Uncertainty Analysis With High Dimensional Dependence Modelling

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Uncertainty Analysis with High Dimensional Dependence Modelling

Author : Dorota Kurowicka
Publisher : John Wiley & Sons
ISBN 13 : 0470863080
Total Pages : 302 pages
Book Rating : 4.4/5 (78 download)

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Book Synopsis Uncertainty Analysis with High Dimensional Dependence Modelling by : Dorota Kurowicka

Download or read book Uncertainty Analysis with High Dimensional Dependence Modelling written by Dorota Kurowicka and published by John Wiley & Sons. This book was released on 2006-10-02 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Dependence Modeling

Author : Harry Joe
Publisher : World Scientific
ISBN 13 : 981429988X
Total Pages : 370 pages
Book Rating : 4.8/5 (142 download)

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Book Synopsis Dependence Modeling by : Harry Joe

Download or read book Dependence Modeling written by Harry Joe and published by World Scientific. This book was released on 2011 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: 1. Introduction : Dependence modeling / D. Kurowicka -- 2. Multivariate copulae / M. Fischer -- 3. Vines arise / R.M. Cooke, H. Joe and K. Aas -- 4. Sampling count variables with specified Pearson correlation : A comparison between a naive and a C-vine sampling approach / V. Erhardt and C. Czado -- 5. Micro correlations and tail dependence / R.M. Cooke, C. Kousky and H. Joe -- 6. The Copula information criterion and Its implications for the maximum pseudo-likelihood estimator / S. Gronneberg -- 7. Dependence comparisons of vine copulae with four or more variables / H. Joe -- 8. Tail dependence in vine copulae / H. Joe -- 9. Counting vines / O. Morales-Napoles -- 10. Regular vines : Generation algorithm and number of equivalence classes / H. Joe, R.M. Cooke and D. Kurowicka -- 11. Optimal truncation of vines / D. Kurowicka -- 12. Bayesian inference for D-vines : Estimation and model selection / C. Czado and A. Min -- 13. Analysis of Australian electricity loads using joint Bayesian inference of D-vines with autoregressive margins / C. Czado, F. Gartner and A. Min -- 14. Non-parametric Bayesian belief nets versus vines / A. Hanea -- 15. Modeling dependence between financial returns using pair-copula constructions / K. Aas and D. Berg -- 16. Dynamic D-vine model / A. Heinen and A. Valdesogo -- 17. Summary and future directions / D. Kurowicka

The Uncertainty Analysis of Model Results

Author : Eduard Hofer
Publisher : Springer
ISBN 13 : 3319762974
Total Pages : 346 pages
Book Rating : 4.3/5 (197 download)

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Book Synopsis The Uncertainty Analysis of Model Results by : Eduard Hofer

Download or read book The Uncertainty Analysis of Model Results written by Eduard Hofer and published by Springer. This book was released on 2018-05-02 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a practical guide to the uncertainty analysis of computer model applications. Used in many areas, such as engineering, ecology and economics, computer models are subject to various uncertainties at the level of model formulations, parameter values and input data. Naturally, it would be advantageous to know the combined effect of these uncertainties on the model results as well as whether the state of knowledge should be improved in order to reduce the uncertainty of the results most effectively. The book supports decision-makers, model developers and users in their argumentation for an uncertainty analysis and assists them in the interpretation of the analysis results.

Exploration and Analysis of DNA Microarray and Other High-Dimensional Data

Author : Dhammika Amaratunga
Publisher : John Wiley & Sons
ISBN 13 : 111836452X
Total Pages : 320 pages
Book Rating : 4.1/5 (183 download)

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Book Synopsis Exploration and Analysis of DNA Microarray and Other High-Dimensional Data by : Dhammika Amaratunga

Download or read book Exploration and Analysis of DNA Microarray and Other High-Dimensional Data written by Dhammika Amaratunga and published by John Wiley & Sons. This book was released on 2014-01-27 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for the First Edition “...extremely well written...a comprehensive and up-to-date overview of this important field.” – Journal of Environmental Quality Exploration and Analysis of DNA Microarray and Other High-Dimensional Data, Second Edition provides comprehensive coverage of recent advancements in microarray data analysis. A cutting-edge guide, the Second Edition demonstrates various methodologies for analyzing data in biomedical research and offers an overview of the modern techniques used in microarray technology to study patterns of gene activity. The new edition answers the need for an efficient outline of all phases of this revolutionary analytical technique, from preprocessing to the analysis stage. Utilizing research and experience from highly-qualified authors in fields of data analysis, Exploration and Analysis of DNA Microarray and Other High-Dimensional Data, Second Edition features: A new chapter on the interpretation of findings that includes a discussion of signatures and material on gene set analysis, including network analysis New topics of coverage including ABC clustering, biclustering, partial least squares, penalized methods, ensemble methods, and enriched ensemble methods Updated exercises to deepen knowledge of the presented material and provide readers with resources for further study The book is an ideal reference for scientists in biomedical and genomics research fields who analyze DNA microarrays and protein array data, as well as statisticians and bioinformatics practitioners. Exploration and Analysis of DNA Microarray and Other High-Dimensional Data, Second Edition is also a useful text for graduate-level courses on statistics, computational biology, and bioinformatics.

