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Bayesian Discrete-Event Simulation×Simulace Monte Carlo×
OborSimulaceRozhodování
RodinaProcess / pipelineMCDM
Rok vzniku2000s–2010s1949
TvůrceDeveloped across operations research and Bayesian statistics communities; prominently formalized in health economic simulation in the 2000s–2010sMetropolis, N., Ulam, S.
TypHybrid simulation-inference frameworkRobustness wrapper — Monte Carlo uncertainty propagation
Původní zdrojOnggo, B. S., & Kunc, M. (2016). Combining discrete-event simulation and Bayesian updating for incorporating evidence from real-world data. Journal of Simulation, 10(1), 1-12. link ↗Metropolis, N., Ulam, S. (1949). The Monte Carlo method. Journal of the American Statistical Association DOI ↗
Další názvyBayesian DES, BDES, Bayesian event-driven simulation, posterior-driven discrete-event simulation
Příbuzné60
ShrnutíBayesian Discrete-Event Simulation (BDES) integrates Bayesian statistical inference with discrete-event simulation. Prior beliefs about system parameters — such as service rates, arrival times, or failure probabilities — are updated with observed data via Bayes' theorem, and the resulting posterior distributions directly drive the simulation engine. This coupling allows modelers to propagate both aleatory and epistemic uncertainty through event-driven process models.MONTE-CARLO-SIMULATION (Monte Carlo Simulation — Stochastic uncertainty propagation through MCDM model) is a ranking multi-criteria decision-making (MCDM) method introduced by Metropolis, N., Ulam, S. in 1949. It turns a decision matrix of alternatives scored on multiple criteria into a structured, reproducible result.
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ScholarGatePorovnat metody: Bayesian Discrete-Event Simulation · MONTE-CARLO-SIMULATION. Získáno 2026-06-17 z https://scholargate.app/cs/compare