Uncertainty Quantification of Stochastic Simulation for Black-box Computer Experiments

Stochastic simulations applied to black-box computer experiments are becoming more widely used to evaluate the reliability of systems. Yet, the reliability evaluation or computer experiments involving many replications of simulations can take significant computational resources as simulators become...

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Bibliographic Details
Published in:	Methodology and computing in applied probability Vol. 20; no. 4; pp. 1155 - 1172
Main Authors:	Choe, Youngjun, Lam, Henry, Byon, Eunshin
Format:	Journal Article
Language:	English
Published:	New York Springer US 01.12.2018 Springer Nature B.V
Subjects:	Business and Management Central limit theorem Computer simulation Confidence intervals Economics Electrical Engineering Experiments Importance sampling Life Sciences Mathematics and Statistics Probability theory Reliability analysis Reliability engineering Simulators Statistical analysis Statistics Structural reliability System reliability Systems analysis Uncertainty Wind turbines 68U20 Central limit theorem Variance reduction 65C05 62F12 Monte Carlo simulation Confidence interval Importance sampling
ISSN:	1387-5841, 1573-7713
Online Access:	Get full text
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