Analyzing Dependent Data with Vine Copulas

Author : Claudia Czado
Publisher : Springer
ISBN 13 : 3030137856
Total Pages : 242 pages
Book Rating : 4.0/5 (31 download)

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Book Synopsis Analyzing Dependent Data with Vine Copulas by : Claudia Czado

Download or read book Analyzing Dependent Data with Vine Copulas written by Claudia Czado and published by Springer. This book was released on 2019-05-14 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook provides a step-by-step introduction to the class of vine copulas, their statistical inference and applications. It focuses on statistical estimation and selection methods for vine copulas in data applications. These flexible copula models can successfully accommodate any form of tail dependence and are vital to many applications in finance, insurance, hydrology, marketing, engineering, chemistry, aviation, climatology and health. The book explains the pair-copula construction principles underlying these statistical models and discusses how to perform model selection and inference. It also derives simulation algorithms and presents real-world examples to illustrate the methodological concepts. The book includes numerous exercises that facilitate and deepen readers’ understanding, and demonstrates how the R package VineCopula can be used to explore and build statistical dependence models from scratch. In closing, the book provides insights into recent developments and open research questions in vine copula based modeling. The book is intended for students as well as statisticians, data analysts and any other quantitatively oriented researchers who are new to the field of vine copulas. Accordingly, it provides the necessary background in multivariate statistics and copula theory for exploratory data tools, so that readers only need a basic grasp of statistics and probability.

Modeling Dependence in Econometrics

Author : Van-Nam Huynh
Publisher : Springer Science & Business Media
ISBN 13 : 3319033956
Total Pages : 575 pages
Book Rating : 4.3/5 (19 download)

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Book Synopsis Modeling Dependence in Econometrics by : Van-Nam Huynh

Download or read book Modeling Dependence in Econometrics written by Van-Nam Huynh and published by Springer Science & Business Media. This book was released on 2013-11-18 with total page 575 pages. Available in PDF, EPUB and Kindle. Book excerpt: In economics, many quantities are related to each other. Such economic relations are often much more complex than relations in science and engineering, where some quantities are independence and the relation between others can be well approximated by linear functions. As a result of this complexity, when we apply traditional statistical techniques - developed for science and engineering - to process economic data, the inadequate treatment of dependence leads to misleading models and erroneous predictions. Some economists even blamed such inadequate treatment of dependence for the 2008 financial crisis. To make economic models more adequate, we need more accurate techniques for describing dependence. Such techniques are currently being developed. This book contains description of state-of-the-art techniques for modeling dependence and economic applications of these techniques. Most of these research developments are centered around the notion of a copula - a general way of describing dependence in probability theory and statistics. To be even more adequate, many papers go beyond traditional copula techniques and take into account, e.g., the dynamical (changing) character of the dependence in economics.

Analytics and Optimization for Renewable Energy Integration

Author : Ning Zhang
Publisher : CRC Press
ISBN 13 : 0429847696
Total Pages : 261 pages
Book Rating : 4.4/5 (298 download)

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Book Synopsis Analytics and Optimization for Renewable Energy Integration by : Ning Zhang

Download or read book Analytics and Optimization for Renewable Energy Integration written by Ning Zhang and published by CRC Press. This book was released on 2019-02-21 with total page 261 pages. Available in PDF, EPUB and Kindle. Book excerpt: The scope of this book covers the modeling and forecast of renewable energy and operation and planning of power system with renewable energy integration.The first part presents mathematical theories of stochastic mathematics; the second presents modeling and analytic techniques for renewable energy generation; the third provides solutions on how to handle the uncertainty of renewable energy in power system operation. It includes advanced stochastic unit commitment models to acquire the optimal generation schedule under uncertainty, efficient algorithms to calculate the probabilistic power, and an efficient operation strategy for renewable power plants participating in electricity markets.

