Process / pipelineSimulation / optimization

Bayesian Queueing Simulation — Bayesian Parameter Inference Integrated with Stochastic Queueing Simulation

Bayesian Queueing Simulation combines Bayesian statistical inference with stochastic queueing simulation to model waiting-line systems under parameter uncertainty. Instead of treating arrival and service rates as fixed known values, it places prior distributions over them, updates these with observed data to obtain posteriors, and propagates the resulting parameter uncertainty through repeated simulation runs to produce probabilistic predictions of system performance metrics such as queue length, waiting time, and server utilisation.

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Sources

  1. Armero, C., & Bayarri, M. J. (1994). Bayesian prediction in M/M/1 queues. Queueing Systems, 15(1–4), 401–417. DOI: 10.1007/BF01189248
  2. Insua, D. R., Wiper, M., & Ruggeri, F. (1998). Bayesian analysis of M/Er/1 and M/H_k/1 queues. Queueing Systems, 30(3–4), 289–308. DOI: 10.1023/A:1019153402516

Related methods

ScholarGateBayesian Queueing Simulation (Bayesian Queueing Simulation — Bayesian parameter inference integrated with stochastic queueing simulation). Retrieved 2026-06-04 from https://scholargate.app/en/simulation/bayesian-queueing-simulation