Uncertainty Analysis and Dependence Modeling

Uncertainty analysis involves quantifying (joint) uncertainty on the inputs of models, propagating this through the mathematical model, and interpreting the results. We sketch the emergence of uncertainty analysis, give recent examples, and briefly illustrate current active issues. Depencence modeling and probability inversion are high on the research agenda. Keywords: uncertainty analysis; dependence modeling; probabilistic inversion; correlation; dispersion modeling; campylobacter infection; expert judgment