Uncertainty in Industrial Practice

Author : Etienne de Rocquigny
Publisher : John Wiley & Sons
ISBN 13 : 0470770740
Total Pages : 364 pages
Book Rating : 4.4/5 (77 download)

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Book Synopsis Uncertainty in Industrial Practice by : Etienne de Rocquigny

Download or read book Uncertainty in Industrial Practice written by Etienne de Rocquigny and published by John Wiley & Sons. This book was released on 2008-09-15 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: Managing uncertainties in industrial systems is a daily challenge to ensure improved design, robust operation, accountable performance and responsive risk control. Authored by a leading European network of experts representing a cross section of industries, Uncertainty in Industrial Practice aims to provide a reference for the dissemination of uncertainty treatment in any type of industry. It is concerned with the quantification of uncertainties in the presence of data, model(s) and knowledge about the system, and offers a technical contribution to decision-making processes whilst acknowledging industrial constraints. The approach presented can be applied to a range of different business contexts, from research or early design through to certification or in-service processes. The authors aim to foster optimal trade-offs between literature-referenced methodologies and the simplified approaches often inevitable in practice, owing to data, time or budget limitations of technical decision-makers. Uncertainty in Industrial Practice: Features recent uncertainty case studies carried out in the nuclear, air & space, oil, mechanical and civil engineering industries set in a common methodological framework. Presents methods for organizing and treating uncertainties in a generic and prioritized perspective. Illustrates practical difficulties and solutions encountered according to the level of complexity, information available and regulatory and financial constraints. Discusses best practice in uncertainty modeling, propagation and sensitivity analysis through a variety of statistical and numerical methods. Reviews recent standards, references and available software, providing an essential resource for engineers and risk analysts in a wide variety of industries. This book provides a guide to dealing with quantitative uncertainty in engineering and modelling and is aimed at practitioners, including risk-industry regulators and academics wishing to develop industry-realistic methodologies.

Uncertainty Management in Simulation-Optimization of Complex Systems

Author : Gabriella Dellino
Publisher : Springer
ISBN 13 : 1489975470
Total Pages : 271 pages
Book Rating : 4.4/5 (899 download)

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Book Synopsis Uncertainty Management in Simulation-Optimization of Complex Systems by : Gabriella Dellino

Download or read book Uncertainty Management in Simulation-Optimization of Complex Systems written by Gabriella Dellino and published by Springer. This book was released on 2015-06-29 with total page 271 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book aims at illustrating strategies to account for uncertainty in complex systems described by computer simulations. When optimizing the performances of these systems, accounting or neglecting uncertainty may lead to completely different results; therefore, uncertainty management is a major issues in simulation-optimization. Because of its wide field of applications, simulation-optimization issues have been addressed by different communities with different methods, and from slightly different perspectives. Alternative approaches have been developed, also depending on the application context, without any well-established method clearly outperforming the others. This editorial project brings together — as chapter contributors — researchers from different (though interrelated) areas; namely, statistical methods, experimental design, stochastic programming, global optimization, metamodeling, and design and analysis of computer simulation experiments. Editors’ goal is to take advantage of such a multidisciplinary environment, to offer to the readers a much deeper understanding of the commonalities and differences of the various approaches to simulation-based optimization, especially in uncertain environments. Editors aim to offer a bibliographic reference on the topic, enabling interested readers to learn about the state-of-the-art in this research area, also accounting for potential real-world applications to improve also the state-of-the-practice. Besides researchers and scientists of the field, the primary audience for the proposed book includes PhD students, academic teachers, as well as practitioners and professionals. Each of these categories of potential readers present adequate channels for marketing actions, e.g. scientific, academic or professional societies, internet-based communities, and authors or buyers of related publications.

Dependence Modeling with Copulas

Author : Harry Joe
Publisher : CRC Press
ISBN 13 : 1466583223
Total Pages : 483 pages
Book Rating : 4.4/5 (665 download)

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Book Synopsis Dependence Modeling with Copulas by : Harry Joe

Download or read book Dependence Modeling with Copulas written by Harry Joe and published by CRC Press. This book was released on 2014-06-26 with total page 483 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dependence Modeling with Copulas covers the substantial advances that have taken place in the field during the last 15 years, including vine copula modeling of high-dimensional data. Vine copula models are constructed from a sequence of bivariate copulas. The book develops generalizations of vine copula models, including common and structured factor models that extend from the Gaussian assumption to copulas. It also discusses other multivariate constructions and parametric copula families that have different tail properties and presents extensive material on dependence and tail properties to assist in copula model selection. The author shows how numerical methods and algorithms for inference and simulation are important in high-dimensional copula applications. He presents the algorithms as pseudocode, illustrating their implementation for high-dimensional copula models. He also incorporates results to determine dependence and tail properties of multivariate distributions for future constructions of copula models.

