Reducing parameter uncertainty for stochastic systems

DOI10.1145/1122012.1122014MaRDI QIDQ4565364zbMATH OpenOpenAlexFDO

Authors Szu Hui Ng, Stephen E. Chick

Publication date 12 June 2018

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/1122012.1122014

zbMATH Keywords

Bayesian statisticsparameter estimationstochastic simulationuncertainty analysis

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Sampling theory, sample surveys (62D05) Bayesian inference (62F15) Response surface designs (62K20)

Recommendations

• A Bayesian framework for quantifying uncertainty in stochastic simulation
• scientific article; zbMATH DE number 1844040
• Sensitivity analysis of queueing models based on polynomial chaos approach
• Robust sensitivity analysis for stochastic systems
• Statistical analysis of queueing systems

Cited in

(8)

• An interval-based approach to model input uncertainty in M/M/1 simulation
• Efficient estimation of a risk measure requiring two-stage simulation optimization
• Robust Simulation with Likelihood-Ratio Constrained Input Uncertainty
• Closed-form approach for epistemic uncertainty propagation in analytic models
• An integrated method for simultaneous calibration and parameter selection in computer models
• Bayesian optimisation vs. input uncertainty reduction
• Data-driven ranking and selection with simultaneous input data collection and simulation
• Robust finite-time stability in stochastic systems via homogeneous approximation

This page was built for publication: Reducing parameter uncertainty for stochastic systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4565364)