Probabilistic Modelling of real-world phenomena through ObseRvations and Elicitation (MORE)

Probabilistic Modelling of real-world phenomena through ObseRvations and Elicitation (MORE) is a methodological type module oriented and structured around advanced topics in probability and statistics applied to engineering problems.

Rainfall, water flowing into rivers, cars and trucks crossing bridges, ocean waves, and earthquakes are all examples of phenomena of which we wish to quantify the magnitudes, frequencies, uncertainties, and risks to make our daily life safer and more manageable. Such phenomena are characterized by some degree of randomness, meaning that their future outcomes are unknown. Hence, how do we design sewer systems to deal with precipitation in urban areas, estimate the loads that will compromise the structural integrity of a bridge or protect coastlines from flooding?

In this module, students will learn methods of probability and statistics to infer characteristics of random and uncertain phenomena around us when observations (data) and physics-based numerical models are available, by using (non)stationary extreme-value analysis, dependence modelling in higher dimensions and data-assimilation techniques. When data pose challenges or are simply missing, students will learn about structured expert judgment methods to quantify uncertainty by using expert opinion.

The module will provide students with a theoretical understanding of different probabilistic techniques so that they can discern which method(s) is(are) most suitable for analysing the problem at hand. At the same time, students will learn how to translate their theoretical knowledge into computer codes.

As part of this course, students will apply the methods learned in an interdisciplinary group project around specific themes, that will vary on a yearly basis. Example of projects themes are (i) shoreline protection in the face of sea level rise; (ii) subsidence as a results of ground water extraction; (iii) water management assessment under urbanization and climate change; (iv) reliability of aging infrastructure under climate change. Students will work in groups, about 4 members each, and based will come up with specific research questions for their theme that they will answer using methods learned.

The total 10 EC will be divided as follows: 6 EC in Unit 1 - Theory and Example applications and 4 EC in Unit2 - Group Project.