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eBook Uncertainty Analysis with High Dimensional Dependence Modelling ePub

eBook Uncertainty Analysis with High Dimensional Dependence Modelling ePub

by Roger M. Cooke,Dorota Kurowicka

  • ISBN: 0470863064
  • Category: Mathematics
  • Subcategory: Math Science
  • Author: Roger M. Cooke,Dorota Kurowicka
  • Language: English
  • Publisher: Wiley; 1 edition (March 31, 2006)
  • Pages: 302
  • ePub book: 1846 kb
  • Fb2 book: 1729 kb
  • Other: lrf lrf lit mbr
  • Rating: 4.2
  • Votes: 687

Description

In recent years there has been an explosion of interest in uncertainty analysis.

In recent years there has been an explosion of interest in uncertainty analysis.

Dorota Kurowicka (Author), Roger M. Cooke (Author). ISBN-13: 978-0470863060. All the key topics, including uncertainty elicitation,dependence modelling, sensitivity analysis andprobabilistic inversion.

oceedings{intyAW, title {Uncertainty Analysis with High Dimensional Dependence Modelling}, author {Dorota Kurowicka and Roger M. Cooke}, year {2006} }. Dorota Kurowicka, Roger M. Cooke. Uncertainty analysis and decision support: a recent example. 2 Assessing Uncertainty on Model Input. Structured expert judgment in outline. Assessing distributions of continuous univariate uncertain quantities. Assessing dependencies.

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Uncertainty and dependence elicitation, dependence modelling, model inference, efficient sampling . Dorota Kurowicka and Roger M. Cooke are the authors of Uncertainty Analysis with High Dimensional Dependence Modelling, published by Wiley.

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Uncertainty regarding how best to model chemical mixtures coupled with few analytic approaches remains a formidable . Combinations of mixtures inclusive of PCB were all associated with higher odds of endometriosis, underscoring its potential relation with endometriosis.

Uncertainty regarding how best to model chemical mixtures coupled with few analytic approaches remains a formidable challenge and served as the impetus for the study. Objectives: To identify the polychlorinated biphenyl (PCB) congener(s) within a chemical mixture that was most associated with an endometriosis diagnosis using novel graphical modeling techniques.

Uncertainty analysis with high dimensional dependence modelling. D Kurowicka, RM Cooke. J Dissmann, EC Brechmann, C Czado, D Kurowicka. Computational Statistics & Data Analysis 59, 52-69, 2013. John Wiley & Sons, 2006. D Lewandowski, D Kurowicka, H Joe. Journal of multivariate analysis 100 (9), 1989-2001, 2009. Using copulas for modeling stochastic dependence in power system uncertainty analysis. G Papaefthymiou, D Kurowicka. IEEE Transactions on Power Systems 24 (1), 40-49, 2008.

Dorota Kurowicka and Roger Cooke. Publisher: John Wiley. 3 Bivariate Dependence. Measures of dependence. 1 Product moment correlation.

Mathematical models are used to simulate complex real-worldphenomena in many areas of science and technology. Large complexmodels typically require inputs whose values are not known withcertainty. Uncertainty analysis aims to quantify the overalluncertainty within a model, in order to support problem owners inmodel-based decision-making. In recent years there has been anexplosion of interest in uncertainty analysis. Uncertainty anddependence elicitation, dependence modelling, model inference,efficient sampling, screening and sensitivity analysis, andprobabilistic inversion are among the active research areas. Thistext provides both the mathematical foundations and practicalapplications in this rapidly expanding area, including: An up-to-date, comprehensive overview of the foundations andapplications of uncertainty analysis.All the key topics, including uncertainty elicitation,dependence modelling, sensitivity analysis and probabilisticinversion.Numerous worked examples and applications.Workbook problems, enabling use for teaching.Software support for the examples, using UNICORN - aWindows-based uncertainty modelling package developed by theauthors.A website featuring a version of the UNICORN software tailoredspecifically for the book, as well as computer programs and datasets to support the examples.

Uncertainty Analysis with High Dimensional DependenceModelling offers a comprehensive exploration of a new emergingfield. It will prove an invaluable text for researches,practitioners and graduate students in areas ranging fromstatistics and engineering to reliability and environmetrics.