Comparar métodos
Examine os métodos selecionados lado a lado; as linhas que diferem ficam destacadas.
| Simulação Robusta de Monte Carlo× | Simulação de Monte Carlo× | |
|---|---|---|
| Área≠ | Bayesiano | Tomada de decisão |
| Família≠ | Bayesian methods | MCDM |
| Ano de origem≠ | 1990s–2000s | 1949 |
| Autor original≠ | Saltelli, Rubinstein, and the uncertainty-quantification community | Metropolis, N., Ulam, S. |
| Tipo≠ | Robust simulation / uncertainty quantification | Robustness wrapper — Monte Carlo uncertainty propagation |
| Fonte seminal≠ | Saltelli, A., Ratto, M., Andres, T., Campolongo, F., Cariboni, J., Gatelli, D., Saisana, M. & Tarantola, S. (2008). Global Sensitivity Analysis: The Primer. Wiley. ISBN: 978-0470059975 | Metropolis, N., Ulam, S. (1949). The Monte Carlo method. Journal of the American Statistical Association DOI ↗ |
| Outros nomes≠ | robust MC simulation, Monte Carlo robustness analysis, robust stochastic simulation, uncertainty-robust Monte Carlo | — |
| Relacionados≠ | 6 | 0 |
| Resumo≠ | 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. | 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. |
| ScholarGateConjunto de dados ↗ |
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