{"id":"https://openalex.org/W3210025504","doi":"https://doi.org/10.1137/20m1345517","title":"A Nonparametric Bayesian Framework for Uncertainty Quantification in Stochastic Simulation","display_name":"A Nonparametric Bayesian Framework for Uncertainty Quantification in Stochastic Simulation","publication_year":2021,"publication_date":"2021-01-01","ids":{"openalex":"https://openalex.org/W3210025504","doi":"https://doi.org/10.1137/20m1345517","mag":"3210025504"},"language":"en","primary_location":{"id":"doi:10.1137/20m1345517","doi":"https://doi.org/10.1137/20m1345517","is_oa":false,"landing_page_url":"https://doi.org/10.1137/20m1345517","pdf_url":null,"source":{"id":"https://openalex.org/S2911293512","display_name":"SIAM/ASA Journal on Uncertainty Quantification","issn_l":"2166-2525","issn":["2166-2525"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","dongbi-b","jufo-1","norway-1","poland-70","russia-white-list-1"],"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM/ASA Journal on Uncertainty Quantification","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1910.03766","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5069412360","display_name":"Wei Xie","orcid":"https://orcid.org/0000-0001-9563-4927","observed_orcids":["https://orcid.org/0000-0001-9563-4927","https://orcid.org/0000-0002-6776-4510"]},"institutions":[{"id":"https://openalex.org/I12912129","display_name":"Northeastern University","ror":"https://ror.org/04t5xt781","country_code":"US","type":"education","lineage":["https://openalex.org/I12912129"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Wei Xie","raw_affiliation_strings":["Department of Mechanical and Industrial Engineering, Northeastern University"],"raw_orcid":"https://orcid.org/0000-0001-9563-4927","affiliations":[{"raw_affiliation_string":"Department of Mechanical and Industrial Engineering, Northeastern University","institution_ids":["https://openalex.org/I12912129"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100354228","display_name":"Cheng Li","orcid":"https://orcid.org/0000-0001-7522-7072","observed_orcids":["https://orcid.org/0000-0001-7522-7072"]},"institutions":[{"id":"https://openalex.org/I165932596","display_name":"National University of Singapore","ror":"https://ror.org/01tgyzw49","country_code":"SG","type":"education","lineage":["https://openalex.org/I165932596"]}],"countries":["SG"],"is_corresponding":false,"raw_author_name":"Cheng Li","raw_affiliation_strings":["Department of Statistics and Data Science, National University of Singapore"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics and Data Science, National University of Singapore","institution_ids":["https://openalex.org/I165932596"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5108377394","display_name":"Yuefeng Wu","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I165799507","display_name":"Rensselaer Polytechnic Institute","ror":"https://ror.org/01rtyzb94","country_code":"US","type":"education","lineage":["https://openalex.org/I165799507"]},{"id":"https://openalex.org/I208333798","display_name":"University of Missouri\u2013St. Louis","ror":"https://ror.org/037cnag11","country_code":"US","type":"education","lineage":["https://openalex.org/I208333798"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Yuefeng Wu","raw_affiliation_strings":["Department of Industrial and Systems Engineering, Rensselaer Polytechnic Institute","Department of Mathematics and Computer Science, University of Missouri St. Louis"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Industrial and Systems Engineering, Rensselaer Polytechnic Institute","institution_ids":["https://openalex.org/I165799507"]},{"raw_affiliation_string":"Department of Mathematics and Computer Science, University of Missouri St. Louis","institution_ids":["https://openalex.org/I208333798"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100425983","display_name":"Pu Zhang","orcid":"https://orcid.org/0009-0002-4799-7322","observed_orcids":["https://orcid.org/0009-0002-4799-7322"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Pu Zhang","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5069412360"],"corresponding_institution_ids":["https://openalex.org/I12912129"],"apc_list":null,"apc_paid":null,"fwci":0.867,"has_fulltext":true,"cited_by_count":9,"citation_normalized_percentile":{"value":0.77974796,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":97},"biblio":{"volume":"9","issue":"4","first_page":"1527","last_page":"1552"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.5907999873161316,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.5907999873161316,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.20250000059604645,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12814","display_name":"Gaussian