Uncertainty analysis with high dimensional dependence modelling

Front Cover
Wiley, Apr 24, 2006 - Mathematics - 284 pages
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.

From inside the book

What people are saying - Write a review

We haven't found any reviews in the usual places.

Contents

Assessing Uncertainty on Model Input
13
Bivariate Dependence
25
Highdimensional Dependence Modelling
81
Copyright

7 other sections not shown

Other editions - View all

Common terms and phrases

References to this book

About the author (2006)

ROGER COOKE, PHD, is Williams Professor of Mathematics, University of Vermont, and has served as an associate editor of Historia Mathematica. Dr. Cooke has authored other key titles in the field as well as translated several books by Russian mathematicians into English.

Bibliographic information