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stat.ME2024
Statistically Optimal Uncertainty Quantification for Expensive Black-Box Models
Shengyi He, Henry Lam
Uncertainty quantification, by means of confidence interval (CI) construction, has been a fundamental problem in statistics and also important in risk-aware decision-making. In thi…
stat.ME2024
Quantifying Distributional Input Uncertainty via Inflated Kolmogorov-Smirnov Confidence Band
Motong Chen, Henry Lam, Zhenyuan Liu
In stochastic simulation, input uncertainty refers to the propagation of the statistical noise in calibrating input models to impact output accuracy, in addition to the Monte Carlo…