Uncertainty Quantification of Stochastic Simulation for Black-box Computer Experiments-Reference-Cited by-同舟云学术

Uncertainty Quantification of Stochastic Simulation for Black-box Computer Experiments

Published:2017-10-30 Issue:4 Volume:20 Page:1155-1172
ISSN:1387-5841
Container-title:Methodology and Computing in Applied Probability
language:en
Short-container-title:Methodol Comput Appl Probab

Author:

Choe Youngjun^ORCID,Lam Henry,Byon Eunshin

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Statistics and Probability

Link

http://link.springer.com/article/10.1007/s11009-017-9599-7/fulltext.html

Reference47 articles.

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3. Balesdent M, Morio J, Brevault L (2016) Rare event probability estimation in the presence of epistemic uncertainty on input probability distribution parameters. Methodol Comput Appl Probab 18(1):197–216

4. Blanchet J, Lam H (2012) State-dependent importance sampling for rare-event simulation: An overview and recent advances. Surv Oper Res Manag Sci 17(1):38–59

5. Blanchet J, Lam H (2014) Rare-event simulation for many-server queues. Math Oper Res 39(4):1142–1178

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