23 citations · 36 across the 8 of their papers we have counts for
Showing 2019 · stat.MEShow all
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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…
stat.ME2019★ 2 cited
A Nonparametric Bayesian Framework for Uncertainty Quantification in Stochastic Simulation
Wei Xie, Cheng Li, Yuefeng Wu +1
When we use simulation to assess the performance of stochastic systems, the input models used to drive simulation experiments are often estimated from finite real-world data. There…