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Simulation-based Parameter Estimation for Complex Models: A Breast Cancer Natural History Modelling Illustration
Simulation-based Parameter Estimation Complex Models Breast Cancer Natural History Modelling Illustration
2015/7/6
Simulation-based parameter estimation offers a powerful means of estimating parameters in complex stochastic models. We illustrate the application of these ideas in the setting of a natural history mo...
Simulation-based Response Surface Estimation in the Presence of Monotonicity
Simulation-based Response Surface Estimation Presence Monotonicity
2015/7/6
In many stochastic models, it is known that the response surface corresponding to a particular performance measure is monotone in the underlying parameter. For example, the steady-state mean waiting t...
Limit Theorems for Simulation-based Optimization via
Simulation Theory Model Development: Methodologies Types of Simulation
2015/7/6
This paper develops fundamental theory related to the use of simulation-based non-adaptive random search as a means of optimizing a function that can be expressed as an expectation. Our results establ...
Simulation-Based Confidence Bounds for Two-Stage Stochastic Programs
Stochastic programming Linear programming Probability theory
2015/7/6
This paper provides a rigorous asymptotic analysis and justification of upper and lower confidence bounds proposed by Dantzig and Infanger (1995) for an iterative sampling-based decomposition algorith...
Likelihood-free Simulation-based Optimal Design
Simulation based optimal design approximate Bayesian computation Markov chain Monte Carlo
2013/6/14
Simulation-based optimal design techniques are a convenient tool for solving a particular class of optimal design problems. The goal is to find the optimal configuration of factor settings with respec...
Identifying outliers in Bayesian hierarchical models: a simulation-based approach
Hierarchical models diagnostics outliers distributional assumptions
2009/9/22
A variety of simulation-based techniques have been proposed for detec-
tion of divergent behaviour at each level of a hierarchical model. We investigate a
diagnostic test based on measuring the coni...