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A Nonparametric Bayesian Framework for Uncertainty Quantification in Stochastic Simulation
6 references·0 citing·25 second hop
A Nonparametric Bayesian Framework for Uncertainty Quantification in Stochastic Simulation (2021)A Nonparametric Bayesian Framework for Un…Stochastic simulation under input uncertainty: A Review (2020)Stochastic simulation under i…A Bayesian Framework for Quantifying Uncertainty in Stochastic Simulation (2014)A Bayesian Framework for Quan…Quantifying Input Uncertainty via Simulation Confidence Intervals (2013)Quantifying Input Uncertainty…Stochastic Kriging for Simulation Metamodeling (2009)Stochastic Kriging for Simula…Copula-Based Multivariate Input Models for Stochastic Simulation (2009)Copula-Based Multivariate Inp…Input Distribution Selection for Simulation Experiments: Accounting for Input Uncertainty (2001)Input Distribution Selection …Design and Analysis of Computer Experiments (1989)PROCEEDINGS OF THE 1997 WINTER SIMULATION CONFERENCE (1997)Advanced tutorial: Input uncertainty quantification (2014)Advanced tutorial: Input uncertainty and robust analysis in stochastic simulation (2016)Simulation modelling and analysis (1983)The Design and Analysis of Computer Experiments (2003)Robust ranking and selection with optimal computing budget allocation (2017)An introductory guide for hybrid simulation modelers on the primary simulation methods in industrial engineering identified through a systematic review of the literature (2018)Judgment under Uncertainty (1982)Judgment under uncertainty: Causality and attribution (1982)Judgment Under Uncertainty: Heuristics and Biases. (1984)Accounting for input-model and input-parameter uncertainties in simulation (2004)Simulation Modeling and Analysis. (1983)An Introduction to Copulas (1999)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)A Copulas-Based Approach to Modeling Dependence in Decision Trees (2012)Copula-based multivariate input modeling (2012)Time series copulas for heteroskedastic data (2017)Statistics for Spatial Data (1993)Statistics for Spatial Data. (1993)Proceedings of the 2002 Winter Simulation Conference (2002)Regression and Kriging metamodels with their experimental designs in simulation: A review (2016)Design and Analysis of Simulation Experiments (2018)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Theory and Applications of Robust Optimization (2010)
this work references cited by second hop

References

  • 2009Stochastic Kriging for Simulation Metamodeling636 cited
  • 2001Input Distribution Selection for Simulation Experiments: Accounting for Input Uncertainty174 cited
  • 2013Quantifying Input Uncertainty via Simulation Confidence Intervals112 cited
  • 2014A Bayesian Framework for Quantifying Uncertainty in Stochastic Simulation102 cited
  • 2020Stochastic simulation under input uncertainty: A Review58 cited
  • 2009Copula-Based Multivariate Input Models for Stochastic Simulation51 cited

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