A comparison of methods for selecting values of simulation input variables

DOI10.1051/PS/2014020MaRDI QIDQ2786473zbMATH OpenOpenAlexFDO

Authors Megdouda Ourbih-Tari, Sofia Guebli

Publication date 12 February 2016

Published in European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1051/ps/2014020

zbMATH Keywords

estimationsamplingsimulationvariance

Mathematics Subject Classification ID

Simulation of dynamical systems (37M05) Sampling theory, sample surveys (62D05) Estimation in multivariate analysis (62H12) Monte Carlo methods (65C05)

Recommendations

• Large-sample variance of simulation using refined descriptive sampling: case of independent variables
• Implementing refined descriptive sampling into three-phase discrete-event simulation models
• Applying refined descriptive sampling on the vibrating string model
• A general purpose module using refined descriptive sampling for installation in simulation systems
• scientific article; zbMATH DE number 6699822

Cites work

• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• A spectral-based Monte Carlo algorithm for generating samples of nonstationary Gaussian processes
• An approximate method for generating symmetric random variables
• scientific article; zbMATH DE number 53679 (Why is no real title available?)
• scientific article; zbMATH DE number 854710 (Why is no real title available?)
• Monte Carlo Methods for Applied Scientists
• On Latin hypercube sampling
• Sampling methods and parallelism into Monte Carlo simulation
• Some Concepts of Dependence
• The three phase discrete event simulation using some sampling methods

Cited in

(10)

• The use of variance reduction, relative error and bias in testing the performance of M/G/1 retrial queues estimators in Monte Carlo simulation
• Applying refined descriptive sampling on the vibrating string model
• Comparing M/G/1 queue estimators in Monte Carlo simulation through the tested generator ``getRDS and the proposed ``getLHS using variance reduction
• A general purpose module using refined descriptive sampling for installation in simulation systems
• Refined descriptive sampling simulated annealing algorithm for solving the traveling salesman problem
• Large-sample variance of simulation using refined descriptive sampling: case of independent variables
• The three phase discrete event simulation using some sampling methods
• Implementing refined descriptive sampling into three-phase discrete-event simulation models
• Adaptive refined descriptive sampling algorithm for dependent variables using Iman and Conover method in Monte Carlo simulation
• Maximum likelihood estimation of parameters of a random variable using Monte Carlo methods

This page was built for publication: A comparison of methods for selecting values of simulation input variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2786473)