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ロバストモンテカルロシミュレーション×ブートストラップシミュレーション×
分野ベイズシミュレーション
系統Bayesian methodsProcess / pipeline
提唱年1990s–2000s1979
提唱者Saltelli, Rubinstein, and the uncertainty-quantification communityBradley Efron
種類Robust simulation / uncertainty quantificationSimulation-based nonparametric inference
原典Saltelli, 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 ↗
別名robust MC simulation, Monte Carlo robustness analysis, robust stochastic simulation, uncertainty-robust Monte Carlobootstrap resampling, empirical resampling, nonparametric bootstrap, Önyükleme Simülasyonu (Bootstrap Resampling)
関連65
概要Robust 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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ScholarGate手法を比較: Robust Monte Carlo Simulation · Bootstrap Simulation. 2026-06-17に以下より取得 https://scholargate.app/ja/compare