Problems in Bayesian analysis of stochastic simulation

Authors:
Peter W. Glynn
Affiliations:
Dept. of Industrial Engineering, University of Wisconsin-Madison, 1513 University Avenue, Madison, Wisconsin
Venue:
WSC '86 Proceedings of the 18th conference on Winter simulation
Year:
1986

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Abstract

It is argued that Bayesian methodology is an appropriate tool in certain simulation contexts. Computational problems, specific to simulation applications, are then described in some detail; possible remedies are also outlined.