Uncertainty Analysis With High Dimensional Dependence Modelling - Couverture rigide

Kurowicka, Dorota; Cooke, Roger M.

 
9780470863060: Uncertainty Analysis With High Dimensional Dependence Modelling
Couverture rigide
ISBN 10 : 0470863064 ISBN 13 : 9780470863060
Editeur : John Wiley & Sons Inc, 2006

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l'auteur

Dorota Kurowicka and Roger M. Cooke are the authors of Uncertainty Analysis with High Dimensional Dependence Modelling, published by Wiley.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
John Wiley & Sons Inc
Date d'édition
2006
Langue
anglais
ISBN 10 
0470863064
ISBN 13 
9780470863060
Reliure
Relié
Nombre de pages
320
Coordonnées du fabricant
non disponible
Personne responsable
non disponible