Processes and Bayesian Inference","score":0.07959999889135361,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/uncertainty-quantification","display_name":"uncertainty quantification","score":0.8550000190734863},{"id":"https://openalex.org/keywords/stochastic-simulation","display_name":"stochastic simulation","score":0.8309999704360962},{"id":"https://openalex.org/keywords/nonparametric-bayesian-inference","display_name":"Bayesian nonparametrics","score":0.9559999704360962},{"id":"https://openalex.org/keywords/dirichlet-process-mixture-model","display_name":"Dirichlet process mixture model","score":0.9100000262260437},{"id":"https://openalex.org/keywords/simulation-uncertainty","display_name":"simulation uncertainty","score":0.5590000152587891},{"id":"https://openalex.org/keywords/credible-intervals","display_name":"credible intervals","score":0.6470000147819519},{"id":"https://openalex.org/keywords/variance-decomposition","display_name":"variance decomposition","score":0.9909999966621399},{"id":"https://openalex.org/keywords/model-selection","display_name":"model selection","score":0.527999997138977},{"id":"https://openalex.org/keywords/multimodal-distributions","display_name":"multimodal distributions","score":0.5559999942779541}],"concepts":[{"id":"https://openalex.org/C2781280628","wikidata":"https://www.wikidata.org/wiki/Q5280766","display_name":"Dirichlet process","level":3,"score":0.773820161819458},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.6250606775283813},{"id":"https://openalex.org/C102366305","wikidata":"https://www.wikidata.org/wiki/Q1097688","display_name":"Nonparametric statistics","level":2,"score":0.5814065933227539},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5562307834625244},{"id":"https://openalex.org/C169214877","wikidata":"https://www.wikidata.org/wiki/Q981016","display_name":"Dirichlet distribution","level":3,"score":0.5060216784477234},{"id":"https://openalex.org/C32230216","wikidata":"https://www.wikidata.org/wiki/Q7882499","display_name":"Uncertainty quantification","level":2,"score":0.5014512538909912},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.4213758111000061},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3761557638645172},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.31446653604507446},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3117392361164093},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.2571324408054352},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.21773427724838257},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C182310444","wikidata":"https://www.wikidata.org/wiki/Q1332643","display_name":"Boundary value problem","level":2,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1137/20m1345517","doi":"https://doi.org/10.1137/20m1345517","is_oa":false,"landing_page_url":"https://doi.org/10.1137/20m1345517","pdf_url":null,"source":{"id":"https://openalex.org/S2911293512","display_name":"SIAM/ASA Journal on Uncertainty Quantification","issn_l":"2166-2525","issn":["2166-2525"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","dongbi-b","jufo-1","norway-1","poland-70","russia-white-list-1"],"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM/ASA Journal on Uncertainty Quantification","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:1910.03766","doi":null,"is_oa":true,"landing_page_url":"http://arxiv.org/abs/1910.03766","pdf_url":"https://arxiv.org/pdf/1910.03766","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"pmh:oai:scholarbank.nus.edu.sg:10635/217276","doi":null,"is_oa":false,"landing_page_url":"https://scholarbank.nus.edu.sg/handle/10635/217276","pdf_url":null,"source":{"id":"https://openalex.org/S7407052290","display_name":"National University of Singapore","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Elements","raw_type":"Article"},{"id":"doi:10.48550/arxiv.1910.03766","doi":"https://doi.org/10.48550/arxiv.1910.03766","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.1910.03766","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1910.03766","doi":null,"is_oa":true,"landing_page_url":"http://arxiv.org/abs/1910.03766","pdf_url":"https://arxiv.org/pdf/1910.03766","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[{"id":"https://openalex.org/G6071861169","display_name":null,"funder_award_id":"R-155-000-201-114","funder_id":"https://openalex.org/F4320320751","funder_display_name":"Ministry