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Estimates and confidence intervals for importance sampling sensitivity analysis · Study

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ArticleEstimates and confidence intervals for importance sampling sensitivity analysis

Tim Hesterberg1996

OA

Articlebronze1996

Estimates and confidence intervals for importance sampling sensitivity analysis

22 citations·0/0 files stored·Mathematical and Computer Modelling

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Probabilistic and Robust Engineering Design Simulation Techniques and Applications Markov Chains and Monte Carlo Methods

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References

1989Importance Sampling for Stochastic Simulations 1995Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method 1994Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method 1985Proceedings of the 1985 winter simulation conference 1986Sensitivity analysis via likelihood ratios 1987Monte Carlo Estimation Under Different Distributions Using the Same Simulation

Cited by

2004Better Optimization of Nonlinear Uncertain Systems (BONUS): A New Algorithm for Stochastic Programming Using Reweighting through Kernel Density Estimation 2015Global Sensitivity Analysis and Uncertainty Quantification for a Hypersonic Shock Interaction Flow 2016Importance Sampling-based Post-Processing Method for Global Sensitivity Analysis 2021An Information Geometry Approach to Robustness Analysis for the Uncertainty Quantification of Computer Codes

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Details

Year1996

Typearticle

Published1996-04-01

VenueMathematical and Computer Modelling

ISSN-L0895-7177

Languageen

Citations22

Files0 public / 0

ShelfProbabilistic and Robust Engineering Design

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doi10.1016/0895-7177(96)00041-6

openalex_workW2035655679

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