Welcome to the Personal Website of Roger M Cooke (Mathematics and Philosophy)

(last update Jan. 6, 2023)


NEW: Averaging Quantiles, Variance Shrinkage, Overconfidence (Futures and Foresight)

            with SI

NEW: Rewarding Honesty v Rewarding Accuracy: CRPS

NEW: Comment Evaluating epidemic forecasts...

NEW: RFF: Social Cost of Carbon & Appendix

NEW: Explaining Variance of Pleistocene Climate Sensitivity

NEW: All videos for online course Structured Expert Judgment TU Delft  

     Copyright Delft University of Technology, and licensed under a Creative Commons Attribution 4.0 International License

NEW: Online MOOC course for Expert Judgment


NEW: short videos for online course Structured Expert Judgment TU Delft  

    Decision under Uncertainty, The Confidence Trap (13 mins)

    SEJ Intro (9 mins)

    SEJ Validation (25 mins)

    SEJ for Ice Sheets (10 mins)

    Combining disparate lines of evidence Equilibrium Climate sensitivity (15 mins)

NEW: Macro converting XL file to EXCALIBUR dtt file


Download publications from Resources for the Future website:

Resources for the Future Homepage Roger M Cooke

Download software

    UNINET non parametric continuous Bayesian Belief Nets

    UNICORN (UNIGRAPH, UNISENS) uncertainty analysis with correlations  (vintage, but works)

    EXCALIBUR expert judgment calibration and information

    ANDURYL python version of  EXCALIBUR


VIDEOS of talks:

Using the Social Cost of Carbon to Value Climate Observing Systems Milan Jan 17, 2019

The Confidence Trap and Vine Regression Two talks, Wroclaw U. Sept 2018

The Confidence Trap at ETH: voice over PPT  Dec. 11, 2018.

Climate Change and the Confidence Trap 15 min podcast on the Confidence Trap

The Confidence Trap: dysfunctional dialogues about climate change  45 min video Grande Conference. U.Montreal Oct 18, 2017. (some technical problems)

Willy Aspinall Explains Classical Model for Structured Expert Judgment,  Centers for Disease Control and Prevention, May 23, 2017. This is a 1 hr intro to the Classical Model for Structured Expert Judgment for participating experts.


Dependence Elicitation for Ice Sheets. Non Gaussian Multivariate Statistical Models and their Applications Banff 2013



2012: scientists sentenced to 6 years in prison for optimizing uncertainty of l'Aquila earthquake

2013: quantifying uncertainty on thin ice

2013: why the climate problem requires a new generation of uncertainty analysis

2014: deep and shallow uncertainty in messaging climate change

2014: flood insurance claims fat tail getting fatter

2015: dispelling epicycles regression

2016: respectability looming expert judgment

2017: whither co2 seeking science based quantification carbon cycle uncertainty

2019: The Iceman Cometh Ice sheet SEJ

2021: The Special Sauce: the science of forecasting


Wikipedia pages

Structured Expert Judgment, the Classical Model

Vine Copula


Selected Recent Publications

NEW: Vine Regression, effects of breastfeeding on IQ Risk Analysis 2021

NEW: Food&Water Disease transmission CDC SEJ Emerging Infectious Diseases 2021

NEW:  Expert Forecasting  Internat'l J of Forecasting with SI  2020

NEW: Vine Copula Regression for Observational Studies, Adv Stat Anal 2019

NEW: PNAS Ice Sheets SEJ and SI 2019

Monetizing the Value of Measurements of Equilibrium Climate Sensitivity Using the Social Cost of Carbon, 2019  Environmental Modeling and Assessment.

Quantifying Uncertainty  Antimicrobial Resistance: Comparing Structured Expert Judgment and Statistical Forecasting Methods , 2019 PLoS One

Market based methods for monetizing uncertainty reduction 2019, Environment, Systems and Decisions

Probabilistic reasoning about measurements of equilibrium climate sensitivity:  combining disparate lines of evidence: Climatic Change 2018

Expert Elicitation: Using the Classical Model to Validate Experts’ Judgments Review of Environmental Economics and Policy, 2018.

Knowing What We Face in an Uncertain Climate   Scientia 2018 for general public

Cross Validation of Structured Expert Judgment Post 2006 Studies, with Supplementary Online Material  Reliability Engineering  2017

Expert Judgment and Uncertainty Quantification for Climate Change Nature Climate Change Link 2016

Global Correlation and Uncertainty Accounting Dependence Modeling 2016

A commentary on "how to interpret expert judgment assessments of twenty first century sea level rise" by H. de Vries and R.van de Wal, Climatic Change 2016

Structured Expert Judgment: WHO Global Burden of Disease PLOS ONE Mar 1, 2016

Messaging climate change uncertainty with SI Nature Climate Change 2015.

