Corpus ID: 14315806

The Optimal Uncertainty Algorithm in the Mystic Framework

@article{McKerns2012TheOU,
  title={The Optimal Uncertainty Algorithm in the Mystic Framework},
  author={M. McKerns and H. Owhadi and C. Scovel and T. Sullivan and M. Ortiz},
  journal={ArXiv},
  year={2012},
  volume={abs/1202.1055}
}
We have recently proposed a rigorous framework for Uncertainty Quantification (UQ) in which UQ objectives and assumption/information set are brought into the forefront, providing a framework for the communication and comparison of UQ results. In particular, this framework does not implicitly impose inappropriate assumptions nor does it repudiate relevant information. This framework, which we call Optimal Uncertainty Quantification (OUQ), is based on the observation that given a set of… Expand
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