Coupled models: Expert Judgement, Emulators and Model Uncertainty
Lead Research Organisation:
University of Strathclyde
Department Name: Management Science
Abstract
The project will focus on applications of the new technique of emulators to a number of closely related problems in risk assessment. An emulator is essentially a statistically built approximation for a model, which is much faster to run than the original model. It is common in risk assessment to chain complex computer models together to generate information about scenario's of interest to the decision makers. In this project the use of chained emulators will be studied with a number of research topics in mind. First is to explore how emulators can be used to support expert judgements about uncertainties, when experts have opinions about measurable quantities that might be observed at different stages of the model chain, so that we might obtain a better way of quantifying parameter uncertainties. Second is to explore how parameter uncertainty for a model depends on the modelling context in which it is used (in this case, the chain of models it forms a part of). The third and final question recognizes that there are often several different models that could have been chosen to model some kind of behaviour, and therefore seeks to explore the possibilities of using emulators from those different model alternatives to assess the structural sensitivity of a model chain to those modelling choices.
Organisations
Publications
A Daneshkhah
(2008)
Sensitivity analysis of a reliability system using Gaussian processes
Bedford T
(2014)
Assessing parameter uncertainty on coupled models using minimum information methods
in Reliability Engineering & System Safety
Bedford T
(2016)
Approximate Uncertainty Modeling in Risk Analysis with Vine Copulas.
in Risk analysis : an official publication of the Society for Risk Analysis
Cochran J
(2011)
Wiley Encyclopedia of Operations Research and Management Science
Daneshkhah A
(2013)
Probabilistic sensitivity analysis of system availability using Gaussian processes
in Reliability Engineering & System Safety
Daneshkhah A
(2011)
Wiley Encyclopedia of Operations Research and Management Science
DiazDelaO F
(2010)
Structural dynamic analysis using Gaussian process emulators
in Engineering Computations
F DiazDelaO
(2010)
Gaussian process emulators for dynamical systems with random parameters
Tim Bedford (Author)
(2010)
Approximating multivariate distributions with vines