Pragmatic aspects of uncertainty propagation: A conceptual review

Handle URI:
http://hdl.handle.net/10754/577255
Title:
Pragmatic aspects of uncertainty propagation: A conceptual review
Authors:
Thacker, W.Carlisle; Iskandarani, Mohamad; Gonçalves, Rafael C.; Srinivasan, Ashwanth; Knio, Omar
Abstract:
When quantifying the uncertainty of the response of a computationally costly oceanographic or meteorological model stemming from the uncertainty of its inputs, practicality demands getting the most information using the fewest simulations. It is widely recognized that, by interpolating the results of a small number of simulations, results of additional simulations can be inexpensively approximated to provide a useful estimate of the variability of the response. Even so, as computing the simulations to be interpolated remains the biggest expense, the choice of these simulations deserves attention. When making this choice, two requirement should be considered: (i) the nature of the interpolation and ii) the available information about input uncertainty. Examples comparing polynomial interpolation and Gaussian process interpolation are presented for three different views of input uncertainty.
KAUST Department:
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
Citation:
Pragmatic aspects of uncertainty propagation: A conceptual review 2015 Ocean Modelling
Publisher:
Elsevier BV
Journal:
Ocean Modelling
Issue Date:
11-Sep-2015
DOI:
10.1016/j.ocemod.2015.09.001
Type:
Article
ISSN:
14635003
Additional Links:
http://linkinghub.elsevier.com/retrieve/pii/S1463500315001596
Appears in Collections:
Articles; Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division

Full metadata record

DC FieldValue Language
dc.contributor.authorThacker, W.Carlisleen
dc.contributor.authorIskandarani, Mohamaden
dc.contributor.authorGonçalves, Rafael C.en
dc.contributor.authorSrinivasan, Ashwanthen
dc.contributor.authorKnio, Omaren
dc.date.accessioned2015-09-13T12:18:17Zen
dc.date.available2015-09-13T12:18:17Zen
dc.date.issued2015-09-11en
dc.identifier.citationPragmatic aspects of uncertainty propagation: A conceptual review 2015 Ocean Modellingen
dc.identifier.issn14635003en
dc.identifier.doi10.1016/j.ocemod.2015.09.001en
dc.identifier.urihttp://hdl.handle.net/10754/577255en
dc.description.abstractWhen quantifying the uncertainty of the response of a computationally costly oceanographic or meteorological model stemming from the uncertainty of its inputs, practicality demands getting the most information using the fewest simulations. It is widely recognized that, by interpolating the results of a small number of simulations, results of additional simulations can be inexpensively approximated to provide a useful estimate of the variability of the response. Even so, as computing the simulations to be interpolated remains the biggest expense, the choice of these simulations deserves attention. When making this choice, two requirement should be considered: (i) the nature of the interpolation and ii) the available information about input uncertainty. Examples comparing polynomial interpolation and Gaussian process interpolation are presented for three different views of input uncertainty.en
dc.language.isoenen
dc.publisherElsevier BVen
dc.relation.urlhttp://linkinghub.elsevier.com/retrieve/pii/S1463500315001596en
dc.rightsNOTICE: this is the author’s version of a work that was accepted for publication in Ocean Modelling. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Ocean Modelling, 11 September 2015. DOI: 10.1016/j.ocemod.2015.09.001en
dc.subjectPolynomial chaosen
dc.subjectGaussian processen
dc.subjectOptimal interpolationen
dc.subjectOcean modelingen
dc.subjectError propagationen
dc.subjectUncertainty quantificationen
dc.titlePragmatic aspects of uncertainty propagation: A conceptual reviewen
dc.typeArticleen
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Divisionen
dc.identifier.journalOcean Modellingen
dc.eprint.versionPost-printen
dc.contributor.affiliationKing Abdullah University of Science and Technology (KAUST)en
kaust.authorKnio, Omaren
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