Vectorized Uncertainty Propagation and Input Probability Sensitivity Analysis
arxiv(2019)
摘要
In this article we construct a theoretical and computational process for assessing Input Probability Sensitivity Analysis (IPSA) using a Graphics Processing Unit (GPU) enabled technique called Vectorized Uncertainty Propagation (VUP). VUP propagates probability distributions through a parametric computational model in a way that's computational time complexity grows sublinearly in the number of distinct propagated input probability distributions. VUP can therefore be used to efficiently implement IPSA, which estimates a model's probabilistic sensitivity to measurement and parametric uncertainty over each relevant measurement location. Theory and simulation illustrate the effectiveness of these methods.
更多查看译文
AI 理解论文
溯源树
样例
![](https://originalfileserver.aminer.cn/sys/aminer/pubs/mrt_preview.jpeg)
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要