Managing Uncertainty in Complex Models
Jeremy E. Oakley(Editor)
CRC Press
1st Edition
Published on 15. June 2017
Book
Hardback
352 pages
978-1-4398-9880-2 (ISBN)
Description
This book describes statistical methods for analyzing uncertainty in complex mathematical or computational models of physical systems. Such models are widely used in science and engineering-for example, climate models or cost-effectiveness models in health economics-and almost always have uncertainty in their predictions. Model users may not have all the information they need to specify values of various quantities required by the model, and models usually cannot be expected to represent the real world perfectly. This book presents methods for analyzing uncertainty within the statistical frameworks of Bayesian and Bayes linear analysis. The core of this book is the problem of analyzing uncertainty for computationally expensive models. The book uses simple examples to illustrate the methods and includes substantive case studies to highlight applications.
More details
Series
Language
English
Place of publication
Bosa Roca
United States
Publishing group
Taylor & Francis Inc
Illustrations
40 s/w Abbildungen
40 Illustrations, black and white
Dimensions
Height: 234 mm
Width: 156 mm
ISBN-13
978-1-4398-9880-2 (9781439898802)
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Schweitzer Classification
Content
Introduction. Univariate Emulators. Multivariate Emulators. Design. Analysis with Univariate Emulators. Linking Models to Reality. Using Observational Data. Emulators for Stochastic Models. Case Study 1: Sensitivity Analysis in Epidemic Modelling. Case Study 2: Climate Modelling. Case Study 3: History Matching an Oil Reservoir Model.