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Shrinking the Variance in Experts’ “Classical” Weights Used in Expert Judgment Aggregation

Dharmarathne, Gayan (author), Nane, G.F. (author), Robinson, Andrew (author), Hanea, Anca M. (author)

Mathematical aggregation of probabilistic expert judgments often involves weighted linear combinations of experts’ elicited probability distributions of uncertain quantities. Experts’ weights are commonly derived from calibration experiments based on the experts’ performance scores, where performance is evaluated in terms of the calibration and...

journal article 2023

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Editorial: Multivariate Probabilistic Modelling for Risk and Decision Analysis

Hanea, Anca Maria (author), Nane, G.F. (author)

contribution to periodical 2022

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Uncertainty Quantification with Experts: Present Status and Research Needs

Hanea, Anca M. (author), Hemming, Victoria (author), Nane, G.F. (author)

Expert elicitation is deployed when data are absent or uninformative and critical decisions must be made. In designing an expert elicitation, most practitioners seek to achieve best practice while balancing practical constraints. The choices made influence the required time and effort investment, the quality of the elicited data, experts’...

journal article 2021

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An In-Depth Perspective on the Classical Model

Hanea, Anca M. (author), Nane, G.F. (author)

The Classical Model (CM) or Cooke’s method for performing Structured Expert Judgement (SEJ) is the best-known method that promotes expert performance evaluation when aggregating experts’ assessments of uncertain quantities. Assessing experts’ performance in quantifying uncertainty involves two scores in CM, the calibration score (or...

book chapter 2021

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Introduction to the special issue: Overview of OLYMPUS Optimization Benchmark Challenge

Fonseca, R. M. (author), Rossa, E. Della (author), Emerick, A. A. (author), Hanea, R. G. (author), Jansen, J.D. (author)

contribution to periodical 2020

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Levee system reliability modeling: The length effect and Bayesian updating

Roscoe, K. (author), Hanea, Anca (author), Jongejan, R.B. (author), Vrouwenvelder, A.C.W.M. (author)

In levee system reliability, the length effect is the term given to the phenomenon that the longer the levee, the higher the probability that it will have a weak spot and fail. Quantitatively, it is the ratio of the segment failure probability to the cross-sectional failure probability. The literature is lacking in methods to calculate the...

review 2020

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Calibrating experts’ probabilistic assessments for improved probabilistic predictions

Hanea, A.M. (author), Nane, G.F. (author)

Expert judgement is routinely required to inform critically important decisions. While expert judgement can be remarkably useful when data are absent, it can be easily influenced by contextual biases which can lead to poor judgements and subsequently poor decisions. Structured elicitation protocols aim to: (1) guard against biases and provide...

journal article 2019

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Eliciting Multivariate Uncertainty from Experts: Considerations and Approaches Along the Expert Judgement Process

Werner, Christoph (author), Hanea, A.M. (author), Morales Napoles, O. (author)

In decision and risk analysis problems, modelling uncertainty probabilistically provides key insights and information for decision makers. A common challenge is that uncertainties are typically not isolated but interlinked which introduces complex (and often unexpected) effects on the model output. Therefore, dependence needs to be taken into...

book chapter 2018

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A Bayesian network approach for coastal risk analysis and decision making

Jaeger, W.S. (author), Christie, E. K. (author), Hanea, A.M. (author), den Heijer, C. (author), Spencer, T. (author)

Emergency management and long-term planning in coastal areas depend on detailed assessments (meter scale) of flood and erosion risks. Typically, models of the risk chain are fragmented into smaller parts, because the physical processes involved are very complex and consequences can be diverse. We developed a Bayesian network (BN) approach to...

journal article 2018

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Bayesian networks for identifying incorrect probabilistic intuitions in a climate trend uncertainty quantification context

Hanea, A.M. (author), Nane, G.F. (author), Wielicki, B.A. (author), Cooke, R.M. (author)

Probabilistic thinking can often be unintuitive. This is the case even for simple problems, let alone the more complex ones arising in climate modelling, where disparate information sources need to be combined. The physical models, the natural variability of systems, the measurement errors and their dependence upon the observational period...

journal article 2018

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Overview of the olympus field development optimization challenge

Fonseca, R. M. (author), Della Rossa, E. (author), Emerick, A. A. (author), Hanea, R. G. (author), Jansen, J.D. (author)

