Monte Carlo Estimation under Different Distributions Using the Same Simulation
From MaRDI portal
Recommendations
Cited in
(25)- Optimization of large simulations using statistical software
- On the use of random set theory to bracket the results of Monte Carlo simulations
- Reverse sensitivity testing: what does it take to break the model?
- Model replication techniques for parameter-influence studies and Monte Carlo simulation with random parameters
- Take-or-pay contract valuation under price and private uncertainty
- Estimates and confidence intervals for importance sampling sensitivity analysis
- Multivariate error modeling and uncertainty quantification using importance (re-)weighting for Monte Carlo simulations in particle transport
- Stratified random sampling for dependent inputs in Monte Carlo simulations from computer experiments
- Two-stage nested simulation of tail risk measurement: a likelihood ratio approach
- Imprecise random variables, random sets, and Monte Carlo simulation
- On the inverse problem in Monte Carlo experiments
- scientific article; zbMATH DE number 3896266 (Why is no real title available?)
- Simulation of the ^2-distribution
- Who's being swindled?: a case for enlightened naivete
- Optimal allocation of computer time in monte carlo studies of interval procedures
- Sensitivity analysis and related analyses: A review of some statistical techniques
- Functional ANOVA with multiple distributions: implications for the sensitivity analysis of computer experiments
- scientific article; zbMATH DE number 4123058 (Why is no real title available?)
- On the consistency of Sobol indices with respect to stochastic ordering of model parameters
- Fast Search and Estimation of Bayesian Nonparametric Mixture Models Using a Classification Annealing EM Algorithm
- Density modification-based reliability sensitivity analysis
- Robustness of the Sobol' Indices to Marginal Distribution Uncertainty
- How to optimize discrete-event systems from a single sample path by the score function method
- Modified importance sampling for performance evaluation and sensitivity analysis of computer simulation models
- ``What-if analysis in computer simulation models: A comparative survey with some extensions
This page was built for publication: Monte Carlo Estimation under Different Distributions Using the Same Simulation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3759784)