Jun 1, 2011 · This paper considers large-scale stochastic simulations with correlated inputs having normal-to-anything (NORTA) distributions with ...

This paper considers large-scale stochastic simulations with correlated inputs having normal-to-anything (NORTA) distribu ... eter uncertainty in stochastic ...

Our goal is to obtain mean performance measures and confidence intervals for simulations with such correlated inputs by accounting for the uncertainty around ...

Our goal is to obtain mean performance measures and confidence intervals for simulations with such correlated inputs by accounting for the uncertainty around ...

The Bayesian model is incorporated into the simulation replication algorithm for the joint representation of stochastic uncertainty and parameter ...

Our goal is to obtain mean performance measures and confidence intervals for simulations with such correlated inputs by accounting for the uncertainty around ...

Our goal is to obtain mean performance measures and confidence intervals for simulations with such correlated inputs by accounting for the uncertainty around ...

Abstract. This paper considers stochastic simulations with correlated input random variables having NORmal-To-Anything (NORTA) distributions.

A Bayesian approach to probabilistic input modeling takes into account the parameter and stochastic uncertainties inherent in most simulations, ...

Biller, B. and C. Gunes. 2010. Accounting for parameter uncertainty in large-scale stochastic simulations with correlated inputs. Accepted for publication in ...