A Bayesian framework for quantifying uncertainty in stochastic simulation
| Year of publication: |
2014
|
|---|---|
| Authors: | Xie, Wei ; Nelson, Barry L. ; Barton, Russell R. |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 62.2014, 6, p. 1439-1452
|
| Subject: | input uncertainty | Bayesian inference | credible interval | simulation output analysis | metamodel | Gaussian process | Simulation | Bayes-Statistik | Theorie | Theory | Stochastischer Prozess | Stochastic process | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty |
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