High dimensional dependence via pair constructions for interval finite models

© Proceedings of ISMA 2018 - International Conference on Noise and Vibration Engineering and USD 2018 - International Conference on Uncertainty in Structural Dynamics. All rights reserved. Classical (independent) interval analysis considers a hyper-cubic input space consisting of independent intervals. This stems from the inability of intervals to model dependence and might result in a serious over-conservatism as no physical guarantee of independence of these parameters exists. In a spatial context, dependence of one model parameter over the model domain is usually modelled using a series expansion over a set of basis functions that interpolate a set of globally defined intervals to local (coupled) uncertainty. However, such approach might prove to be too inflexible to model the dependence between a large number of model parameters. This paper therefore presents a flexible approach for the modelling of dependent intervals that is also applicable to high-dimensional problems. Specifically, it is proposed to construct the dependence structure in a similar approach to copula pair constructions, yielding a limited set of 2-dimensional dependence functions. The applied case studies indicate the flexibility and performance of the method.

ISBN:9789073802995

Jaar van publicatie:2018

BOF-keylabel:ja

IOF-keylabel:ja

Authors from:Higher Education

Toegankelijkheid:Open