Книга "Uncertainty Analysis with High Dimensional Dependence Modelling" рассматривает проблему неопределенности в математических моделях, используемых для моделирования сложных явлений в различных областях науки и технологии. Она охватывает все ключевые темы, связанные с анализом неопределенности, включая выявление неопределенности и зависимостей, моделирование зависимостей, анализ чувствительности и вероятностную инверсию. Книга содержит множество примеров и приложений, задачи для самостоятельного решения, а также программное обеспечение на основе пакета UNICORN, разработанного авторами. Эта книга будет полезна исследователям, практикующим специалистам и аспирантам в областях, связанных со статистикой, инженерией, надежностью и экологией.
Электронная Книга «Uncertainty Analysis with High Dimensional Dependence Modelling» написана автором Dorota Kurowicka в году.
Минимальный возраст читателя: 0
Язык: Английский
ISBN: 9780470863084
Описание книги от Dorota Kurowicka
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.
