables/processes because of the lack of probability information. This is often referred to as epistemic uncertainty, and the traditional probabilistic approaches cannot be readily employed. In this paper we present a method to compute upper and lower bounds for the quantity of interest of problems whose uncertain inputs are of epistemic type. The method is based on a variational inequality of relative entropy. The inequality applies to integrable functions and is a notable extension of an existing inequality in the literature. The extension has more flexible applicability and allows one to derive bounds for quantities such as the statistical moments of the problems. We present the theoretical derivation of the bounds, along with numerical examples to illustrate their computations." @default.
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• W2083313231 date "2014-01-01" @default.
• W2083313231 modified "2023-09-27" @default.
• W2083313231 title "On Upper and Lower Bounds for Quantity of Interest in Problems Subject to Epistemic Uncertainty" @default.
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• W2083313231 doi "https://doi.org/10.1137/120892969" @default.
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