2 papers
stat.CO2021
Multimodal Information Gain in Bayesian Design of Experiments
Quan Long
One of the well-known challenges in optimal experimental design is how to efficiently estimate the nested integrations of the expected information gain. The Gaussian approximation…
stat.CO2018
Efficient Propagation of Uncertainties in Manufacturing Supply Chains: Time Buckets, L-leap and Multilevel Monte Carlo
Nai-Yuan Chiang, Yinqing Lin, Quan Long
Uncertainty propagation of large scale discrete supply chains can be prohibitive when a large number of events occur during the simulated period and discrete event simulations (DES…