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Uncertainty analysis with high dimensional dependence modelling [[electronic resource] /] / Dorota Kurowicka and Roger Cooke
| Uncertainty analysis with high dimensional dependence modelling [[electronic resource] /] / Dorota Kurowicka and Roger Cooke |
| Autore | Kurowicka Dorota <1967-> |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ, : Wiley, c2006 |
| Descrizione fisica | 1 online resource (308 p.) |
| Disciplina |
003.54
003/.54 |
| Altri autori (Persone) | CookeRoger <1942-> |
| Collana | Wiley series in probability and statistics |
| Soggetto topico | Uncertainty (Information theory) - Mathematics |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-64995-X
9786610649952 0-470-86307-2 0-470-86308-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Uncertainty Analysis with High Dimensional Dependence Modelling; Contents; Preface; 1 Introduction; 1.1 Wags and Bogsats; 1.2 Uncertainty analysis and decision support: a recent example; 1.3 Outline of the book; 2 Assessing Uncertainty on Model Input; 2.1 Introduction; 2.2 Structured expert judgment in outline; 2.3 Assessing distributions of continuous univariate uncertain quantities; 2.4 Assessing dependencies; 2.5 Unicorn; 2.6 Unicorn projects; 3 Bivariate Dependence; 3.1 Introduction; 3.2 Measures of dependence; 3.2.1 Product moment correlation; 3.2.2 Rank correlation; 3.2.3 Kendall's tau
3.3 Partial, conditional and multiple correlations3.4 Copulae; 3.4.1 Fr ́echet copula; 3.4.2 Diagonal band copula; 3.4.3 Generalized diagonal band copula; 3.4.4 Elliptical copula; 3.4.5 Archimedean copulae; 3.4.6 Minimum information copula; 3.4.7 Comparison of copulae; 3.5 Bivariate normal distribution; 3.5.1 Basic properties; 3.6 Multivariate extensions; 3.6.1 Multivariate dependence measures; 3.6.2 Multivariate copulae; 3.6.3 Multivariate normal distribution; 3.7 Conclusions; 3.8 Unicorn projects; 3.9 Exercises; 3.10 Supplement; 4 High-dimensional Dependence Modelling; 4.1 Introduction 4.2 Joint normal transform4.3 Dependence trees; 4.3.1 Trees; 4.3.2 Dependence trees with copulae; 4.3.3 Example: Investment; 4.4 Dependence vines; 4.4.1 Vines; 4.4.2 Bivariate- and copula-vine specifications; 4.4.3 Example: Investment continued; 4.4.4 Partial correlation vines; 4.4.5 Normal vines; 4.4.6 Relationship between conditional rank and partial correlations on a regular vine; 4.5 Vines and positive definiteness; 4.5.1 Checking positive definiteness; 4.5.2 Repairing violations of positive definiteness; 4.5.3 The completion problem; 4.6 Conclusions; 4.7 Unicorn projects; 4.8 Exercises 4.9 Supplement4.9.1 Proofs; 4.9.2 Results for Section 4.4.6; 4.9.3 Example of fourvariate correlation matrices; 4.9.4 Results for Section 4.5.2; 5 Other Graphical Models; 5.1 Introduction; 5.2 Bayesian belief nets; 5.2.1 Discrete bbn's; 5.2.2 Continuous bbn's; 5.3 Independence graphs; 5.4 Model inference; 5.4.1 Inference for bbn's; 5.4.2 Inference for independence graphs; 5.4.3 Inference for vines; 5.5 Conclusions; 5.6 Unicorn projects; 5.7 Supplement; 6 Sampling Methods; 6.1 Introduction; 6.2 (Pseudo-) random sampling; 6.3 Reduced variance sampling; 6.3.1 Quasi-random sampling 6.3.2 Stratified sampling6.3.3 Latin hypercube sampling; 6.4 Sampling trees, vines and continuous bbn's; 6.4.1 Sampling a tree; 6.4.2 Sampling a regular vine; 6.4.3 Density approach to sampling regular vine; 6.4.4 Sampling a continuous bbn; 6.5 Conclusions; 6.6 Unicorn projects; 6.7 Exercise; 7 Visualization; 7.1 Introduction; 7.2 A simple problem; 7.3 Tornado graphs; 7.4 Radar graphs; 7.5 Scatter plots, matrix and overlay scatter plots; 7.6 Cobweb plots; 7.7 Cobweb plots local sensitivity: dike ring reliability; 7.8 Radar plots for importance; internal dosimetry; 7.9 Conclusions 7.10 Unicorn projects |
| Record Nr. | UNINA-9910143550903321 |
Kurowicka Dorota <1967->
|
||
