DocumentCode
3593668
Title
Bayesian methods for simulation
Author
Chick, Stephen E.
Author_Institution
Dept. of Ind. & Oper. Eng., Michigan Univ., Ann Arbor, MI, USA
Volume
1
fYear
2000
fDate
6/22/1905 12:00:00 AM
Firstpage
109
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Simulation Conference, 2000. Proceedings. Winter
Print_ISBN
0-7803-6579-8
Type
conf
DOI
10.1109/WSC.2000.899705
Filename
899705
Link To Document