Multivariate Input Uncertainty in Output Analysis for Stochastic Simulation
DOI10.1145/2990190zbMATH Open1384.60010OpenAlexW2538445363MaRDI QIDQ4635234FDOQ4635234
Authors: Wei Xie, Barry L. Nelson, Russell R. Barton 
Publication date: 16 April 2018
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1145/2990190
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- Robust analysis in stochastic simulation: computation and performance guarantees
- An Efficient Budget Allocation Approach for Quantifying the Impact of Input Uncertainty in Stochastic Simulation
- Robust Simulation with Likelihood-Ratio Constrained Input Uncertainty
- Quantifying input uncertainty via simulation confidence intervals
- Risk quantification in stochastic simulation under input uncertainty
- A Factor-Based Bayesian Framework for Risk Analysis in Stochastic Simulations
- Uncertainty analysis for computationally expensive models with multiple outputs
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