of Education - Singapore"}],"funders":[{"id":"https://openalex.org/F4320320751","display_name":"Ministry of Education - Singapore","ror":"https://ror.org/01kcva023"}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W3210025504.pdf","grobid_xml":"https://content.openalex.org/works/W3210025504.grobid-xml"},"referenced_works_count":34,"referenced_works":["https://openalex.org/W1489950266","https://openalex.org/W1522405195","https://openalex.org/W1547792522","https://openalex.org/W1548584376","https://openalex.org/W2026628102","https://openalex.org/W2034780225","https://openalex.org/W2035051910","https://openalex.org/W2039628234","https://openalex.org/W2041570732","https://openalex.org/W2053405531","https://openalex.org/W2057765075","https://openalex.org/W2065392216","https://openalex.org/W2069429561","https://openalex.org/W2069663974","https://openalex.org/W2075466453","https://openalex.org/W2075886515","https://openalex.org/W2080972498","https://openalex.org/W2091797506","https://openalex.org/W2096749624","https://openalex.org/W2116347901","https://openalex.org/W2118020555","https://openalex.org/W2124741337","https://openalex.org/W2136999619","https://openalex.org/W2138841806","https://openalex.org/W2163286960","https://openalex.org/W2725666454","https://openalex.org/W2766871605","https://openalex.org/W2780275061","https://openalex.org/W2951278030","https://openalex.org/W3084821087","https://openalex.org/W3103279442","https://openalex.org/W4211177544","https://openalex.org/W4249398534","https://openalex.org/W4254499902"],"related_works":["https://openalex.org/W2979293458","https://openalex.org/W2041570732","https://openalex.org/W2130650735","https://openalex.org/W4248459898","https://openalex.org/W4244130445","https://openalex.org/W1976741908","https://openalex.org/W2089504916","https://openalex.org/W2528473246","https://openalex.org/W3047577029","https://openalex.org/W4256018399"],"abstract_inverted_index":{"When":[0],"we":[1,57],"use":[2],"simulation":[3,17,32,173],"to":[4,15,63,98,150,181],"assess":[5],"the":[6,11,36,45,49,65,74,79,109,127,183],"performance":[7,38],"of":[8,70,86,102,112,122,189],"stochastic":[9],"systems,":[10],"input":[12,29,46,94,124,128,144,171],"models":[13,47,95,125],"used":[14],"drive":[16],"experiments":[18],"are":[19,96],"often":[20,77],"estimated":[21],"from":[22,67,186],"finite":[23],"real-world":[24,75,113],"data.":[25],"There":[26],"exist":[27],"both":[28,68,136,170,187],"model":[30,99,129,137,145],"and":[31,48,118,139,172,198],"estimation":[33,130,146],"uncertainties":[34],"in":[35,54],"system":[37,50],"estimates.":[39],"Without":[40],"strong":[41],"prior":[42],"information":[43],"on":[44],"mean":[51],"response":[52],"surface,":[53],"this":[55],"paper,":[56],"propose":[58],"a":[59,100],"Bayesian":[60,120],"nonparametric":[61,93],"framework":[62,162],"quantify":[64,182],"impact":[66],"sources":[69,85,188],"uncertainty.":[71,142,190],"Specifically,":[72],"since":[73],"data":[76],"represent":[78],"variability":[80],"caused":[81],"by":[82,152,195],"various":[83],"latent":[84],"uncertainty,":[87,131],"Dirichlet":[88],"process":[89],"mixture":[90,101],"(DPM)":[91],"based":[92],"introduced":[97],"heterogeneous":[103],"distributions,":[104],"which":[105,132],"can":[106],"faithfully":[107],"capture":[108],"important":[110],"features":[111],"data,":[114],"such":[115],"as":[116],"multimodality":[117],"skewness.":[119],"posteriors":[121],"flexible":[123],"characterize":[126],"automatically":[133],"accounts":[134],"for":[135,169],"selection":[138],"parameter":[140],"value":[141],"Then":[143],"uncertainty":[147],"is":[148,178,193],"propagated":[149],"outputs":[151],"using":[153],"direct":[154],"simulation.":[155],"Thus,":[156],"under":[157],"very":[158],"general":[159],"conditions,":[160],"our":[161],"delivers":[163],"an":[164],"empirical":[165,199],"credible":[166],"interval":[167],"accounting":[168],"uncertainties.":[174],"A":[175],"variance":[176],"decomposition":[177],"further":[179],"developed":[180],"relative":[184],"contributions":[185],"Our":[191],"approach":[192],"supported":[194],"rigorous":[196],"theoretical":[197],"study.":[200]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1}],"updated_date":"2026-10-29T09:56:32.521200","created_date":"2021-11-08T00:00:00"}
