Talk:Uncertainty quantification

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Untitled

I fixed few things but this could use a lot of improvement or a complete rewrite. Jmath666 04:15, 9 April 2007 (UTC)[reply]

On Aleatory vs Epistemic

I found this quotation, which I don't have time at the moment to properly integrate into the article, but which explains the distinction between these two types better than the current text: "Epistemic uncertainty,... represents a lack of knowledge about the appropriate value to use for a quantity. Epistemic uncertainty is sometimes referred to as state of knowledge uncertainty, subjective uncertainty, Type B, or reducible uncertainty, meaning that the uncertainty can be reduced through increased understanding (research), or increased and more relevant data. [7,8] Epistemic quantities are sometimes referred to as quantities which have a fixed value in an analysis, but we do not know that fixed value. For example, the elastic modulus for the material in a specific component is presumably fixed but unknown or poorly known. In contrast, uncertainty characterized by inherent randomness which cannot be reduced by further data is called aleatory uncertainty. Some examples of aleatory uncertainty are weather or the height of individuals in a population: these cannot be reduced by gathering further information. Aleatory uncertainty is also called stochastic, variability, irreducible and type A uncertainty. Aleatory uncertainties are usually modeled with probability distributions, but epistemic uncertainty may or may not be modeled probabilistically. Regulatory agencies, design teams, and weapon certification assessments are increasingly being asked to specifically characterize and quantify epistemic uncertainty and separate its effect from that of aleatory uncertainty" ^[1] Kmote (talk) 22:08, 22 June 2015 (UTC)[reply]

It seems the distinction is that between the uncertainty about one particular realization versus the uncertainty over an ensemble of realizations. In the example given, the elastic modulus may be fixed for a single manufactured part, but it certainly would exhibit a statistical distribution over a lot of such parts. Fgnievinski (talk) 00:33, 23 June 2015 (UTC)[reply]

Even on its own terms, I do not see the distinction being made as being between 'one particular realization' and 'an ensemble of realizations' (which after all is just one realization in a bigger space). More generally, there is no difference between the weather and the other 'aleatory' examples given, and the examples for 'epistemic' uncertainty, except perhaps the amount of extra knowledge required to reduce this uncertainty significantly. After all, if uncertainty about the weather was 'irreducible', why would we be spending millions on weather forecasting. The whole distinction between 'aleatory' and 'epistemic' is illusory, and should be removed from this page as not being encyclopaedic, but research (although it does not really merit the latter label either). illywhacker; (talk) 13:08, 3 December 2015 (UTC)[reply]

I have a different take on aleatory vs. epistemic uncertainty: A measurement is the combination of a measuring apparatus/protocol and a sample (that is the subject of measurement). Both may suffer uncertainties. The apparatus/protocol may not be repeatable (vagaries of its operation) and/or the sample may not be repeatable (drawn from a disperse ensemble). For instance, when measuring the astronomical length of a sidereal year, there can be uncertainty in the astronomical measuring apparatus and/or uncertainties in the Earth's orbit itself. My claim is that the former (telescopic apparatus) are epistemic and the latter (orbital wobble) are aleatory. The epistemic uncertainty can be reduced by better apparatus/procedure; the aleatory uncertainty can be reduced by more discriminating sampling (e.g., only between solstices, or only over identical intervals of the Milankovitch cycle). [But I freely admit that I have not read the background literature on this jargon. What seems clear to me might be slicing obliquely through some long-standing, highly contested dichotomy. So, reader beware!] --ScriboErgoSum (talk) 07:42, 16 April 2022 (UTC)[reply]

The distinction you describe is not that attempted by the terminology 'aleatory' and 'epistemic', so using these words would just create more confusion. Also, the distinction you are making only exists in certain contexts, rendering it non-fundamental, and merely represents two different sources of uncertainty, not two different 'types'. While it may be useful in a given context to distinguish the sources of uncertainty, this does not require a new terminology. illywhacker; (talk) 09:13, 30 April 2022 (UTC)[reply]

In the paragraph discussing Donald Rumsfeld's "known unknown" and "unknown unknowns". I think the following sentence is incorrect: "In this context the known unknowns were presumably epistemic uncertainty while the unknown unknowns were aleatoric uncertainty." I think "unknown unknowns" are difficult to categorize as either aleatory or epistemic. I would even venture to say that in this case they are more likely to be epistemic uncertainties which are still unknown at a given time. I think the sentence should be removed, and perhaps the whole paragraph (as much as I enjoy the example and vividly remember it being stated). I won't remove it myself without a bit of peer discussion.Areedc (talk) 12:48, 1 June 2018 (UTC)[reply]

Since in all cases these are "unknowns", these are by definition epistemic: https://www.google.com/search?q=epistemic. illywhacker; (talk) 09:16, 30 April 2022 (UTC)[reply]

References

^ (source: https://www.sem.org/PDF/Lecture4-Paper.pdf)

Caution: My browser flags the above hyperlink as "dangerous"--ScriboErgoSum (talk) 07:42, 16 April 2022 (UTC)[reply]

Not quite attributable

"Sources of uncertainty" cites a reference at the top of the list, but the list in the cited reference is different. Section 2.1 of Kennedy & O'Hagan lists Parameter uncertainty, Model inadequacy, Residual variability, Parametric variability, Observation error, and Code uncertainty. — Preceding unsigned comment added by 129.6.59.205 (talk) 15:29, 24 February 2015 (UTC)[reply]

Can not find this book

Can not find this book: da Silva, R.B., Bulska, E., Godlewska-Zylkiewicz, B., Hedrich, M., Majcen, N., Magnusson, B., Marincic, S., Papadakis, I., Patriarca, M., Vassileva, E., Taylor, P., Analytical measurement: measurement uncertainty and statistics; ISBN 978-92-79-23070-7, 2012 ‎— Preceding unsigned comment added by 2001:1284:f01c:6cc0:651f:1c6:7907:9f22 (talk) 18:03, 6 July 2017 (UTC)[reply]

I found an online version of this source and added a bit more bibliographic information (incl. new ISBN per PDF) to the "Further reading" section. GermanJoe (talk) 16:39, 6 February 2019 (UTC)[reply]

[1] (source: https://www.sem.org/PDF/Lecture4-Paper.pdf)

[1]