Sensitivity of computer simulation experiments to errors in input data

DOI10.1080/00949659708811809MaRDI QIDQ4347050zbMATH OpenOpenAlexFDO

Authors Wayne Holland, Russell C. H. Cheng

Publication date 5 August 1997

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949659708811809

zbMATH Keywords

bootstrapsensitivity analysissimulation of computer networks

Mathematics Subject Classification ID

Point estimation (62F10) Bootstrap, jackknife and other resampling methods (62F40) Applications of statistics (62P99) Probabilistic methods, stochastic differential equations (65C99)

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Cites work

• Bootstrap methods: another look at the jackknife
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• scientific article; zbMATH DE number 3782216 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence

Cited in

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• Evaluating prediction uncertainty in simulation models
• An interval-based approach to model input uncertainty in M/M/1 simulation
• Model replication techniques for parameter-influence studies and Monte Carlo simulation with random parameters
• Optimization of statistical sample sizes in simulation
• Quantifying input uncertainty via simulation confidence intervals
• Validation of trace-driven simulation models: bootstrap tests
• Sensitivity analysis and related analyses: A review of some statistical techniques
• Calculation of confidence intervals for simulation output
• scientific article; zbMATH DE number 2144497 (Why is no real title available?)
• Robust analysis in stochastic simulation: computation and performance guarantees
• Reducing Simulation Input-Model Risk via Input Model Averaging
• Subsampling to Enhance Efficiency in Input Uncertainty Quantification
• Robust Simulation with Likelihood-Ratio Constrained Input Uncertainty
• Input-output uncertainty comparisons for discrete optimization via simulation
• Stochastic dynamics simulation with generalized interval probability
• Methodology for determining the acceptability of system designs in uncertain environments
• Risk quantification in stochastic simulation under input uncertainty
• An integrated method for simultaneous calibration and parameter selection in computer models
• Bayesian optimisation vs. input uncertainty reduction
• Comparison of five estimation methods for the parameters of the Johnson unbounded distribution using simulated and real-data samples
• Data-driven ranking and selection with simultaneous input data collection and simulation
• Calibrating non-identifiable high-dimensional simulation models: a framework via eligibility set

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