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Robusna Monte Carlo simulacija×Simulacija pokretanja×
PodručjeBayesovska statistikaSimulacija
ObiteljBayesian methodsProcess / pipeline
Godina nastanka1990s–2000s1979
TvoracSaltelli, Rubinstein, and the uncertainty-quantification communityBradley Efron
VrstaRobust simulation / uncertainty quantificationSimulation-based nonparametric inference
Temeljni izvorSaltelli, 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 ↗
Drugi nazivirobust MC simulation, Monte Carlo robustness analysis, robust stochastic simulation, uncertainty-robust Monte Carlobootstrap resampling, empirical resampling, nonparametric bootstrap, Önyükleme Simülasyonu (Bootstrap Resampling)
Srodne65
SažetakRobust 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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ScholarGateUsporedite metode: Robust Monte Carlo Simulation · Bootstrap Simulation. Preuzeto 2026-06-15 s https://scholargate.app/hr/compare