Publication Date
12-1-2022
Abstract
Traditional analysis of uncertainty of the result of data processing assumes that all measurement errors are independent. In reality, there may be common factor affecting these errors, so these errors may be dependent. In such cases, the independence assumption may lead to underestimation of uncertainty. In such cases, a guaranteed way to be on the safe side is to make no assumption about independence at all. In practice, however, we may have information that a few pairs of measurement errors are indeed independent -- while we still have no information about all other pairs. Alternatively, we may suspect that for a few pairs of measurement errors, there may be correlation -- but for all other pairs, measurement errors are independent. In both cases, unusual pairs can be naturally represented as edges of a graph. In this paper, we show how to estimate the uncertainty of the result of data processing when this graph is small.
Comments
Technical Report: UTEP-CS-22-120