Multivariate Input Uncertainty in Output Analysis for Stochastic Simulation

DOI10.1145/2990190zbMath1384.60010OpenAlexW2538445363MaRDI QIDQ4635234

Russell R. Barton, Wei Xie, Barry L. Nelson

Publication date: 16 April 2018

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/2990190

zbMATH Keywords

bootstrapGaussian processconfidence intervaloutput analysismultivariate input uncertaintyNORTA

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Gaussian processes (60G15) Bootstrap, jackknife and other resampling methods (62F40) Computational methods for problems pertaining to probability theory (60-08) Prediction theory (aspects of stochastic processes) (60G25)

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