Examples

Propagation

Aleatory propagation

Propagate random variables via performance functions.

Propagation of aleatory uncertainty

Interval propagation

Epistemic/interval bounds, intrusive and non-intrusive.

Propagation of epistemic uncertainty

Mixed uncertainty

Hybrid aleatory–epistemic propagation examples.

Mix uncertainty propagation

Calibration

Transitional MCMC (2-DOF)

Posterior inference of stiffness parameters with TMCMC.

Transitional MCMC with the classic eigenvalue problem

KNN calibration

Data-driven likelihood-free calibration technique.

KNN calibration

Data peeling algorithm

Data peeling algorithm on a banana-shaped data generating process.

Data peeling algorithm

Characterisation

Work with intervals

Basics of interval arithmetic and usage patterns.

interval analysis

Dependency structures

Illustrates dependence assumptions in uncertainty analysis.

Denpendency structures between uncertain numbers

Repeated variables

Handling repeated-variable issues in interval analysis.

Interval dependency

Linguistic approximation

Interpret uncertainty expressed with linguistic hedges.

Interpret linguisitc hedges

Significant digits

Explore information carried by significant digits.

The significance of significant digits

Characterise what you know

Empirical constraints for characterising uncertain numbers.

Characterise the uncertainty given what you know