Raghad Alamri

Subjective Risk Decomposition: A New View for Uncertainty Quantification

Raghad Alamri, Michele Caprio, Gavin Brown

We present a novel viewpoint for uncertainty quantification. Uncertainty measures are not primitives, in need of axioms and argumentation, but instead consequences, of higher-level modelling decisions. We show how epistemic and aleatoric uncertainty measures can be derived via de…Read more