23 citations · 25 across the 3 of their papers we have counts for
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stat.ME2020★ 23 cited
Statistical Uncertainty Analysis for Stochastic Simulation
Wei Xie, Barry L. Nelson, Russell R. Barton
When we use simulation to evaluate the performance of a stochastic system, the simulation often contains input distributions estimated from real-world data; therefore, there is bot…
stat.ME2019★ 2 cited
A Pooled Quantile Estimator for Parallel Simulations
Qiong Zhang, Bo Wang, Wei Xie
Quantile is an important risk measure quantifying the stochastic system random behaviors. This paper studies a pooled quantile estimator, which is the sample quantile of detailed s…