Since the early 2000's there has been a significant focus from many groups around the world towards the development and application of innovative technologies in order to improve reservoir management strategies and optimize field development plans. Benchmark studies are a very valuable way of evaluating and demonstrating the status and...

conference paper 2018

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A Bayesian network approach to coastal storm impact modeling

Jäger, W.S. (author), Den Heijer, C. (author), Bolle, A. (author), Hanea, A.M. (author)

In this paper we develop a Bayesian network (BN) that relates offshore storm conditions to their accompagnying flood characteristics and damages to residential buildings, following on the trend of integrated flood impact modeling. It is based on data from hydrodynamic storm simulations, information on land use and a depth-damage curve. The...

conference paper 2015

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Bayesian networks in levee reliability

Roscoe, K. (author), Hanea, A. (author)

We applied a Bayesian network to a system of levees for which the results of traditional reliability analysis showed high failure probabilities, which conflicted with the intuition and experience of those managing the levees. We made use of forty proven strength observations - high water levels with no evidence of failure - to refine the...

conference paper 2015

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The Copula Bayesian Network with mixed discrete and continuous nodes to forecast railway disruption lengths

Zilko, A.A. (author), Kurowicka, D. (author), Hanea, A.M. (author), Goverde, R.M.P. (author)

The highly uncertain nature of a railway disruption complicates the tasks carried by the Dutch Operational Control Centre Rail (OCCR) in the Netherlands. A good prediction of disruption length is believed to help the decision making in dealing with the disruption. Zilko, et al. [Non-Parametric Bayesian Network to Forecast Railway Disruption...

conference paper 2015

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Experimental results about the assessments of conditional rank correlations by experts: Example with air pollution estimates

Morales-Napoles, O. (author), Hanea, A.M. (author), Worm, D.T.H. (author)

Science-based models often involve substantial uncertainty that must be quantified in a defendable way. Shortage of empirical data inevitably requires input from expert judgment. How this uncertainty is best elicited can be critical to a decision process, as differences in efficacy and robustness of the elicitation methods can be substantial....

conference paper 2013

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Further development of a method to calculate frequencies of loss of control including their uncertainty

Ale, B.J.M. (author), Van Gulijk, C. (author), Hanea, D.M. (author), Hudson, P. (author), Lin, P.H. (author), Sillem, S. (author), Steenhoek, M. (author), Ababei, D. (author)

An integrated model for risk in a real-time environment for the hydrocarbon industry based on the CATS model for commercial aviation safety has been further developed. The approach described in earlier papers required Bayesian Belief Nets (BBN) to be developed for each process unit separately. A much more efficient method for developing the...

conference paper 2013

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Left-hand side BBN model for process safety

Van Gulijk, C. (author), Hanea, D.H. (author), Almeida, K.Q. (author), Steenhoek, M. (author), Ale, B.J.M. (author), Ababei, D. (author)

This paper describes the blueprint of a model for calculating the left-hand side of the bow-tie for chemical plants is described. The model is based on Non-Parametric Bayesian Belief Nets so that uncertainties are automatically included. Also, the procedure for constructing the elements for the model is described. The aim is to calculate LoC...

conference paper 2013

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Modeling contractor and company employee behavior in high hazard operation

Lin, P.H. (author), Hanea, D. (author), Ale, B.J.M. (author)

The recent blow-out and subsequent environmental disaster in the Gulf of Mexico have highlighted a number of serious problems in scientific thinking about safety. Risk models have generally concentrated on technical failures, which are easier to model and for which there are more concrete data. However, many primary cause of the disasters, such...

conference paper 2013

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Modelling risk in high hazard operations: Integrating technical, organisational and cultural factors

Ale, B.J.M. (author), Hanea, D.M. (author), Sillem, S. (author), Lin, P.H. (author), Van Gulijk, C. (author), Hudson, P.T.W. (author)

Recent disasters in high hazard industries such as Oil and Gas Exploration (The Deepwater Horizon) and Petrochemical production (Texas City) have been found to have causes that range from direct technical failures through organizational shortcomings right up to weak regulation and inappropriate company cultures. Risk models have generally...

conference paper 2012

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Ensemble Kalman filter for model updating: A special issue

Naevdal, G. (author), Hanea, R.G. (author), Oliver, D.S. (author), Vallès, B. (author)

journal article 2011