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International Conference on Applications of Statistics and Probability in Civil Engineering (ICASP) (12th : 2015)
Uncertainty management of safety-critical systems : a solution to the back-propagation problem De Angelis, Marco; Patelli, Edoaro; Beer, Michael
Abstract
In many engineering applications, the assessment of reliability has to be done within a limited amount of information, which does not allow to use exact values for the distributional hyperparameters. This is achieved defining probability boxes and assessing the reliability computing the failure probability bounds. Probability boxes are often obtained from known probability distribution functions represented by interval hyper-parameters. In the applications, not only it is of interest estimating the failure probability bounds, but it is also required to identify the extreme realizations leading to the estimated bounds. In this paper, we propose a strategy, based on the Kolmogorov-Smirnov test, to identify the parental distribution function that best fit the distribution of extreme realizations, obtained from the minmax propagation. From the results obtained comparing the strategy with a direct search, it has emerged that the proposed method is generally applicable and efficient.
Item Metadata
Title |
Uncertainty management of safety-critical systems : a solution to the back-propagation problem
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Creator | |
Contributor | |
Date Issued |
2015-07
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Description |
In many engineering applications, the assessment of reliability has to be done within a
limited amount of information, which does not allow to use exact values for the distributional hyperparameters.
This is achieved defining probability boxes and assessing the reliability computing the failure
probability bounds. Probability boxes are often obtained from known probability distribution functions
represented by interval hyper-parameters. In the applications, not only it is of interest estimating the failure
probability bounds, but it is also required to identify the extreme realizations leading to the estimated
bounds. In this paper, we propose a strategy, based on the Kolmogorov-Smirnov test, to identify the
parental distribution function that best fit the distribution of extreme realizations, obtained from the minmax
propagation. From the results obtained comparing the strategy with a direct search, it has emerged
that the proposed method is generally applicable and efficient.
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Genre | |
Type | |
Language |
eng
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Notes |
This collection contains the proceedings of ICASP12, the 12th International Conference on Applications of Statistics and Probability in Civil Engineering held in Vancouver, Canada on July 12-15, 2015. Abstracts were peer-reviewed and authors of accepted abstracts were invited to submit full papers. Also full papers were peer reviewed. The editor for this collection is Professor Terje Haukaas, Department of Civil Engineering, UBC Vancouver.
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Date Available |
2015-05-21
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Provider |
Vancouver : University of British Columbia Library
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Rights |
Attribution-NonCommercial-NoDerivs 2.5 Canada
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DOI |
10.14288/1.0076201
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URI | |
Affiliation | |
Citation |
Haukaas, T. (Ed.) (2015). Proceedings of the 12th International Conference on Applications of Statistics and Probability in Civil Engineering (ICASP12), Vancouver, Canada, July 12-15.
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Peer Review Status |
Unreviewed
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Scholarly Level |
Faculty; Researcher
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Rights URI | |
Aggregated Source Repository |
DSpace
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Item Citations and Data
Rights
Attribution-NonCommercial-NoDerivs 2.5 Canada