R
Roger M. Cooke
Researcher at Delft University of Technology
Publications - 270
Citations - 13988
Roger M. Cooke is an academic researcher from Delft University of Technology. The author has contributed to research in topics: Uncertainty analysis & Expert elicitation. The author has an hindex of 51, co-authored 263 publications receiving 12663 citations. Previous affiliations of Roger M. Cooke include Resources For The Future & University of Strathclyde.
Papers
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Journal ArticleDOI
Vines: A new graphical model for dependent random variables
Tim Bedford,Roger M. Cooke +1 more
TL;DR: A new graphical model, called a vine, for dependent random variables, which generalize the Markov trees often used in modelling high-dimensional distributions and is weakened to allow for various forms of conditional dependence.
Journal ArticleDOI
Probability Density Decomposition for Conditionally Dependent Random Variables Modeled by Vines
Tim Bedford,Roger M. Cooke +1 more
TL;DR: A general formula for the density of a vine dependent distribution is derived, which generalizes the well-known density formula for belief nets based on the decomposition of belief nets into cliques and allows a simple proof of the Information Decomposition Theorem for a regular vine.
Book
Probabilistic Risk Analysis: Foundations and Methods
Tim Bedford,Roger M. Cooke +1 more
TL;DR: In this article, the authors discuss the fundamental notion of uncertainty, its relationship with probability, and the limits to the quantification of uncertainty and the difficulties of choosing metrics to quantify risk.