Probabilistic Inversion of Expert Judgments in the Quantification of Model Uncertainty
Published Online:1 Jun 2005https://doi.org/10.1287/mnsc.1050.0370
References
- Basel Committee on Banking Supervision Overview of the new Basel capital accord. (2003) . Technical report, Third consultative paper, Bank for International Settlements, Basel, SwitzerlandGoogle Scholar
- Probabilistic Risk Analysis: Foundations and Methods (2001) (Cambridge University Press, Cambridge, UK) Crossref, Google Scholar
- Vines—A new graphical model for dependent random variables. Ann. Statist. (2002) 30:1031–1068Crossref, Google Scholar
- Probability and Measure (1986) 2nd ed(John Wiley & Sons, New York) Google Scholar
- EUR report 17758 EN. Proc. 2nd Internat. Sympos. Sensitivity Anal. Model Output (SAMO) (1998) Venice, ItalyGoogle Scholar
- Experts in Uncertainty: Opinion and Subjective Probability in Science (1991) (Oxford University Press, New York) Crossref, Google Scholar
- Parameter fitting for uncertain models; modelling uncertainty in small models. Reliability Engrg. System Safety (1994) 44:89–102Crossref, Google Scholar
- The anatomy of the squizzel: The role of operational definitions in representing uncertainty. Reliability Engrg. System Safety (2004) 85:313–319Crossref, Google Scholar
- Procedures guide for structured expert judgment. (2000) . Technical report EUR 18820 EN, European Commission, Directorate-General for Research, Brussels, BelgiumGoogle Scholar
- Bayesian forecasting for complex systems using computer simulators. J. Amer. Statist. Assoc. (2001) 96(454):717–729Crossref, Google Scholar
- Real Analysis and Probability (1989) (Wadsworth Inc., Pacific Grove, CA) Google Scholar
- Expertmeningen onzekerheidsanalyse; kwalitatief en kwantitatief verslag (in Dutch). (1999) . Technical report WB1083, Ministry of Transport, Public Works and Water Management, Utrecht, The NetherlandsGoogle Scholar
- Joint USNRC/CEC consequence uncertainty study: Summary of objectives, approach, application, and results for the dispersion and deposition uncertainty assessments. (1994) . Technical report NUREG/CR-6244 and EUR 15855 and SAND94-1453, Sandia National Laboratories and Delft University of Technology, Washington, DCGoogle Scholar
- A Bayesian approach to characterizing uncertainty in inverse problems using coarse and fine-scale information. IEEE Trans. Signal Processing (2002) 50(2):389–399Crossref, Google Scholar
- Probabilistic inversion in uncertainty analysis and related topics. (2002) . Ph.D. thesis, Delft University of Technology, Delft, The NetherlandsGoogle Scholar
- Information Theory and Statistics (1959) (Wiley, New York) Google Scholar
- On the recovery of joint distributions from limited information. J. Econometrics (2002) 107:259–274Crossref, Google Scholar
- Uncertainty: A Guide to Dealing with Uncertainty in Quantitative Risk and Policy Analysis (1990) (Cambridge University Press, Cambridge, UK) Crossref, Google Scholar
- Probability is perfect, but we can’t elicit it perfectly. Reliability Engrg. System Safety (2004) 85:239–248Crossref, Google Scholar
- Uncertainties in risk analysis: Six levels of treatment. Reliability Engrg. System Safety (1996) 54:95–111Crossref, Google Scholar
- Proc. Sympos. Theory Appl. Sensitivity Anal. Model Output Comput. Simulation (SAMO) (1995) Belgirate, ItalyEUR report 16331, ISBN 92-827-3530-4Google Scholar
- Prior information and uncertainty in inverse problems. Geophysics (2001) 66(2):389–397Crossref, Google Scholar
- SAMO 2001: Methodology advances and innovative applications of sensitivity analysis. Reliability Engrg. System Safety (2003) 79(2Crossref, Google Scholar
- A Bayes tour of inversion: A tutorial. Geophysics (2001) 66(1):55–69Crossref, Google Scholar
- Uncertainty in probabilistic risk assessment. Reliability Engrg. System Safety (1996) 54:127–132Crossref, Google Scholar
- Minimum relative entropy and probabilistic inversion in groundwater hydrology. Stochastic Hydrology Hydraulics (1998) 12:317–358Crossref, Google Scholar
- Information processing and Bayesian analysis. J. Econometrics (2002) 107:41–50Crossref, Google Scholar

