ETH Zurich - D-BAUG - IBK (Faber) - The Probabilistic Analysis of Systems in Engineering

The seminar will be conducted as a study group under the responsibility of Prof. Faber. All participants will in turn be responsible for presenting a part of the material and for developing the examples. Self study, presentations and discussions will constitute main components of the course.

Who should attend?

Researchers, Ph. D. students, post-docs and graduate students interested in the general modeling and analysis of systems subject to uncertainties.

Literature

Gelman, A.B., Carlin, J.B., Stern, H.S., and Rubin, D.B., Bayesian Data Analysis, CRC Press, 2004
Congdon, P., Bayesian Statistical Modelling, John Wiley & Sons Inc, 2007
Selected papers

Agenda

Date	Topic	Lecturer	Presentations
26.09.07	Basic theory of systems Definition of system	Prof. M. H. Faber	presentation 1
03.10.07	Basic theory of probability Classical probability theory and Bayesian probability theory	Prof. M. H. Faber	presentation 2
10.10.07	Bayesian probabilistic networks Definition and use of Bayesian probabilistic networks	K. Nishijima	presentation 3 Bernoulli
17.10.07	Bayesian probabilistic networks Introduction of available software tools Statistical inferences	A. Kurz	presentation 4
24.10.07	Bayesian probabilistic networks Algorithms used in Bayesian probabilistic networks	Y. Bayraktarli	presentation 5
31.10.07	Bayesian probabilistic networks Hierarchical modeling	M. Sandomeer	presentation 6
07.11.07	Assessment of system reliability and robustness	H. Narasimhan	presentation 7
14.11.07	Application example Performance of structural systems	J. Qin	presentation 8 Winbugs short presentation
21.11.07	Application example Process of natural hazards	Y. Luo	presentation 9
28.11.07	Application example Analysis of portfolio losses	M. Graf	presentation 10
05.12.07	Application example Process of natural hazards	X. Liu	presentation 11
12.12.07	Application example Snow supporting structures	E. Sabiote	presentation 12
19.12.07	Application to other fields	A. Schranzhofer	presentation 13

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