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.

Formative assessment (feedback):

Formative assessments on common errors identified in weekly assignments and during projects progress meetings will be provided to the class. Group and individual formative assessments will be provided when necessary.

Peer review based on weekly assignments will be implemented. This in particular for the programming components of each week.

At the end of week #8 and before the final deadline for project report submission, the students will have the chance to present their partial results to their peers and receive peer feedback. The students will receive a feedback form to fill in during the group presentation. Feedback will be on the structure of the presentation, relevance of the project topic, and clarity of the methods implemented.

Summative assessment:

Theory and applications

Summative assessment will consist of an individual oral exam covering both theoretical aspects and applications of the statistical methods taught in class. The oral exam will build upon the analyses carried out in the report and expand to the rest of the topics (theory) discussed in the module. The progress (depth and extent that each student can reach) of the oral exam will depend on the ability of each student to answer to questions. The depth and extent that each student can reach during the oral exam will determine the individual grade. The oral examination is 50% of the total grade. As stated earlier, this grade will be individual and hence may differ from the group project grade per student. LOs 1,2,3 will be tested.

Group project

Summative assessment consists of a written report summarizing project setup and results. The purpose of the group project is to LOs 2,4,5,6,7 will be tested. The group project is 50% of the final grade.

A successful participation in the module, requires a minimum evaluation of 5.8 in all examinations

For more information on grading, see article 14 in the Rules and Guidelines (RGBE):
https://www.tudelft.nl/en/student/ceg-student-portal/education/education-information/educational-rules-and-regulations