Modelling Under Risk and Uncertainty: An Introduction to Statistical, Phenomenological and Computational Methods (Wiley Series in Probability and Statistics) - Hardcover

De Rocquigny, Etienne

Hardcover

ISBN 10: 0470695145 ISBN 13: 9780470695142

Verlag: Wiley, 2012

Inhaltsangabe

Modelling has permeated virtually all areas of industrial, environmental, economic, bio-medical or civil engineering: yet the use of models for decision-making raises a number of issues to which this book is dedicated:

How uncertain is my model ? Is it truly valuable to support decision-making ? What kind of decision can be truly supported and how can I handle residual uncertainty ? How much refined should the mathematical description be, given the true data limitations ? Could the uncertainty be reduced through more data, increased modeling investment or computational budget ? Should it be reduced now or later ? How robust is the analysis or the computational methods involved ? Should / could those methods be more robust ? Does it make sense to handle uncertainty, risk, lack of knowledge, variability or errors altogether ? How reasonable is the choice of probabilistic modeling for rare events ? How rare are the events to be considered ? How far does it make sense to handle extreme events and elaborate confidence figures ? Can I take advantage of expert / phenomenological knowledge to tighten the probabilistic figures ? Are there connex domains that could provide models or inspiration for my problem ?

Written by a leader at the crossroads of industry, academia and engineering, and based on decades of multi-disciplinary field experience, Modelling Under Risk and Uncertainty gives a self-consistent introduction to the methods involved by any type of modeling development acknowledging the inevitable uncertainty and associated risks. It goes beyond the “black-box” view that some analysts, modelers, risk experts or statisticians develop on the underlying phenomenology of the environmental or industrial processes, without valuing enough their physical properties and inner modelling potential nor challenging the practical plausibility of mathematical hypotheses; conversely it is also to attract environmental or engineering modellers to better handle model confidence issues through finer statistical and risk analysis material taking advantage of advanced scientific computing, to face new regulations departing from deterministic design or support robust decision-making.

Modelling Under Risk and Uncertainty:

• Addresses a concern of growing interest for large industries, environmentalists or analysts: robust modeling for decision-making in complex systems.
• Gives new insights into the peculiar mathematical and computational challenges generated by recent industrial safety or environmental control analysis for rare events.
• Implements decision theory choices differentiating or aggregating the dimensions of risk/aleatory and epistemic uncertainty through a consistent multi-disciplinary set of statistical estimation, physical modelling, robust computation and risk analysis.
• Provides an original review of the advanced inverse probabilistic approaches for model identification, calibration or data assimilation, key to digest fast-growing multi-physical data acquisition.
• Illustrated with one favourite pedagogical example crossing natural risk, engineering and economics, developed throughout the book to facilitate the reading and understanding.
• Supports Master/PhD-level course as well as advanced tutorials for professional training

Analysts and researchers in numerical modeling, applied statistics, scientific computing, reliability, advanced engineering, natural risk or environmental science will benefit from this book.

Über diesen Titel

Über die Autorin bzw. den Autor

Etienne De Rocquigny is Senior Research fellow in Statistics in Risk and Environment at Electricite’ de France R&D He has 12 years of R&D and consulting experience in risk and environmental management. He has had consulting appointments and R&D contracts worldwide with the World Bank, the IMF, and UN as part of Sogreah consulting engineers. He is Chairman of the European Safety and Reliability & Data Society and Chairman of a consortium of French Industries on Uncertainty and Industry.

Von der hinteren Coverseite

Modelling Under Risk and Uncertainty goes beyond the ‘black-box’ view that some risk analysts or statisticians develop the underlying phenomenology of the environmental or industrial processes, without valuing enough their physical properties and inner modelling potential; conversely it is also to attract environmental or engineering modellers to more elaborate statistical and risk analysis material beyond for example, elementary variance analysis, taking advantage of advanced scientific computing, to face new regulations departing from deterministic design or decision-making.

Modelling Under Risk and Uncertainty:

• Addresses a concern of growing interest for large industries or environmentalists: risk and uncertainty in complex systems.
• Gives news insight in to the peculiar mathematical challenges generated by recent industrial safety or environmental control analysis.
• Looks at implementing decision theory choices related to risk and uncertainty analysis through statistical estimation and computation, in the presence of physical modelling and risk analysis.
• Discusses key issue of differentiating or aggregating the dimensions of risk/aleatory and epistemic uncertainty.
• Illustrated with one favourite pedagogical example developed throughout the book to facilitate the reading and understanding.

Researchers in applied statistics, scientific computing, reliability, advanced mechanics, physics or environmental science will benefit from this book.

Modelling Under Risk and Uncertainty:

• Addresses a concern of growing interest for large industries or environmentalists: risk and uncertainty in complex systems.
• Gives news insight in to the peculiar mathematical challenges generated by recent industrial safety or environmental control analysis.
• Looks at implementing decision theory choices related to risk and uncertainty analysis through statistical estimation and computation, in the presence of physical modelling and risk analysis.
• Discusses key issue of differentiating or aggregating the dimensions of risk/aleatory and epistemic uncertainty.
• Illustrated with one favourite pedagogical example developed throughout the book to facilitate the reading and understanding.

Researchers in applied statistics, scientific computing, reliability, advanced mechanics, physics or environmental science will benefit from this book.

Details zur Ausgabe

• Verlag: Wiley
• Erscheinungsdatum: 2012
• Sprache: Englisch
• ISBN 10: 0470695145
• ISBN 13: 9780470695142
• Einband: Gebundene Ausgabe
• Auflage: 1
• Anzahl der Seiten: 484
• Kontakt zum Hersteller: Wiley-VCH GmbH; product_safety@wiley.com; ; Boschstrasse 12; Weinheim; 69469; Deutschland