Reducing Simulation Input-Model Risk via Input Model Averaging
From MaRDI portal
Recommendations
- Using model averaging to determine suitable risk measure estimates
- Reducing and Calibrating for Input Model Bias in Computer Simulation
- Variance Reduction in Simulations of Loss Models
- Integrated Variance Reduction Strategies for Simulation
- Variance Reduction in Simulation via Random Hazards
- Reducing model risk via positive and negative dependence assumptions
- Quantifying input uncertainty via simulation confidence intervals
- Simulation methods for robust risk assessment and the distorted mix approach
- MINIMIZING AVERAGE RISK IN REGRESSION MODELS
Cites work
- A Bayesian framework for quantifying uncertainty in stochastic simulation
- Approximating a Point Process by a Renewal Process: The View Through a Queue, an Indirect Approach
- Conditional Monte Carlo: A Simulation Technique for Stochastic Network Analysis
- Fitting statistical distributions. The generalized lambda distribution and generalized bootstrap methods
- Frequentist Model Average Estimators
- Fundamentals of queueing theory
- Global rates of convergence in log-concave density estimation
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- Jackknife model averaging
- Least Squares Model Averaging
- Least squares model averaging by Mallows criterion
- Maximum likelihood estimation of a multi-dimensional log-concave density. With discussion and authors' reply
- Maximum Likelihood Estimation of Misspecified Models
- Model averaging by jackknife criterion in models with dependent data
- On the controversy over tailweight of distributions.
- Optimal weight choice for frequentist model average estimators
- Quantifying input uncertainty via simulation confidence intervals
- Sensitivity of computer simulation experiments to errors in input data
- Two-point methods for assessing variability in simulation output
Cited in
(9)- An interval-based approach to model input uncertainty in M/M/1 simulation
- Simulation input data modeling
- Risk modeling and simulations
- Reducing and Calibrating for Input Model Bias in Computer Simulation
- Input-output uncertainty comparisons for discrete optimization via simulation
- Optimization-based calibration of simulation input models
- A Factor-Based Bayesian Framework for Risk Analysis in Stochastic Simulations
- Risk quantification in stochastic simulation under input uncertainty
- Fifty years of stochastic simulation: where we are and where we need to go
This page was built for publication: Reducing Simulation Input-Model Risk via Input Model Averaging
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4995095)
