{"product_id":"uncertainty-analysis-with-high-dimensional-dependence-modelling-hardback-9780470863060","title":"Uncertainty Analysis with High Dimensional Dependence Modelling (Hardback) 9780470863060","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eUncertainty Analysis with High Dimensional Dependence Modelling\u003c\/font\u003e\u003cbr\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003c\/p\u003e\n\u003cp\u003e\u003cfont size=\"4\"\u003eDorota Kurowicka (Author), Roger M. Cooke (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9780470863060, Wiley\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 24 February 2006\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e320 pages\u003cbr\u003e23.4 x 15.6 x 2.2 cm, 0.567 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cem\u003e\u003cfont size=\"3\"\u003e\"…an invaluable reference for researchers, practitioners and graduate students in several areas of statistics, engineering and technology.\" (\u003ci\u003eMathematical Reviews\u003c\/i\u003e, 2007b)  \u003cp\u003e\"...whether one is a researcher, student, or an industrial practitioner dealing with computer models the book comes highly recommended.\" (\u003ci\u003eTechnometrics\u003c\/i\u003e, February 2007)\u003c\/p\u003e\u003c\/font\u003e\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003eMathematical 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:  \u003cul\u003e \u003cli\u003eAn up-to-date, comprehensive overview of the foundations and applications of uncertainty analysis.\u003c\/li\u003e \u003cli\u003eAll the key topics, including uncertainty elicitation, dependence modelling, sensitivity analysis and probabilistic inversion.\u003c\/li\u003e \u003cli\u003eNumerous worked examples and applications.\u003c\/li\u003e \u003cli\u003eWorkbook problems, enabling use for teaching.\u003c\/li\u003e \u003cli\u003eSoftware support for the examples, using UNICORN - a Windows-based uncertainty modelling package developed by the authors.\u003c\/li\u003e \u003cli\u003eA 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.\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003e\u003ci\u003eUncertainty Analysis with High Dimensional Dependence Modelling\u003c\/i\u003e 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.\u003c\/p\u003e\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e\u003cp\u003ePreface ix\u003c\/p\u003e \u003cp\u003e\u003cb\u003e1 Introduction 1\u003cbr\u003e\u003c\/b\u003e1.1 Wags and Bogsats 1\u003cbr\u003e1.2 Uncertainty analysis and decision support: a recent example 4\u003cbr\u003e1.3 Outline of the book 9\u003c\/p\u003e \u003cp\u003e\u003cb\u003e2 Assessing Uncertainty on Model Input 13\u003cbr\u003e\u003c\/b\u003e2.1 Introduction 13\u003cbr\u003e2.2 Structured expert judgment in outline 14\u003cbr\u003e2.3 Assessing distributions of continuous univariate uncertain quantities 15\u003cbr\u003e2.4 Assessing dependencies 16\u003cbr\u003e2.5 Unicorn 20\u003cbr\u003e2.6 Unicorn projects 20\u003c\/p\u003e \u003cp\u003e\u003cb\u003e3 Bivariate Dependence 25\u003cbr\u003e\u003c\/b\u003e3.1 Introduction 25\u003cbr\u003e3.2 Measures of dependence 26\u003cbr\u003e3.3 Partial, conditional and multiple correlations 32\u003cbr\u003e3.4 Copulae 34\u003cbr\u003e3.5 Bivariate normal distribution 50\u003cbr\u003e3.6 Multivariate extensions 51\u003cbr\u003e3.7 Conclusions 54\u003cbr\u003e3.8 Unicorn projects 55\u003cbr\u003e3.9 Exercises 61\u003cbr\u003e3.10 Supplement 67\u003c\/p\u003e \u003cp\u003e\u003cb\u003e4 High-dimensional