SENSITIVITY ANALYSIS FOR BAYESIAN MODELS IN STOCHASTIC SCHEDULING

被引：0
|
作者：
GLAZEBROOK, KD [1 ]
FAY, NA [1 ]
机构：
[1] UNIV DURHAM,DEPT MATH SCI,DURHAM DH1 3LE,ENGLAND
来源：
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE | 1991年 / 22卷 / 11期
关键词：
D O I：
10.1080/00207729108910775
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
A class of bayesian models for stochastic resource allocation is presented. The question investigated concerns the extent to which the choice of prior distributions affects the performance of resource allocation strategies. The theoretical basis of the sensitivity analysis is developed from previous work by the authors and Gittins.
引用
收藏
页码：2089 / 2099
页数：11
相关论文
共 50 条
  • [21] Bayesian total error analysis for hydrologic models: Sensitivity to error models
    Renard, B.
    Thyer, M.
    Kuczera, G.
    Kavetski, D.
    MODSIM 2007: INTERNATIONAL CONGRESS ON MODELLING AND SIMULATION: LAND, WATER AND ENVIRONMENTAL MANAGEMENT: INTEGRATED SYSTEMS FOR SUSTAINABILITY, 2007, : 2473 - 2479
  • [22] Bayesian analysis of stochastic volatility models in financial time series
    Zhu, Huiming
    Zhao, Rui
    Hao, Liya
    PROCEEDINGS OF THE 2007 CONFERENCE ON SYSTEMS SCIENCE, MANAGEMENT SCIENCE AND SYSTEM DYNAMICS: SUSTAINABLE DEVELOPMENT AND COMPLEX SYSTEMS, VOLS 1-10, 2007, : 3195 - 3200
  • [23] BAYESIAN-ANALYSIS OF STOCHASTIC CONSTRAINTS IN STRUCTURAL EQUATION MODELS
    LEE, SY
    BRITISH JOURNAL OF MATHEMATICAL & STATISTICAL PSYCHOLOGY, 1992, 45 : 93 - 107
  • [24] Bayesian analysis of botanical epidemics using stochastic compartmental models
    Gibson, GJ
    Kleczkowski, A
    Gilligan, CA
    PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 2004, 101 (33) : 12120 - 12124
  • [25] Classical and Bayesian analysis of univariate and multivariate stochastic volatility models
    Liesenfeld, Roman
    Richard, Jean-Francois
    ECONOMETRIC REVIEWS, 2006, 25 (2-3) : 335 - 360
  • [26] Sensitivity Analysis of Stochastic Models of Bistable Biochemical Reactions
    Degasperi, Andrea
    Gilmore, Stephen
    FORMAL METHODS FOR COMPUTATIONAL SYSTEMS BIOLOGY, 2008, 5016 : 1 - +
  • [27] Grid Computing for Sensitivity Analysis of Stochastic Biological Models
    Merelli, Ivan
    Pescini, Dario
    Mosca, Ettore
    Cazzaniga, Paolo
    Maj, Carlo
    Mauri, Giancarlo
    Milanesi, Luciano
    PARALLEL COMPUTING TECHNOLOGIES, 2011, 6873 : 62 - +
  • [28] Reliability sensitivity analysis of stochastic finite element models
    Jensen, H. A.
    Mayorga, F.
    Papadimitriou, C.
    COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING, 2015, 296 : 327 - 351
  • [29] Stochastic Simulation Techniques for Inference and Sensitivity Analysis of Bayesian Attack Graphs
    Matthews, Isaac
    Soudjani, Sadegh
    Van Moorsel, Aad
    SCIENCE OF CYBER SECURITY, SCISEC 2021, 2021, 13005 : 171 - 186
  • [30] Sensitivity Analysis of Continuous Time Bayesian Network Reliability Models
    Sturlaugson, Liessman
    Sheppard, John W.
    SIAM-ASA JOURNAL ON UNCERTAINTY QUANTIFICATION, 2015, 3 (01): : 346 - 369
12345