Detecting Initialization Bias in Simulation Output

DOI10.1287/OPRE.30.3.569MaRDI QIDQ3943923zbMATH OpenOpenAlexFDO

Authors Lee W. Schruben

Publication date 1982

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.30.3.569

zbMATH Keywords

application of diffusion processessimulation initialization bias testssimulation of a stochastic systemsimulation output seriesstandardized test sequencetesting for initialization bias

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic methods, stochastic differential equations (65C99) Numerical optimization and variational techniques (65K10) Input-output approaches in control theory (93D25)

Cited in

(24)

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• A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model
• Multiple-comparison procedures for steady-state simulations
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• Initial data truncation for multivariate output of discrete-event simulation using the Kalman filter
• Initial transient detection in simulations using the second-order cumulant spectrum
• The pivot algorithm: a highly efficient Monte Carlo method for the self-avoiding walk.
• A statistical process control approach to selecting a warm-up period for a discrete-event simulation
• Analysis of the behavior of the transient period in non-terminating simulations
• Measurement-based admission control for bufferless multiplexers
• Mean Value Estimation of a Covariance Stationary, Continuous-Time Process, with Simulation Output Applications
• Tutorial
• Some asymptotic formulas for markov chains with applications to simulation^†
• Metamodels in manufacturing: a review
• A Sequential Stopping Rule for a Steady-State Simulation Based on Time-Series Forecasting
• Tests For Constancy Of Model Parameters Over Time
• Parameter estimation for the exponential-Poisson distribution based on ranked set samples
• Estimation of P(X > Y) for the power Lindley distribution based on progressively type II right censored samples
• A Hellinger distance approach to MCMC diagnostics
• On the marginal standard error rule and the testing of initial transient deletion methods
• Adaptive Minimum Confidence Region Rule for Multivariate Initialization Bias Truncation in Discrete-Event Simulations
• Empirical evaluation of initial transient deletion rules for the steady-state Mean estimation problem
• Statistical inference for a two-parameter distribution with a bathtub-shaped or increasing hazard rate function based on record values and inter-record times with an application to COVID-19 data
• Estimating the steady-state mean from short transient simulations

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