Multivariate Input Uncertainty in Output Analysis for Stochastic Simulation
DOI10.1145/2990190zbMATH Open1384.60010OpenAlexW2538445363MaRDI QIDQ4635234FDOQ4635234
Russell R. Barton, Wei Xie, Barry L. Nelson
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
Computational methods for problems pertaining to probability theory (60-08) Bootstrap, jackknife and other resampling methods (62F40) Gaussian processes (60G15) Parametric tolerance and confidence regions (62F25) Prediction theory (aspects of stochastic processes) (60G25)
Cited In (4)
- Subsampling to Enhance Efficiency in Input Uncertainty Quantification
- An Efficient Budget Allocation Approach for Quantifying the Impact of Input Uncertainty in Stochastic Simulation
- Robust Simulation with Likelihood-Ratio Constrained Input Uncertainty
- Uncertainty analysis for computationally expensive models with multiple outputs
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