Abstract
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 account and modelled appropriately if simplifying assumptions, such as independence, are not sensible. Similar to the case of univariate uncertainty, which is described elsewhere in this book, relevant historical data to quantify a (dependence) model are often lacking or too costly to obtain. This may be true even when data on a model’s univariate quantities, such as marginal probabilities, are available. Then, specifying dependence between the uncertain variables through expert judgement is the only sensible option. A structured and formal process to the elicitation is essential for ensuring methodological robustness. This chapter addresses the main elements of structured expert judgement processes for dependence elicitation. We introduce the processes’ common elements, typically used for eliciting univariate quantities, and present the differences that need to be considered at each of the process’ steps for multivariate uncertainty. Further, we review findings from the behavioural judgement and decision making literature on potential cognitive fallacies that can occur when assessing dependence as mitigating biases is a main objective of formal expert judgement processes. Given a practical focus, we reflect on case studies in addition to theoretical findings. Thus, this chapter serves as guidance for facilitators and analysts using expert judgement.
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- 1.
The study is also known as WASH-1400 and as the Rasmussen Report due to Norman Carl Rasmussen. At that time, the use of expert opinion for assessing uncertainties was often viewed highly sceptical, however a main challenge was that until then no nuclear plant accident had been observed. Therefore, the report, together with its use of expert opinion, was only revived due to the Three Mile Island accident (1979). After the incident, the report’s results were prescient. In particular, the inclusion of human error as a source of risk made the case for expert judgement.
- 2.
There has been ongoing philosophical debate about the meaning of causation. While some refuted the concept of causation in science altogether (Russell 1912), others focused on specific aspects. For us, probabilistic causation (Suppes 1970) and its perception/inference are of interest. Hume (1748/2000) proposes one of the most established accounts for that. He proposes a (unobservable) causal mechanism which is inferred through the regularity of an effect following a cause.
- 3.
Bayes’ Theorem is named after Thomas Bayes (1701–1761) who first proposed it. Since then it has been further developed and had its impact in a variety of problem contexts (see Bertsch McGrayne 2011 for a historical overview). In its simplest form, for events X and Y, it is defined as \(P(X\vert Y ) = \frac{P(Y \vert X)P(X)} {P(Y )}\) whereas P(Y ) ≠ 0.
- 4.
When, + indicates the presence of variables X and Y, and − their absence, the quadrants can be presented as:
- 5.
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Werner, C., Hanea, A.M., Morales-Nápoles, O. (2018). Eliciting Multivariate Uncertainty from Experts: Considerations and Approaches Along the Expert Judgement Process. In: Dias, L., Morton, A., Quigley, J. (eds) Elicitation. International Series in Operations Research & Management Science, vol 261. Springer, Cham. https://doi.org/10.1007/978-3-319-65052-4_8
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