../pics/gatech_logo_web.gif (7485 bytes)

HUST100.578: Uncertainty Quantification & Analysis in Systems Modeling & Simulation

(A special topic graduate course offered at Huazhong University of Science & Technology (HUST), China, Nov.23 - Dec.1, 2011)

Instructor: Prof. Yan Wang

Lecture No. Topics Handouts Readings & Exercises
1 Uncertainties in Modeling & Simulation
  • Fundamental concepts of modeling
  • Major sources of epistemic uncertainty in modeling and simulation
  • Slides
  • Exercise 1
  • 2 Probability Theory and Interpretations
  • History and evolution of probability theory
  • Different interpretations of probability
  • Slides
  • Exercise 2
  • 3 Markov Model
  • Independence
  • Discrete-Time Markov Chain
  • Chapman-Kolmogorov equation
  • Slides
  • Exercise 3
  • 4 Generalization of Markov Models
  • Hidden Markov model
  • Viterbi algorithm
  • Baum-Welch algorithm
  • Slides
  • Exercise 4
  • 5 Interval Analysis and Generalized Interval
  • Interval Arithmetic
  • Generalized interval
  • Applications of interval computing
  • 6 Introduction of Imprecise Probability Theories