Managing uncertain data using Monte Carlo techniques
US8234295B2 · kind B2 · utility
Assignees
Inventors
Key dates
| Filing date | Jun 3, 2009 |
| Grant date | Jul 31, 2012 |
| Priority date | — |
| Expiry date | Aug 12, 2030 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06F16/2462
- WIPO fieldComputer technology
- WIPO sectorElectrical engineering
Abstract
According to one embodiment of the present invention, a method for managing uncertain data is provided. The method includes specifying data uncertainty using at least one variable generation (VG) function, wherein the VG function generates pseudorandom samples of uncertain data values. A random database based on the VG function is specified. and multiple Monte Carlo instantiations of the random database are generated. Using a Monte Carlo method, a query is repeatedly executed over the multiple Monte Carlo instantiations to output a Monte Carlo method result and associated query-results. The Monte Carlo method result may then be used to estimate statistical properties of a probability distribution of the query-result.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.