Re: [Reliable Computing] Re: Intervals "default" for beginners?

[Arnold Neumaier <Arnold.Neumaier@xxxxxxxxxxxx>]

Ralph wrote
> However, I now think the best approach is using a sequence of nested 
> intervals. There are a couple ways you might implement math. But the big 
> advantage is that all the hard work that has been done in IA is 
> incorporated for free! A simple version is to have, say, 5 intervals 
> representing the 1 sigma, ..., 5 sigma intervals, and do calculations 
> using standard IA. I also carried along the midpoint and standard dev, 
> and evolved them using the standard engineering methods as a safeguard.

This is more or less what the cloud concept is about. See
    Uncertainty modeling in high dimensions
    http://www.mat.univie.ac.at/~neum/clouds.html
and the references given there.


Arnold Neumaier