Suburban watershed nitrogen retention  Structured expert judgment assessment for the Chesapeake Bay, Elementa 2015 DOI 10.12952/journal.elementa.000063

Messaging Climate Change Uncertainty Nature Climate Change Link, 2015

Sampling,  Conditionalizing, Counting, Merging & Searching Regular Vines  Journal of Multivariate Analysis 2015

Deep and Shallow Uncertainty in Messaging Climate Change 2014 Resources for the Future, material appeared in Nature Climate Change Jan. 2015, Vol. 5 No 1, P. 8 10.

Out of Sample Validation for Structured Expert Judgment 2014, Integrated Environmental Assessment and Management

        Supplementary Online Material

Use of Structured Expert Judgment to Forecast Invasions by Bighead and Silver Carp in Lake Erie 2014 Conservation Biology

        Supplementary Online Material: calibration vbls A  classical model B elicitation protocol: C rationales: D

Validating Structured Expert Judgment 2014  Experts and Consensus in Social Science, Springer

Model Uncertainty in Economic Impacts of Climate Change:Bernoulli Versus Lotka Volterra Dynamics 2012 Integrated Environmental Assessment and Management

Ship Borne Invasive Species Diminish Eco system Services (SEJ) 2012 Ecosystems

Value of information for climate observing systems 2012 Env. Sys and Decisions

Uncertainty Analysis Comes to Climate Change and Conversely 2012 Climatic Change

         Supplementary Online Material

Fat Tailed Distributions; data, diagnostics and dependence 2011 Resources for the Future

Vines and Non parametric continuous BBNs, model learning 2011 Re thinking Risk

Vines Arise 2010  Vine Copula Handbook

Micro Correlations and Tail Dependence 2010 Vine Copula Handbook

Modeling and Validating Stakeholder Preferences with Probabilistic Inversion  2010

The Unholy Trinity: fat tails, tail dependence and micro correlations 2009 Resources for the Future


Vintage Publications


TU Delft Expert Judgment Data Base 2008 RESS

        Response to comments

Social Network and Likelihood Weights 2008 RESS

The Anatomy of the Squizzel, the role of operational definitions in representing uncertainty 2004,RESS

Expert aggregation with dependence 2002 PSAM

Vines a new graphical model for dependent random variables 2002 Annals of Statistics

Probability density decomposition for conditionally dependent random variables modelled by Vines  2001 Annals of Mathematics and Artificial Intelligence

Procedures Guide for Structured Expert Judgment 2000  European Commission

Markov Tree and Vine Dependence 1997 Amer Stat Asoc

Calibration and Information in Expert Resolution a Classical Approach1988 Automatica

An Elementary Proof of Gleason's Theorem, Proc Camb. Phil Soc (1985)


Discussion Papers


Market Based Methods for Monetizing Uncertainty Reduction RFFDP 2019 (also here)

Vine Regression Nov 25, 2015 (also here)

Vines in 4 Pages Prose short version of Vines Arise

Tail Dependence and Vines 2015 math primer


Essays, Religion, Philosophy, Foundations


Building on Foundations: SEJ interview

Vine Philosopher: Dependence Modeling interview

The Illiad

3=7? 2016 Amazon Review of Islamic Exceptionalism

Tepid, Timid, Tragic, 2016 Amazon Review A GUIDE TO SHARIAH LAW and ISLAMIST IDEOLOGY in WESTERN EUROPE, by Stephen Suleyman Schwartz, Dr Irfan Al Alawi

Even the Devil Loves his Friends and Hates his Enemies 2015 Amazon book review of Islam, Culture, and the Charlie Hebdo Affair

Helping God Express Himself 2015 Amazon review of Islam and the Future of Tolerance

Review of R. Fisk The Great War for Civilization 2014 Amazon book review

Jealous Gods...50 years hence 2011 invited (and rejected) contribution to a Mike Wallace book 50 Years Hence

A Number of Things  1995  Public address accepting chair in Dept Mathematics, TU Delft



Crib Sheet David Randall Atmosphere Clouds and Climate 2012

Crib Sheet David Archer Carbon Cycle 2010

Crib Sheet David Archer Long Thaw 2009

Crib Sheet Piketty Capital in 21st Century 2014



 Musical Notes PNG Images | Vector and PSD Files | Free Download on ... I'm Old Fashioned


Structured Expert Judgment Applications: Lists of Publications 1994 - 2022


DATA from Structured Expert Judgment

45 SEJ studies pre 2009

58 studies 2006-2022

49 studies with Ave Quantiles with covariates, refs, XL and ascii format - best resource

45 cross-validation studies 2006-2017 45 XL files Eggstaff code results


DATA from UN CLAIMS COMMISSION re SEJ PM mortality from Iraqi oil fires


public health claims




Curriculum Vitae Roger M. Cooke