Hyper-differential sensitivity analysis with respect to model discrepancy: Posterior Optimal Solution Sampling.
Joseph HartBart G. van Bloemen WaandersPublished in: CoRR (2024)
Keyphrases
- sensitivity analysis
- probabilistic model
- managerial insights
- optimal solution
- influence diagrams
- statistical model
- latent variables
- posterior distribution
- probability distribution
- bayesian framework
- mathematical model
- decision problems
- high level
- evolutionary algorithm
- computational model
- parameter estimation
- similarity measure