What if we do not know correlations?

Research output: Chapter in book/report/conference proceedingContribution to book/anthologyResearchpeer review

Authors

External Research Organisations

  • University of Liverpool
  • Chiang Mai University
  • University of Texas at El Paso
View graph of relations

Details

Original languageEnglish
Title of host publicationStudies in Computational Intelligence
PublisherSpringer Verlag
Pages78-85
Number of pages8
ISBN (Electronic)978-3-319-73150-6
ISBN (Print)978-3-319-73149-0
Publication statusPublished - 20 Dec 2017

Publication series

NameStudies in Computational Intelligence
Volume760
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 subject areas

Cite this

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

Research output: Chapter in book/report/conference proceedingContribution to book/anthologyResearchpeer 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, vol. 760, Springer Verlag, pp. 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 (pp. 78-85). (Studies in Computational Intelligence; Vol. 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. p. 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. pp. 78-85 (Studies in Computational Intelligence).
Download
@inbook{bd7ee3fac27549059b21072067a064f0,
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",
month = dec,
day = "20",
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",
address = "Germany",

}

Download

TY - CHAP

T1 - What if we do not know correlations?

AU - Neumann, Ingo

AU - Beer, Michael

AU - Gong, Zitong

AU - Sriboonchitta, Songsak

AU - Kreinovich, Vladik

N1 - 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.

PY - 2017/12/20

Y1 - 2017/12/20

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=85038842719&partnerID=8YFLogxK

U2 - 10.1007/978-3-319-73150-6_5

DO - 10.1007/978-3-319-73150-6_5

M3 - Contribution to book/anthology

AN - SCOPUS:85038842719

SN - 978-3-319-73149-0

T3 - Studies in Computational Intelligence

SP - 78

EP - 85

BT - Studies in Computational Intelligence

PB - Springer Verlag

ER -

By the same author(s)