Dorota Kurowicka – författare
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3 produkter
3 produkter
1 335 kr
Skickas inom 5-8 vardagar
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.
2 902 kr
Kommande
This volume on statistical dependence modeling is published in honor of Claudia Czado and her influential career in statistics. Reflecting the breadth of her research interests, the book presents authoritative peer-reviewed contributions on theoretical foundations, methodological innovations, and applications in dependence modeling, statistical methodology and Bayesian computation. It also features two historical accounts of vine copulas, a field that Claudia Czado has significantly influenced and contributed to. The book serves both as a scholarly resource and as a celebration of her scientific accomplishments.
2 028 kr
Skickas inom 3-6 vardagar
This book is a collaborative effort from three workshops held over the last three years, all involving principal contributors to the vine-copula methodology. Research and applications in vines have been growing rapidly and there is now a growing need to collate basic results, and standardize terminology and methods. Specifically, this handbook will (1) trace historical developments, standardizing notation and terminology, (2) summarize results on bivariate copulae, (3) summarize results for regular vines, and (4) give an overview of its applications. In addition, many of these results are new and not readily available in any existing journals. New research directions are also discussed.