1. Introduction -- 2. Some tips to use R and RStudio -- 3. Probabilities and Random Variables -- 4. Representation of random variables -- 5. Stochastic processes -- 6. Uncertain Algebraic Equations -- 7. Random Differential Equations -- 8. UQ in Game Theory -- 9. Optimization under uncertainty...

This book is a rigorous but practical presentation of the Bayesian techniques of uncertainty quantification, with applications in R. This volume includes mathematical arguments at the level necessary to make the presentation rigorous and the assumptions clearly established, while maintaining a...