What if we do not know correlations?

Ingo Neumann; Michael Beer; Zitong Gong; Songsak Sriboonchitta; Vladik Kreinovich

doi:10.1007/978-3-319-73150-6_5

Details

Originalsprache	Englisch
Titel des Sammelwerks	Studies in Computational Intelligence
Herausgeber (Verlag)	Springer Verlag
Seiten	78-85
Seitenumfang	8
ISBN (elektronisch)	978-3-319-73150-6
ISBN (Print)	978-3-319-73149-0
Publikationsstatus	Veröffentlicht - 20 Dez. 2017

Publikationsreihe

Name	Studies in Computational Intelligence
Band	760
ISSN (Print)	1860-949X

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.

ASJC Scopus Sachgebiete

Informatik (insg.)
Artificial intelligence

Zitieren

What if we do not know correlations? / Neumann, Ingo ; Beer, Michael; Gong, Zitong et al.
Studies in Computational Intelligence. Springer Verlag, 2017. S. 78-85 (Studies in Computational Intelligence; Band 760).

Publikation: Beitrag in Buch/Bericht/Sammelwerk/Konferenzband › Beitrag in Buch/Sammelwerk › Forschung › Peer-Review

Neumann, I , Beer, M, Gong, Z, Sriboonchitta, S & Kreinovich, V 2017, What if we do not know correlations? in Studies in Computational Intelligence. Studies in Computational Intelligence, Bd. 760, Springer Verlag, S. 78-85. https://doi.org/10.1007/978-3-319-73150-6_5

Neumann, I., Beer, M., Gong, Z., Sriboonchitta, S., & Kreinovich, V. (2017). What if we do not know correlations? In Studies in Computational Intelligence (S. 78-85). (Studies in Computational Intelligence; Band 760). Springer Verlag. https://doi.org/10.1007/978-3-319-73150-6_5

Neumann I , Beer M, Gong Z, Sriboonchitta S, Kreinovich V. What if we do not know correlations? in Studies in Computational Intelligence. Springer Verlag. 2017. S. 78-85. (Studies in Computational Intelligence). doi: 10.1007/978-3-319-73150-6_5

Neumann, Ingo ; Beer, Michael ; Gong, Zitong et al. / What if we do not know correlations?. Studies in Computational Intelligence. Springer Verlag, 2017. S. 78-85 (Studies in Computational Intelligence).

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title = "What if we do not know correlations?",

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.",

author = "Ingo Neumann and Michael Beer and Zitong Gong and Songsak Sriboonchitta and Vladik Kreinovich",

note = "Funding information: This work was also supported in part by the US National Science Foundation grant HRD-1242122. Acknowledgments. We acknowledge the partial support of the Center of Excellence in Econometrics, Faculty of Economics, Chiang Mai University, Thailand. This work was performed when Vladik was a visiting researcher with the Geodetic Institute of the Leibniz University of Hannover, a visit supported by the German Science Foundation.",

year = "2017",

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doi = "10.1007/978-3-319-73150-6_5",

language = "English",

isbn = "978-3-319-73149-0",

series = "Studies in Computational Intelligence",

publisher = "Springer Verlag",

pages = "78--85",

booktitle = "Studies in Computational Intelligence",