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ONLINE QUANTIFICATION OF INPUT UNCERTAINTY FOR PARAMETRIC MODELS
12 references·0 citing·34 second hop
ONLINE QUANTIFICATION OF INPUT UNCERTAINTY FOR PARAMETRIC MODELS (2018)ONLINE QUANTIFICATION OF INPUT UNCERTAINT…Robust Sensitivity Analysis for Stochastic Systems (2016)Robust Sensitivity Analysis f…Quickly Assessing Contributions to Input Uncertainty (2014)Quickly Assessing Contributio…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…Uniform and Bootstrap Resampling of Empirical Distributions (2005)Uniform and Bootstrap Resampl…Feynman-Kac Formulae (2004)Feynman-Kac FormulaeAccounting for input-model and input-parameter uncertainties in simulation (2004)Accounting for input-model an…Accounting for Parameter Uncertainty in Simulation Input Modeling (2003)Accounting for Parameter Unce…Resampling methods for input modeling (2002)Resampling methods for input …Input Distribution Selection for Simulation Experiments: Accounting for Input Uncertainty (2001)Input Distribution Selection …Sensitivity of computer simulation experiments to errors in input data (1997)Sensitivity of computer simul…Monte Carlo Methods in Financial Engineering (2003)Global Sensitivity Analysis. The Primer (2007)Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index (2009)Robust empirical optimization is almost the same as mean–variance optimization (2018)Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization (2019)Wasserstein Distributionally Robust Optimization and Variation Regularization (2022)A Guide to Simulation (1983)Simulation Modeling and Analysis. (1983)Uncertainty and sensitivity analysis techniques for use in performance assessment for radioactive waste disposal (1993)Calculation of confidence intervals for simulation output (2004)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)Stochastic simulation under input uncertainty: A Review (2020)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)Fundamentals of Queueing Theory. (1977)Simulation modeling and analysis (1999)Very large fractional factorial and central composite designs (2005)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)Batch Size Effects in the Analysis of Simulation Output (1982)Recovering volatility from option prices by evolutionary optimization (2005)Rare events, splitting, and quasi-Monte Carlo (2007)Self-Exciting Jumps, Learning, and Asset Pricing Implications (2014)
this work references cited by second hop

References

  • 2004Feynman-Kac Formulae769 cited
  • 2009Stochastic Kriging for Simulation Metamodeling636 cited
  • 2001Input Distribution Selection for Simulation Experiments: Accounting for Input Uncertainty174 cited
  • 1997Sensitivity of computer simulation experiments to errors in input data143 cited
  • 2016Robust Sensitivity Analysis for Stochastic Systems126 cited
  • 2003Accounting for Parameter Uncertainty in Simulation Input Modeling115 cited
  • 2013Quantifying Input Uncertainty via Simulation Confidence Intervals112 cited
  • 2014A Bayesian Framework for Quantifying Uncertainty in Stochastic Simulation102 cited
  • 2004Accounting for input-model and input-parameter uncertainties in simulation97 cited
  • 2002Resampling methods for input modeling63 cited
  • 2014Quickly Assessing Contributions to Input Uncertainty56 cited
  • 2005Uniform and Bootstrap Resampling of Empirical Distributions43 cited

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