In simulation modeling and analysis, there are two situations where there is uncertainty about the number of parameters needed to specify a model. The first is in input modeling w...
In the context of pre-Bayesian games we analyze resource selection systems with unknown number of players. We prove the existence and uniqueness of a symmetric safety-level equili...
—A Bayesian-based methodology is presented which automatically penalizes overcomplex models being fitted to unknown data. We show that, with a Gaussian mixture model, the approac...
Stephen J. Roberts, Dirk Husmeier, Iead Rezek, Wil...
An important problem in discrete-event stochastic simulation is the selection of the best system from a finite set of alternatives. There are many techniques for ranking and selec...
The problem of selecting the best system from a finite set of alternatives is considered from a Bayesian decision-theoretic perspective. The framework presented is quite general,...