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Uncertainty Analysis with High Dimensional Dependence Modelling

Autor: R. Cooke, Dorota Kurowicka

Jazyk:

Väzba: Pevná

Vydavateľ: John Wiley & Sons Inc

Dostupnosť: 50 % šanca

Prehľadáme celý svet

124.47 €

Mathematical models are used to simulate complex real-world phenomena in many areas of science and t...

Informácie o knihe

Autor

R. Cooke, Dorota Kurowicka

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2006

Stránok

302

EAN

9780470863060

ISBN

0470863064

Enbook ID

04886465

Vydavateľ

John Wiley & Sons Inc

Hmotnosť

564

Rozmery

165 x 237 x 23

Kompletný popis

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.

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Uncertainty Analysis with High Dimensional Dependence Modelling

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