A Factor-Based Bayesian Framework for Risk Analysis in Stochastic Simulations

DOI10.1145/3154387MaRDI QIDQ6173273zbMATH OpenOpenAlexFDO

Authors

Publication date 21 July 2023

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/3154387

zbMATH Keywords

factor modelGaussian copulasimulationnonparametric modelrisk analysismultivariate input model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

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Cited in

(4)

• scientific article; zbMATH DE number 5274771 (Why is no real title available?)
• Stochastic simulation uncertainty analysis to accelerate flexible biomanufacturing process development
• Accounting for parameter uncertainty in large-scale stochastic simulations with correlated inputs
• A Bayesian approach to incorporate model ambiguity in a dynamic risk measure

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