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Measurement uncertainty

Working Group 8.42
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Comparison of measurement results, reliable decision-making and conformity assessment require the evaluation of uncertainties associated with measurement results. The ability to compare measurements made in different places and at different times underpins international metrology. The Guide to the Expression of Uncertainty in Measurement (Opens external link in new windowGUM) provides guidance for the evaluation of uncertainties, and it has been applied successfully in many applications throughout metrology.


Illustration of Monte Carlo method according to Opens external link in new windowSupplement 1 to the GUM.

In recent years metrology has expanded to support new fields to address societal challenges relating to energy and sustainability, climate and environmental monitoring, life sciences and health, using measurement modalities such as imaging, spectroscopy, earth observation and sensor networks. Reliable uncertainty evaluation is particularly important in these applications, e.g. to safeguard the diagnosis of a tumor in quantitative imaging or to reliably monitor air pollution. The GUM does not adequately address the challenges arising in these applications, and the development of statistical procedures for improved uncertainty evaluation is an urgent need.

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The focus of PTB’s Working Group 8.42 is on the development of Bayesian methods for the evaluation of uncertainties. The development is carried out within the context of different research areas of data analysis such as large-scale data analysis or deep learning. Bayesian inference procedures suitable for the extension of the current GUM methodology are also part of the current research in PTB’s Working Group 8.42. Examples include simple means to assign distributions representing the available prior knowledge, or procedures for the numerical calculation of results. Open source software support is provided to ease the application of the research results.

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Publication single view


Title: Markov chain Monte Carlo methods: an introductory example
Author(s): K. Klauenberg and C. Elster
Journal: Metrologia
Year: 2016
Volume: 53
Issue: 1
Pages: S32
DOI: 10.1088/0026-1394/53/1/S32
Web URL: http://stacks.iop.org/0026-1394/53/i=1/a=S32
Keywords: Bayesian, MCMC, Markov chain Monte Carlo
Tags: 8.42, Unsicherheit, Regression
Abstract: When the Guide to the Expression of Uncertainty in Measurement (GUM) and methods from its supplements are not applicable, the Bayesian approach may be a valid and welcome alternative. Evaluating the posterior distribution, estimates or uncertainties involved in Bayesian inferences often requires numerical methods to avoid high-dimensional integrations. Markov chain Monte Carlo (MCMC) sampling is such a method---powerful, flexible and widely applied. Here, a concise introduction is given, illustrated by a simple, typical example from metrology. The Metropolis--Hastings algorithm is the most basic and yet flexible MCMC method. Its underlying concepts are explained and the algorithm is given step by step. The few lines of software code required for its implementation invite interested readers to get started. Diagnostics to evaluate the performance and common algorithmic choices are illustrated to calibrate the Metropolis--Hastings algorithm for efficiency. Routine application of MCMC algorithms may be hindered currently by the difficulty to assess the convergence of MCMC output and thus to assure the validity of results. An example points to the importance of convergence and initiates discussion about advantages as well as areas of research. Available software tools are mentioned throughout.

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