Uncertainty Analysis with High Dimensional Dependence Modelling
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- 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.