Uncertainty Quantification in Scientific Computing

Author : Andrew Dienstfrey
Publisher : Springer
ISBN 13 : 3642326773
Total Pages : 320 pages
Book Rating : 4.6/5 (423 download)

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Book Synopsis Uncertainty Quantification in Scientific Computing by : Andrew Dienstfrey

Download or read book Uncertainty Quantification in Scientific Computing written by Andrew Dienstfrey and published by Springer. This book was released on 2012-08-11 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed post-proceedings of the 10th IFIP WG 2.5 Working Conference on Uncertainty Quantification in Scientific Computing, WoCoUQ 2011, held in Boulder, CO, USA, in August 2011. The 24 revised papers were carefully reviewed and selected from numerous submissions. They are organized in the following topical sections: UQ need: risk, policy, and decision making, UQ theory, UQ tools, UQ practice, and hot topics. The papers are followed by the records of the discussions between the participants and the speaker.

Extreme Value Modeling and Risk Analysis

Author : Dipak K. Dey
Publisher : CRC Press
ISBN 13 : 1498701310
Total Pages : 538 pages
Book Rating : 4.4/5 (987 download)

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Book Synopsis Extreme Value Modeling and Risk Analysis by : Dipak K. Dey

Download or read book Extreme Value Modeling and Risk Analysis written by Dipak K. Dey and published by CRC Press. This book was released on 2016-01-06 with total page 538 pages. Available in PDF, EPUB and Kindle. Book excerpt: Extreme Value Modeling and Risk Analysis: Methods and Applications presents a broad overview of statistical modeling of extreme events along with the most recent methodologies and various applications. The book brings together background material and advanced topics, eliminating the need to sort through the massive amount of literature on the subje

Uncertainty Quantification and Predictive Computational Science

Author : Ryan G. McClarren
Publisher : Springer
ISBN 13 : 3319995251
Total Pages : 345 pages
Book Rating : 4.3/5 (199 download)

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Book Synopsis Uncertainty Quantification and Predictive Computational Science by : Ryan G. McClarren

Download or read book Uncertainty Quantification and Predictive Computational Science written by Ryan G. McClarren and published by Springer. This book was released on 2018-11-23 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook teaches the essential background and skills for understanding and quantifying uncertainties in a computational simulation, and for predicting the behavior of a system under those uncertainties. It addresses a critical knowledge gap in the widespread adoption of simulation in high-consequence decision-making throughout the engineering and physical sciences. Constructing sophisticated techniques for prediction from basic building blocks, the book first reviews the fundamentals that underpin later topics of the book including probability, sampling, and Bayesian statistics. Part II focuses on applying Local Sensitivity Analysis to apportion uncertainty in the model outputs to sources of uncertainty in its inputs. Part III demonstrates techniques for quantifying the impact of parametric uncertainties on a problem, specifically how input uncertainties affect outputs. The final section covers techniques for applying uncertainty quantification to make predictions under uncertainty, including treatment of epistemic uncertainties. It presents the theory and practice of predicting the behavior of a system based on the aggregation of data from simulation, theory, and experiment. The text focuses on simulations based on the solution of systems of partial differential equations and includes in-depth coverage of Monte Carlo methods, basic design of computer experiments, as well as regularized statistical techniques. Code references, in python, appear throughout the text and online as executable code, enabling readers to perform the analysis under discussion. Worked examples from realistic, model problems help readers understand the mechanics of applying the methods. Each chapter ends with several assignable problems. Uncertainty Quantification and Predictive Computational Science fills the growing need for a classroom text for senior undergraduate and early-career graduate students in the engineering and physical sciences and supports independent study by researchers and professionals who must include uncertainty quantification and predictive science in the simulations they develop and/or perform.

