Pages that link to "Item:Q2941435"

The following pages link to A Bayesian Framework for Quantifying Uncertainty in Stochastic Simulation (Q2941435):

Displaying 11 items.

• A new loss function for multi-response optimization with model parameter uncertainty and implementation errors (Q1751673) (← links)
• Local search methods for the solution of implicit inverse problems (Q1800277) (← links)
• The numerical simulation of Quanto option prices using Bayesian statistical methods (Q2066039) (← links)
• Efficient estimation of a risk measure requiring two-stage simulation optimization (Q2103034) (← links)
• Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees (Q4971591) (← links)
• Reducing Simulation Input-Model Risk via Input Model Averaging (Q4995095) (← links)
• Subsampling to Enhance Efficiency in Input Uncertainty Quantification (Q5095183) (← links)
• Robust Simulation with Likelihood-Ratio Constrained Input Uncertainty (Q5106426) (← links)
• Faster Kriging: Facing High-Dimensional Simulators (Q5130493) (← links)
• Some Monotonicity Results for Stochastic Kriging Metamodels in Sequential Settings (Q5131725) (← links)
• Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement (Q6066180) (← links)