TY  - BOOK
AU  - Smith,Ralph C.
TI  - Uncertainty quantification: theory, implementation, and applications 
T2  - Computational science and engineering 
SN  - 9781611973211
U1  - 000SA.09 23
PY  - 2014///
CY  - Philadelphia
PB  - Society for Industrial and Applied Mathematics
KW  - Measurement uncertainty (Statistics)
KW  - Estimation theory
N1  - Includes bibliographical references and index; Preface; 
Notation; 
Acronyms and initialisms; 
1. Introduction; 
2. Large-scale applications; 
3. Prototypical models; 
4. Fundamentals of probability, random processes, and statistics; 
5. Representation of random inputs; 
6. Parameter selection techniques; 
7. Frequentist techniques for parameter estimation; 
8. Bayesian techniques for parameter estimation; 
9. Uncertainty propagation in models; 
10. Stochastic spectral methods; 
11. Sparse grid quadrature and interpolation techniques; 
12. Prediction in the presence of model discrepancy; 
13. Surrogate models; 
14. Local sensitivity analysis; 
15. Global sensitivity analysis; 
A. Concepts from functional analysis; 
Bibliography; 
Index
N2  - A guide to the quantification of uncertainty in simulation models, aimed at students and researchers in mathematics, science and engineering
ER  -