Dakota Reference Manual  Version 6.4
Large-Scale Engineering Optimization and Uncertainty Analysis
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discrete_interval_uncertain


Epistemic uncertain variable - values from one or more discrete intervals

Topics

This keyword is related to the topics:

Specification

Alias: discrete_uncertain_range

Argument(s): INTEGER

Default: No discrete interval uncertain variables

Required/Optional Description of Group Dakota Keyword Dakota Keyword Description
Optional num_intervals Specify the number of intervals for each variable
Optional interval_probabilities Assign probability mass to each interval
Required lower_bounds Specify minimum values
Required upper_bounds Specify maximium values
Optional initial_point

Initial values

Optional descriptors

Labels for the variables

Description

Discrete interval uncertain variables are epistemic types. They can specify a single interval per variable which may be used in interval analysis, where the goal is to determine the interval bounds on the output corresponding to the interval bounds on the input. Permissible values are any integer within the bound. More detailed continuous interval representations can specify a set of belief structures based on intervals that may be contiguous, overlapping, or disjoint. This is used in specifying the inputs necessary for an epistemic uncertainty analysis using Dempster-Shafer theory of evidence.

Other epistemic types include:

Examples

Let d1 be 2, 3 or 4 with probability 0.2, 4 or 5 with probability 0.5 and 6 with probability 0.3. Let d2 be 4, 5 or 6 with probability 0.4 and 6, 7 or 8 with probability 0.6. The following specification is for a Dempster-Shafer analysis:

discrete_interval_uncertain = 2
 num_intervals = 3 2
 interval_probs = 0.2 0.5 0.3 0.4 0.6
 lower_bounds = 2 4 6 4 6
 upper_bounds = 4 5 6 6 8

Theory

  • Dempster-Shafer theory of evidence -multiple intervals can be assigned to each discrete_interval_uncertain variable -a Basic Probability Assignment (BPA) is associated with each interval. The BPA represents a probability that the value of the uncertain variable is located within that interval. -each interval is defined by lower and upper bounds -outputs are called "belief" and "plausibility." Belief represents the smallest possible probability that is consistent with the evidence, while plausibility represents the largest possible probability that is consistent with the evidence. Evidence is the intervals together with their BPA.