Dependence Modelling 81\u003cbr\u003e\u003c\/b\u003e4.1 Introduction 81\u003cbr\u003e4.2 Joint normal transform 82\u003c\/p\u003e \u003cp\u003e4.3 Dependence trees 86\u003cbr\u003e4.4 Dependence vines 92\u003cbr\u003e4.5 Vines and positive definiteness 105\u003cbr\u003e4.6 Conclusions 111\u003cbr\u003e4.7 Unicorn projects 111\u003cbr\u003e4.8 Exercises 115\u003cbr\u003e4.9 Supplement 116\u003c\/p\u003e \u003cp\u003e\u003cb\u003e5 Other Graphical Models 131\u003cbr\u003e\u003c\/b\u003e5.1 Introduction 131\u003cbr\u003e5.2 Bayesian belief nets 131\u003cbr\u003e5.3 Independence graphs 141\u003cbr\u003e5.4 Model inference 142\u003cbr\u003e5.5 Conclusions 150\u003cbr\u003e5.6 Unicorn projects 150\u003cbr\u003e5.7 Supplement 157\u003c\/p\u003e \u003cp\u003e\u003cb\u003e6 Sampling Methods 159\u003cbr\u003e\u003c\/b\u003e6.1 Introduction 159\u003cbr\u003e6.2 (Pseudo-) random sampling 160\u003cbr\u003e6.3 Reduced variance sampling 161\u003cbr\u003e6.4 Sampling trees, vines and continuous bbn’s 168\u003cbr\u003e6.5 Conclusions 180\u003cbr\u003e6.6 Unicorn projects 180\u003cbr\u003e6.7 Exercise 184\u003c\/p\u003e \u003cp\u003e\u003cb\u003e7 Visualization 185\u003cbr\u003e\u003c\/b\u003e7.1 Introduction 185\u003cbr\u003e7.2 A simple problem 186\u003cbr\u003e7.3 Tornado graphs 186\u003cbr\u003e7.4 Radar graphs 187\u003cbr\u003e7.5 Scatter plots, matrix and overlay scatter plots 188\u003cbr\u003e7.6 Cobweb plots 191\u003cbr\u003e7.7 Cobweb plots local sensitivity: dike ring reliability 195\u003cbr\u003e7.8 Radar plots for importance; internal dosimetry 199\u003cbr\u003e7.9 Conclusions 201\u003cbr\u003e7.10 Unicorn projects 201\u003cbr\u003e7.11 Exercises 203\u003c\/p\u003e \u003cp\u003e\u003cb\u003e8 Probabilistic Sensitivity Measures 205\u003cbr\u003e\u003c\/b\u003e8.1 Introduction 205\u003cbr\u003e8.2 Screening techniques 205\u003cbr\u003e8.3 Global sensitivity measures 214\u003cbr\u003e8.4 Local sensitivity measures 222\u003cbr\u003e8.5 Conclusions 227\u003cbr\u003e8.6 Unicorn projects 228\u003cbr\u003e8.7 Exercises 230\u003cbr\u003e8.8 Supplement 236\u003c\/p\u003e \u003cp\u003e\u003cb\u003e9 Probabilistic Inversion 239\u003cbr\u003e\u003c\/b\u003e9.1 Introduction 239\u003cbr\u003e9.2 Existing algorithms for probabilistic inversion 240\u003cbr\u003e9.3 Iterative algorithms 243\u003cbr\u003e9.4 Sample re-weighting 246\u003cbr\u003e9.5 Applications 249\u003cbr\u003e9.6 Convolution constraints with prescribed margins 253\u003cbr\u003e9.7 Conclusions 255\u003cbr\u003e9.8 Unicorn projects 256\u003cbr\u003e9.9 Supplement 258\u003c\/p\u003e \u003cp\u003e\u003cb\u003e10 Uncertainty and the UN Compensation Commission 269\u003cbr\u003e\u003c\/b\u003e10.1 Introduction 269\u003cbr\u003e10.2 Claims based on uncertainty 270\u003cbr\u003e10.3 Who pays for uncertainty 272\u003c\/p\u003e \u003cp\u003eBibliography 273\u003cbr\u003eIndex 281\u003c\/p\u003e\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Mathematics [\u003ca title=\"See our other books on Mathematics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Mathematics%20%5BPB%5D%22\"\u003ePB\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Wiley","offers":[{"title":"Brand New","offer_id":52166121226520,"sku":"9780470863060","price":89.99,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/files\/9780470863060.jpg?v=1781102248","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/uncertainty-analysis-with-high-dimensional-dependence-modelling-hardback-9780470863060","provider":"Freshly Printed Books","version":"1.0","type":"link"}