Subsampling to Enhance Efficiency in Input Uncertainty Quantification

DOI10.1287/OPRE.2021.2168MaRDI QIDQ5095183zbMATH OpenOpenAlexFDO

Authors Henry Lam, Huajie Qian

Publication date 5 August 2022

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1811.04500

zbMATH Keywords

bootstrapvariance estimationnonparametricsubsamplingnested simulationinput uncertainty

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 5361940 (Why is no real title available?)
• scientific article; zbMATH DE number 1057566 (Why is no real title available?)
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• Robust analysis in stochastic simulation: computation and performance guarantees
• Robust risk measurement and model risk
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• Sensitivity of computer simulation experiments to errors in input data
• Stochastic simulation: Algorithms and analysis
• Subsampling
• The Influence Curve and Its Role in Robust Estimation
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• VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES

Cited in

(2)

• Stochastic simulation uncertainty analysis to accelerate flexible biomanufacturing process development
• Monte Carlo based machine learning

Describes a project that uses

Uses Software

• VBASim

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