Uncertainty Analysis with High Dimensional Dependence Modelling
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A01=Dorota Kurowicka
A01=Roger M. Cooke
areas
Author_Dorota Kurowicka
Author_Roger M. Cooke
Category=PB
certainty
complex
decisionmaking
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
inputs
interest
known
large
many
mathematical
model
modelbased
models
order
overall
owners
problem
realworld phenomena
science
typically require
uncertainty
Product details
- ISBN 9780470863060
- Weight: 567g
- Dimensions: 156 x 234mm
- Publication Date: 24 Feb 2006
- Publisher: John Wiley & Sons Inc
- Publication City/Country: US
- Product Form: Hardback
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Mathematical models are used to simulate complex real-world phenomena in many areas of science and technology. Large complex models typically require inputs whose values are not known with certainty. Uncertainty analysis aims to quantify the overall uncertainty within a model, in order to support problem owners in model-based decision-making. In recent years there has been an explosion of interest in uncertainty analysis. Uncertainty and dependence elicitation, dependence modelling, model inference, efficient sampling, screening and sensitivity analysis, and probabilistic inversion are among the active research areas. This text provides both the mathematical foundations and practical applications in this rapidly expanding area, including:
- An up-to-date, comprehensive overview of the foundations and applications of uncertainty analysis.
- All the key topics, including uncertainty elicitation, dependence modelling, sensitivity analysis and probabilistic inversion.
- Numerous worked examples and applications.
- Workbook problems, enabling use for teaching.
- Software support for the examples, using UNICORN - a Windows-based uncertainty modelling package developed by the authors.
- A website featuring a version of the UNICORN software tailored specifically for the book, as well as computer programs and data sets to support the examples.
Uncertainty Analysis with High Dimensional Dependence Modelling offers a comprehensive exploration of a new emerging field. It will prove an invaluable text for researches, practitioners and graduate students in areas ranging from statistics and engineering to reliability and environmetrics.
Dorota Kurowicka, Delft University of Technology, The Netherlands.
Roger M. Cooke, Delft University of Technology, The Netherlands.
