workshop on uncertainty projection methods

Scott Ferson (scott@ramas.com)
Thu, 11 Nov 1999 07:52:48 +0100 (MET)

Dear NAFIPS:

The Society for Risk Analysis is sponsoring a workshop on
interval analysis, Monte Carlo methods, fuzzy arithmetic and
probability bounds analysis. A synopsis appears below and
details are available at http://www.ramas.com/interval.htm

Scott Ferson <scott@ramas.com>
Applied Biomathematics, 631-751-4350, fax -3435

WORKSHOP
BEYOND POINT ESTIMATES
Risk Assessment Using Interval, Monte Carlo, Fuzzy and Bounding Methods

Sunday, 5 December 1999
Society for Risk Analysis Annual Meeting
Atlanta Marriott Marquis
Atlanta, Georgia

Abstract
This workshop introduces interval analysis, Monte Carlo methods,
fuzzy arithmetic and probability bounds analysis for propagating
uncertainty in quantitative risk analyses where data are very
limited. Interval analysis, although less powerful than other
methods when information is abundant, can be used for analyzing
uncertainty of all kinds no matter what its nature or source.
As the simplest method for handling uncertain quantities, we use
it to demonstrate many of the commonalities that unite all the
approaches. Some of the details of uncertainty arithmetic can
be very subtle and inattention to them may lead to seriously
erroneous conclusions. The methods will be applied to several
examples and case studies. Along with a workbook of illustrations
used during the workshop, attendees will be provided a CD of
software including executable programs and public-domain source
code.

Topics will include
Interval analysis
Monte Carlo methods
Fuzzy arithmetic
Probability bounds analysis
The algebra you already know can hurt you
Backcalculation untangles equations involving uncertainty
How to specify inputs when you don't know much
How to model correlation and dependencies
How to account for model uncertainty
Comparisons among different methods for propagating uncertainty
Combining bounding methods with probability theory
Decisions under incomplete information

Examples and case studies include
Ground water contamination
Event-tree safety assessment
Setting cleanup targets
Endangered species conservation strategies
Wildlife exposure to environmental hexachlorobenzene

You can register for the workshop by contacting the Society for
Risk Analysis at 703-790-1745, fax -2672, or SRA@BurkInc.com.
Pre-registration before 15 November is $300; on-site registration
is $360.

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