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Ρόμπουστ Προσομοίωση Μόντε Κάρλο×Προσομοίωση Bootstrap×
ΠεδίοΜπεϋζιανή ΣτατιστικήΠροσομοίωση
ΟικογένειαBayesian methodsProcess / pipeline
Έτος προέλευσης1990s–2000s1979
ΔημιουργόςSaltelli, Rubinstein, and the uncertainty-quantification communityBradley Efron
ΤύποςRobust simulation / uncertainty quantificationSimulation-based nonparametric inference
Θεμελιώδης πηγήSaltelli, A., Ratto, M., Andres, T., Campolongo, F., Cariboni, J., Gatelli, D., Saisana, M. & Tarantola, S. (2008). Global Sensitivity Analysis: The Primer. Wiley. ISBN: 978-0470059975Efron, B. & Tibshirani, R.J. (1993). An Introduction to the Bootstrap. Chapman & Hall/CRC. DOI ↗
Εναλλακτικές ονομασίεςrobust MC simulation, Monte Carlo robustness analysis, robust stochastic simulation, uncertainty-robust Monte Carlobootstrap resampling, empirical resampling, nonparametric bootstrap, Önyükleme Simülasyonu (Bootstrap Resampling)
Συναφείς65
ΣύνοψηRobust Monte Carlo simulation extends standard Monte Carlo by explicitly accounting for uncertainty in input distributions, model structure, or parameter assumptions. Rather than assuming a single fixed probability distribution for each input, the analyst considers a family of plausible distributions and evaluates how sensitive the output is to those choices, yielding conclusions that hold across a range of reasonable assumptions.Bootstrap simulation, introduced by Bradley Efron in 1979, is a simulation-based inference method that derives the sampling distribution of virtually any statistic by repeatedly resampling with replacement from the observed data. Because it requires no parametric distributional assumptions, it provides a robust, general-purpose alternative to analytical confidence intervals and parametric hypothesis tests across continuous, ordinal, binary, and count data.
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ScholarGateΣύγκριση μεθόδων: Robust Monte Carlo Simulation · Bootstrap Simulation. Ανακτήθηκε στις 2026-06-15 από https://scholargate.app/el/compare