| Chichester, England ; ; Hoboken, NJ, : Wiley, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Uncertainty analysis with high dimensional dependence modelling [[electronic resource] /] / Dorota Kurowicka and Roger Cooke
| Uncertainty analysis with high dimensional dependence modelling [[electronic resource] /] / Dorota Kurowicka and Roger Cooke |
| Autore | Kurowicka Dorota <1967-> |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ, : Wiley, c2006 |
| Descrizione fisica | 1 online resource (308 p.) |
| Disciplina |
003.54
003/.54 |
| Altri autori (Persone) | CookeRoger <1942-> |
| Collana | Wiley series in probability and statistics |
| Soggetto topico | Uncertainty (Information theory) - Mathematics |
| ISBN |
1-280-64995-X
9786610649952 0-470-86307-2 0-470-86308-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Uncertainty Analysis with High Dimensional Dependence Modelling; Contents; Preface; 1 Introduction; 1.1 Wags and Bogsats; 1.2 Uncertainty analysis and decision support: a recent example; 1.3 Outline of the book; 2 Assessing Uncertainty on Model Input; 2.1 Introduction; 2.2 Structured expert judgment in outline; 2.3 Assessing distributions of continuous univariate uncertain quantities; 2.4 Assessing dependencies; 2.5 Unicorn; 2.6 Unicorn projects; 3 Bivariate Dependence; 3.1 Introduction; 3.2 Measures of dependence; 3.2.1 Product moment correlation; 3.2.2 Rank correlation; 3.2.3 Kendall's tau
3.3 Partial, conditional and multiple correlations3.4 Copulae; 3.4.1 Fr ́echet copula; 3.4.2 Diagonal band copula; 3.4.3 Generalized diagonal band copula; 3.4.4 Elliptical copula; 3.4.5 Archimedean copulae; 3.4.6 Minimum information copula; 3.4.7 Comparison of copulae; 3.5 Bivariate normal distribution; 3.5.1 Basic properties; 3.6 Multivariate extensions; 3.6.1 Multivariate dependence measures; 3.6.2 Multivariate copulae; 3.6.3 Multivariate normal distribution; 3.7 Conclusions; 3.8 Unicorn projects; 3.9 Exercises; 3.10 Supplement; 4 High-dimensional Dependence Modelling; 4.1 Introduction 4.2 Joint normal transform4.3 Dependence trees; 4.3.1 Trees; 4.3.2 Dependence trees with copulae; 4.3.3 Example: Investment; 4.4 Dependence vines; 4.4.1 Vines; 4.4.2 Bivariate- and copula-vine specifications; 4.4.3 Example: Investment continued; 4.4.4 Partial correlation vines; 4.4.5 Normal vines; 4.4.6 Relationship between conditional rank and partial correlations on a regular vine; 4.5 Vines and positive definiteness; 4.5.1 Checking positive definiteness; 4.5.2 Repairing violations of positive definiteness; 4.5.3 The completion problem; 4.6 Conclusions; 4.7 Unicorn projects; 4.8 Exercises 4.9 Supplement4.9.1 Proofs; 4.9.2 Results for Section 4.4.6; 4.9.3 Example of fourvariate correlation matrices; 4.9.4 Results for Section 4.5.2; 5 Other Graphical Models; 5.1 Introduction; 5.2 Bayesian belief nets; 5.2.1 Discrete bbn's; 5.2.2 Continuous bbn's; 5.3 Independence graphs; 5.4 Model inference; 5.4.1 Inference for bbn's; 5.4.2 Inference for independence graphs; 5.4.3 Inference for vines; 5.5 Conclusions; 5.6 Unicorn projects; 5.7 Supplement; 6 Sampling Methods; 6.1 Introduction; 6.2 (Pseudo-) random sampling; 6.3 Reduced variance sampling; 6.3.1 Quasi-random sampling 6.3.2 Stratified sampling6.3.3 Latin hypercube sampling; 6.4 Sampling trees, vines and continuous bbn's; 6.4.1 Sampling a tree; 6.4.2 Sampling a regular vine; 6.4.3 Density approach to sampling regular vine; 6.4.4 Sampling a continuous bbn; 6.5 Conclusions; 6.6 Unicorn projects; 6.7 Exercise; 7 Visualization; 7.1 Introduction; 7.2 A simple problem; 7.3 Tornado graphs; 7.4 Radar graphs; 7.5 Scatter plots, matrix and overlay scatter plots; 7.6 Cobweb plots; 7.7 Cobweb plots local sensitivity: dike ring reliability; 7.8 Radar plots for importance; internal dosimetry; 7.9 Conclusions 7.10 Unicorn projects |
| Record Nr. | UNINA-9910830022903321 |
|
Kurowicka Dorota <1967->
|
||
| Chichester, England ; ; Hoboken, NJ, : Wiley, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||