The efficiency of variance reduction in manufacturing and service systems: the comparison of the control variates and stratified sampling
From MaRDI portal
Publication:1036465
DOI10.1155/2009/791750zbMath1180.62201OpenAlexW1977112355WikidataQ58649494 ScholiaQ58649494MaRDI QIDQ1036465
Publication date: 13 November 2009
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/45902
Applications of statistics in engineering and industry; control charts (62P30) Sampling theory, sample surveys (62D05) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)
Cites Work
- Unnamed Item
- Simulation output analysis for local area computer networks
- Time-dependent queueing network approximations as simulation external control variates
- Bias and variance reduction in computer simulation studies
- 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
- Monte Carlo transition dynamics and variance reduction
- Variance and bias reduction techniques for the harmonic gradient estimator
- Correlation-inducing variance reduction in regenerative simulation
- On a variance reduction technique for micro--macro simulations of polymeric fluids
- Variance Reduction Techniques for Estimating Value-at-Risk
- Variance reduction for Monte Carlo solutions of the Boltzmann equation
- Variance reduction in queueing simulation using generalized concomitant variables
- Efficiency of Multivariate Control Variates in Monte Carlo Simulation
- A perspective on variance reduction in dynamic simulation experiments
- Conservation Equations and Variance Reduction in Queueing Simulations
- Statistical Results on Control Variables with Application to Queueing Network Simulation
- Control Variate Models for Estimating Transient Performance Measures in Repairable Item Systems
- Antithetic Variates, Common Random Numbers and Optimal Computer Time Allocation in Simulation
- Virtual Measures: A Variance Reduction Technique for Simulation
- A comparison of mean reduction versus variance reduction in processing times in flow shops
- