A perspective on variance reduction in dynamic simulation experiments
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Cites work
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- A NOTE ON OPTIMUM STRATIFICATION OF POPULATIONS FOR ESTIMATING THE POPULATION MEANS
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- Antithetic variates revisited
- Antithetic Variates, Multivariate Dependence and Simulation of Stochastic Systems
- Bivariate distributions with given marginals
- Blockinq in simular experimental designs
- Conditional Monte Carlo: A Simulation Technique for Stochastic Network Analysis
- Conservation Equations and Variance Reduction in Queueing Simulations
- Continuity of Generalized Semi-Markov Processes
- Discrete-time conversion for simulating semi-Markov processes
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- Efficient Estimators for Simulated Queueing Systems
- Estimating critical path and arc probabilities in stochastic activity networks
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- Generation of multivariate normal samples with given sample mean and covariance matrix
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Cited in
(26)- The efficiency of variance reduction in manufacturing and service systems: the comparison of the control variates and stratified sampling
- Some properties of simulation interval estimators under dependence induction
- Anthithetic-variate splitting for steady-state simulations
- A three-class variance swapping technique for simulation experiments
- Selecting control variates to estimate multiresponse simulation metamodels
- Time-dependent queueing network approximations as simulation external control variates
- Methods of decreasing a variance by simulation and the analysis of their effectiveness
- Bias and variance reduction in computer simulation studies
- Noninverse correlation induction: Guidelines for algorithm development
- Batch size effects on the efficiency of control variates in simulation
- Variance reduction for simulated diffusions using control variates extracted from state space evaluations
- Efficiency and exponential models in a variance-reduction technique for dichotomous response variables
- Correlation-inducing variance reduction in regenerative simulation
- Applying variance reduction ideas in queuing simulations
- Experimental Evaluation of Variance Reduction Techniques for Queueing Simulation Using Generalized Concomitant Variables
- Simulating Average Delay–Variance Reduction by Conditioning
- Control Variates for Monte Carlo Analysis of Nonlinear Statistical Models, I: Overview
- Variance Reduction Techniques for Digital Simulation
- Using permutations in regenerative simulations to reduce variance
- Improved point and confidence interval estimators of mean response in simulation when control variates are used
- Simulating the average run length for cusum schemes using variance reduction techniques
- Variance reduction in the study of a test concerning the behrens-fisher problem
- Integrated Variance Reduction Strategies for Simulation
- On the effect of inducted negative correlation rate for beta acceptance-rejection algorithms
- Reference Class Forecasting: Resolving Its Challenge to Statistical Modeling
- Modified importance sampling for performance evaluation and sensitivity analysis of computer simulation models
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