Title :
Bayesian methods for simulation
Author :
Chick, Stephen E.
Author_Institution :
Dept. of Ind. & Oper. Eng., Michigan Univ., Ann Arbor, MI, USA
fDate :
6/22/1905 12:00:00 AM
Abstract :
This tutorial describes some ways that Bayesian methods address problems that arise during simulation studies. This includes quantifying uncertainty about input distributions and parameters, sensitivity analysis, and the selection of the best of several simulated alternatives. Focus is on illustrating the main ideas and their relevance to practical problems. Numerous citations for both introductory and more advanced material provide a launching pad into the Bayesian literature
Keywords :
Bayes methods; decision theory; queueing theory; sensitivity analysis; simulation; Bayesian methods; decision theory; input distribution uncertainty; parameter uncertainty; queue; sensitivity analysis; simulation; Analytical models; Bayesian methods; Decision making; Medical simulation; Numerical analysis; Sensitivity analysis; Standards development; Statistical analysis; Statistical distributions; Uncertainty;
Conference_Titel :
Simulation Conference, 2000. Proceedings. Winter
Print_ISBN :
0-7803-6579-8
DOI :
10.1109/WSC.2000.899705
