Stochastic Modeling

Stochastic modeling is a quantitative analytical method that employs random variables and probability distributions to characterize uncertainty and derive distributions of possible outcomes.

46.9K

Publications

2.9M

Citations

69.4K

Authors

Institutions

Publications per year

2017–2026

10.8K

Variants

Stochastic Modelling

Parents

Decision Sciences

Children

Bayesian InferenceBirth-death ProcessesBranching ProcessesBrownian MotionConditional ProbabilityDiffusion ProcessesHidden Markov ModelsMarkov ChainsMarkov ProcessesMonte Carlo Simulation

Publications

46.9K

glmmTMB Balances Speed and Flexibility Among Packages for Zero-inflated Generalized Linear Mixed Modeling

Kasper Kristensen, Árni Magnússon, Anders Nielsen et al. · The R Journal · 2017 · 12.6K citations · Full text

Business, Biostatistics, Statistical Modeling +16

A tutorial on particle filters for online nonlinear/non-Gaussian Bayesian tracking

M.S. Arulampalam, Simon Maskell, Neil Gordon et al. · IEEE Transactions on Signal Processing · 2002 · 11.5K citations

Computing, Physics, Bayesian Data Analysis +14

Formulation and estimation of stochastic frontier production function models

Dennis J. Aigner, C. A. Knox Lovell, Peter Schmidt · Journal of Econometrics · 1977 · 10.1K citations

Social Sciences, Business Economics, Economics +12

A Stochastic Approximation Method

Herbert Robbins, Sutton Monro · The Annals of Mathematical Statistics · 1951 · 9.6K citations · Full text

Computing, Computer Science, Algorithms +9

Markov Decision Processes: Discrete Stochastic Dynamic Programming.

Kasra Hazeghi, Martin L. Puterman · Journal of the American Statistical Association · 1995 · 8.5K citations

Business, Decision Sciences, Mathematics +14

1–5 of 46.9K

Authors

69.4K

ZW
Zidong Wang
Brunel University of London, United Kingdom
102 publications · 10.7K citations
59
h-index
XM
Xuerong Mao
University of Strathclyde, United Kingdom
89 publications · 8.2K citations
43
h-index
NB
N. Balakrishnan
McMaster University, Canada
102 publications · 4.9K citations
37
h-index
GO
Gareth O. Roberts
University of Warwick, United Kingdom
55 publications · 10.6K citations
36
h-index
PS
Peng Shi
The University of Adelaide, Australia
51 publications · 4.9K citations
35
h-index

1–5 of 69.4K

Institutions

1–8 of 9K

Venues

Journal of the American Statistical Association
639 publications · 118.7K citations
146
h-index
IEEE Transactions on Power Systems
466 publications · 46.3K citations
118
h-index
IEEE Transactions on Automatic Control
568 publications · 56.7K citations
115
h-index
Technometrics
432 publications · 71.6K citations
113
h-index
Water Resources Research
354 publications · 31.3K citations
90
h-index

1–5

See also Stochastic Modeling
Core Methods	Monte Carlo Methods Bayesian Inference Approximate Bayesian Computation Chemical Master Equation Probabilistic Programming Stochastic Gradient Descent Diffusion Approximation Markov Jump Processes Sample Average Approximation
Applications	Econometrics Epidemiology Reliability Option Pricing Diffusion Processes Statistical Mechanics Population Dynamics Communication Systems Genetic Drift Reinforcement Learning Recommendation Systems
Variants	Brownian Motion Monte Carlo Methods Discrete-event Simulation Continuous-time Stochastic Processes Discrete-time Stochastic Processes
Evaluation	Mean Squared Error Mean Absolute Error Expected Calibration Error Brier Score Cross-validation
Limitations	Monotonicity Assumption Reproducibility Studies