A Bayesian Framework for Quantifying Uncertainty in Stochastic Simulation.
Wei XieBarry L. NelsonRussell R. BartonPublished in: Oper. Res. (2014)
Keyphrases
- bayesian framework
- stochastic simulation
- prior knowledge
- simple examples
- belief networks
- bayesian analysis
- generative model
- posterior probability
- ordinary differential equations
- bayesian formulation
- gaussian process
- probability density function
- posterior distribution
- maximum a posteriori
- expectation maximization
- neural network
- conditional probabilities