Sources Of Uncertainty

There are three possible sources of uncertainity,

  1. Inherent Uncertainty: There are uncertainty in the nature of the system model. One of the example can be quantum models where the uncertainty comes from the inherent system.
  2. Incomplete Observability: Even the deterministic system can be uncertain if we cant observe the whole environment. One such example can be semi supervised system, where all the variables of the system are not observed.
  3. Incomplete Modeling: Even the modeling can be uncertain if we dont model all the variables or discard some of the information for some reason i.e. efficiency, computation power, visualization. One of the example can be the PCA algorithm where we reduce the dimension by using loosy compression.