Title :
Bayesian methods for discrete event simulation
Author :
Chick, Stephen E.
Author_Institution :
Technol. Manage. Area, INSEAD, France
Abstract :
Bayesian methods are now used in a variety of ways in discrete-event simulation. Applications include input modeling, response surface modeling, uncertainty analysis, and experimental designs for field data collection, selection procedures, and response surface estimation. This paper reviews some fundamental concepts of subjective probability and Bayesian statistics that have led to results in simulation applications.
Keywords :
Bayes methods; discrete event simulation; probability; response surface methodology; uncertainty handling; Bayesian statistics methods; discrete event simulation; field data collection; response surface estimation; response surface modeling; subjective probability; uncertainty analysis; Analytical models; Bayesian methods; Design for experiments; Discrete event simulation; Probability; Response surface methodology; Statistics; Technology management; Uncertain systems; Uncertainty;
Conference_Titel :
Simulation Conference, 2004. Proceedings of the 2004 Winter
Print_ISBN :
0-7803-8786-4
DOI :
10.1109/WSC.2004.1371306