Structural model uncertainty in stochastic simulation

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Prediction uncertainty in stochastic simulation models can be described by a hierarchy of components: stochastic variability at the lowest level, input and parameter uncertainty at a higher level, and structural model uncertainty at the top. It is argued that a usual paradigm for analysis of input uncertainty is not suitable for application to structural model uncertainty. An approach more likely to produce an acceptable methodology for analyzing structural model uncertainty is one that uses characteristics specific to the particular family of models.

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7 p.

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McKay, M.D. & Morrison, J.D. September 1, 1997.

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Description

Prediction uncertainty in stochastic simulation models can be described by a hierarchy of components: stochastic variability at the lowest level, input and parameter uncertainty at a higher level, and structural model uncertainty at the top. It is argued that a usual paradigm for analysis of input uncertainty is not suitable for application to structural model uncertainty. An approach more likely to produce an acceptable methodology for analyzing structural model uncertainty is one that uses characteristics specific to the particular family of models.

Physical Description

7 p.

Notes

OSTI as DE97009111

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  • 29. annual ACM symposium on the interface: computing science and statistics, El Paso, TX (United States), 4-17 May 1997

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  • Other: DE97009111
  • Report No.: LA-UR--97-2508
  • Report No.: CONF-970599--2
  • Grant Number: W-7405-ENG-36
  • Office of Scientific & Technical Information Report Number: 532575
  • Archival Resource Key: ark:/67531/metadc691167

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  • September 1, 1997

Added to The UNT Digital Library

  • Aug. 14, 2015, 8:43 a.m.

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  • April 21, 2016, 10:29 p.m.

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McKay, M.D. & Morrison, J.D. Structural model uncertainty in stochastic simulation, article, September 1, 1997; New Mexico. (digital.library.unt.edu/ark:/67531/metadc691167/: accessed October 23, 2018), University of North Texas Libraries, Digital Library, digital.library.unt.edu; crediting UNT Libraries Government Documents Department.