Patent ID: 8473474

Claim:
A computer-implemented method of correlating a plurality of uncertain values, comprising: generating a first plurality of univariate distributions based on known data stored in a computer-readable database, each univariate distribution of the plurality of distributions comprising an arbitrary distribution; processing the univariate distributions and the known data to generate an empirical approximate correlation representation (ACR) provided as a multi-dimensional histogram; storing the empirical ACR in the computer-readable database; retrieving, from computer-readable memory, a second plurality of univariate distributions, each univariate distribution in the second plurality of univariate distributions being associated with a respective set of uncertain values that are to be correlated to a respective set of uncertain values associated with one or more other univariate distributions in the second plurality of univariate distributions; processing the empirical ACR and the second plurality of univariate distributions to generate a correlation histogram that represents a correlation between the respective sets of uncertain values; and storing the correlation histogram in the computer-readable database.