Environmental Modelling

Author : Keith Beven
Publisher : CRC Press
ISBN 13 : 1498717977
Total Pages : 393 pages
Book Rating : 4.4/5 (987 download)

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Book Synopsis Environmental Modelling by : Keith Beven

Download or read book Environmental Modelling written by Keith Beven and published by CRC Press. This book was released on 2018-09-03 with total page 393 pages. Available in PDF, EPUB and Kindle. Book excerpt: Uncertainty in the predictions of science when applied to the environment is an issue of great current relevance in relation to the impacts of climate change, protecting against natural and man-made disasters, pollutant transport and sustainable resource management. However, it is often ignored both by scientists and decision makers, or interpreted as a conflict or disagreement between scientists. This is not necessarily the case, the scientists might well agree, but their predictions would still be uncertain and knowledge of that uncertainty might be important in decision making. Environmental Modelling: An Uncertain Future? introduces students, scientists and decision makers to: the different concepts and techniques of uncertainty estimation in environmental prediction the philosophical background to different concepts of uncertainty the constraint of uncertainties by the collection of observations and data assimilation in real-time forecasting techniques for decision making under uncertainty. This book will be relevant to environmental modellers, practitioners and decision makers in hydrology, hydraulics, ecology, meteorology and oceanography, geomorphology, geochemistry, soil science, pollutant transport and climate change. A companion website for the book can be found at www.uncertain-future.org.uk

Robustness in Econometrics

Author : Vladik Kreinovich
Publisher : Springer
ISBN 13 : 3319507427
Total Pages : 705 pages
Book Rating : 4.3/5 (195 download)

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Book Synopsis Robustness in Econometrics by : Vladik Kreinovich

Download or read book Robustness in Econometrics written by Vladik Kreinovich and published by Springer. This book was released on 2017-02-11 with total page 705 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents recent research on robustness in econometrics. Robust data processing techniques – i.e., techniques that yield results minimally affected by outliers – and their applications to real-life economic and financial situations are the main focus of this book. The book also discusses applications of more traditional statistical techniques to econometric problems. Econometrics is a branch of economics that uses mathematical (especially statistical) methods to analyze economic systems, to forecast economic and financial dynamics, and to develop strategies for achieving desirable economic performance. In day-by-day data, we often encounter outliers that do not reflect the long-term economic trends, e.g., unexpected and abrupt fluctuations. As such, it is important to develop robust data processing techniques that can accommodate these fluctuations.

LISS 2012

Author : Zhenji Zhang
Publisher : Springer Science & Business Media
ISBN 13 : 3642320546
Total Pages : 1470 pages
Book Rating : 4.6/5 (423 download)

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Book Synopsis LISS 2012 by : Zhenji Zhang

Download or read book LISS 2012 written by Zhenji Zhang and published by Springer Science & Business Media. This book was released on 2013-03-19 with total page 1470 pages. Available in PDF, EPUB and Kindle. Book excerpt: Information and communication technology has helped to provide a more effective network infrastructure and development platform for logistics and service operations. In order to meet the needs of consumers, and particularly to promote low-carbon development processes, new types of services will also emerge. LISS 2012 is a prime international forum for both researchers and industry practitioners to exchange the latest fundamental advances in the state of the art and practice of logistics, informatics, service operations and service science. Experts and researchers from related fields will discuss current issues and future development opportunities, discuss and analyze developing trends and exchange the latest research and academic thought. The theme of the conference is Logistics and Service Science based on the Internet of Things.

Sustainable Agriculture and Agribusiness in Iran

Author : Masoomeh Rashidghalam
Publisher : Springer
ISBN 13 : 9811362831
Total Pages : 194 pages
Book Rating : 4.8/5 (113 download)

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Book Synopsis Sustainable Agriculture and Agribusiness in Iran by : Masoomeh Rashidghalam

Download or read book Sustainable Agriculture and Agribusiness in Iran written by Masoomeh Rashidghalam and published by Springer. This book was released on 2019-03-13 with total page 194 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a collection of ten empirical studies on Iran’s sustainable agriculture and agribusiness, grouped into three domains: agricultural prices and commodity market analysis; risk management and climate change; and natural resources and environmental economics. The various studies elaborate on sustainable agriculture, climate change, pest management, natural resources, land-use, agricultural marketing, risk management and insurance in Iran’s agricultural sector. The book also introduces the key microeconomic principles that are applied to agriculture from a suitability perspective, and provides policy recommendation to decision makers and agricultural-product producers. As such it serves as a supplement to textbooks on applied economics, agricultural and environmental economics, and offers students and professionals in agricultural economics, resource economics, risk management, and food policy as well as general economists real-world examples of the principles under discussion. Further, it includes an extensive range of case studies from different regions of the country, which could be applied in agricultural policy making process, making it a useful resource for agricultural planners and decision makers in government agencies.