Quantifying Input Uncertainty via Simulation Confidence Intervals
Published Online:14 Jun 2013https://doi.org/10.1287/ijoc.2013.0548
References
- (2010) Stochastic kriging for simulation metamodeling. Oper. Res. 58:371–382.Link, Google Scholar
- (2007) Presenting a more complete characterization of uncertainty: Can it be done? Proc. 2007 INFORMS Simulation Soc. Res. Workshop (INFORMS Simulation Society, Fontainebleau), http://www.informs-sim.org/2007informs-csworkshop/13.pdf.Google Scholar
- (1993) Uniform and bootstrap resampling of input distributions. Evans GW, Mollaghasemi M, Biles WE, Russell EC, eds. Proc. 1993 Winter Simulation Conf. (Institute of Electrical and Electronics Engineers, Piscataway, NJ), 503–508.Crossref, Google Scholar
- (2001) Resampling methods for input modeling. Peters BA, Smith JS, Medeiros DJ, Rohrer MW, eds. Proc. 2001 Winter Simulation Conf. (Institute of Electrical and Electronics Engineers, Piscataway, NJ), 372–378.Crossref, Google Scholar
- (2010) A framework for input uncertainty analysis. Johansson B, Jain S, Montoya-Torres J, Hugan J, Yücesan E, eds. Proc. 2010 Winter Simulation Conf. (Institute of Electrical and Engineers, Inc., Piscataway, NJ), 1189–1198.Crossref, Google Scholar
- (2002) Panel on current issues in simulation input modeling. Yücesan E, Chen C-H, Snowdon JL, Charnes JM, eds. Proc. 2002 Winter Simulation Conf. (Institute of Electrical and Electronics Engineers, Piscataway, NJ), 353–369.Crossref, Google Scholar
- (2011) Accounting for parameter uncertainty in large-scale stochastic simulations with correlated inputs. Oper. Res. 59:661–673.Link, Google Scholar
- (2012) The effects of common random numbers on stochastic kriging metamodels. ACM Trans. Modeling Comput. Simulation 22(2):Article 7.Crossref, Google Scholar
- (1994) Selecting input models. Tew JD, Manivannan S, Sadowski DA, Seila AF, eds. Proc. 1994 Winter Simulation Conf. (Institute of Electrical and Electronics Engineers, Piscataway, NJ), 184–191.Crossref, Google Scholar
- (1997) Sensitivity of computer simulation experiments to errors in input data. J. Statist. Comput. Simulation 57:219–241.Crossref, Google Scholar
- (1998) Two-point methods for assessing variability in simulation output. J. Statist. Comput. Simulation 60:183–205.Crossref, Google Scholar
- (2004) Calculation of confidence intervals for simulation output. ACM Trans. Modeling Comput. Simulation 14:344–362.Crossref, Google Scholar
- (1997) Bayesian analysis for simulation input and output. Andradottir S, Healy KJ, Withers DH, Nelson BL, eds. Proc. 1997 Winter Simulation Conf. (Institute of Electrical and Electronics Engineers, Piscataway, NJ), 253–260.Crossref, Google Scholar
- (1999) Steps to implement Bayesian input distribution selection. Farrington PA, Nembhard HB, Sturrock DT, Evans GW, eds. Proc. 1999 Winter Simulation Conf. (Institute of Electrical and Electronics Engineers, Piscataway, NJ), 317–324.Crossref, Google Scholar
- (2000) Bayesian methods for simulation. Joines JA, Barton RR, Kang K, Fishwick PA, eds. Proc. 2000 Winter Simulation Conf. (Institute of Electrical and Electronics Engineers, Piscataway, NJ), 109–118.Crossref, Google Scholar
- (2001) Input distribution selection for simulation experiments: Accounting for input uncertainty. Oper. Res. 49:744–758.Link, Google Scholar
- (2002) Joint criterion for factor identification and parameter estimation. Yücesan E, Chen C-H, Snowdon JL, Charnes JM, eds. Proc. 2002 Winter Simulation Conf. (Institute of Electrical and Electronics Engineers, Piscataway, NJ), 400–406.Crossref, Google Scholar
- (2002) Collecting data and estimating parameters for input distributions. Yücesan E, Chen C-H, Snowdon JL, Charnes JM, eds. Proc. 2002 Winter Simulation Conf. (Institute of Electrical and Electronics Engineers, Piscataway, NJ), 392–399.Crossref, Google Scholar
- (2003) Input model uncertainty: Why do we care and what should we do about it? Chick SE, Sanchez PJ, Ferrin D, Morrice DJ, eds. Proc. 2003 Winter Simulation Conf. (Institute of Electrical and Electronics Engineers, Piscataway, NJ), 90–100.Crossref, Google Scholar
- (1987) Statistical Tools for Simulation Practitioners (Marcel Dekker Inc., New York).Google Scholar
- (1994) Sensitivity analysis versus uncertainty analysis: When to use what? Grasman J, van Straten G, eds. Predictability and Nonlinear Modelling in Natural Sciences and Economics (Kluwer, Dordrecht, the Netherlands), 322–333.Crossref, Google Scholar
- (2000) Simulation Modelling and Analysis, 3rd ed. (McGraw Hill, New York).Google Scholar
- (2003) Computing the distribution function of a conditional expectation via Monte Carlo: Discrete conditioning spaces. ACM Trans. Modeling Comput. Simulation 13:238–258.Crossref, Google Scholar
- (2001) Reducing input parameter uncertainty for simulations. Peters BA, Smith JS, Medeiros DJ, Rohrer MW, eds. Proc. 2001 Winter Simulation Conf. (Institute of Electrical and Electronics Engineers, Piscataway, NJ), 364–371.Google Scholar
- (2003) The Design and Analysis of Computer Experiments (Springer, New York).Crossref, Google Scholar
- (1995) The Jackknife and Bootstrap (Springer, New York).Crossref, Google Scholar
- (2003) A kernel approach to estimating the density of a conditional expectation. Chick SE, Sanchez PJ, Ferrin D, Morrice DJ, eds. Proc. 2003 Winter Simulation Conf. (Institute of Electrical and Electronics Engineers, Piscataway, NJ), 383–391.Crossref, Google Scholar
- (2002) Note on the generation of random points uniformly distributed in hyper-ellipsoids. Proc. Fifth Internat. Conf. Inform. Fusion, 489–496.Google Scholar
- (2001a) Accounting for input model and parameter uncertainty in simulation. Peters BA, Smith JS, Medeiros DJ, Rohrer MW, eds. Proc. 2001 Winter Simulation Conf. (Institute of Electrical and Electronics Engineers, Piscataway, NJ), 290–299.Crossref, Google Scholar
- (2001b) Accounting for parameter uncertainty in simulation input modeling. Peters BA, Smith JS, Medeiros DJ, Rohrer MW, eds. Proc. 2001 Winter Simulation Conf. (Institute of Electrical and Electronics Engineers, Piscataway, NJ), 354–363.Crossref, Google Scholar
- (2003) Accounting for parameter uncertainty in simulation input modeling. IIE Trans. 35:781–792.Crossref, Google Scholar
- (2004) Accounting for input-model and input-parameter uncertainties in simulation. IIE Trans. 36:1135–1151.Crossref, Google Scholar

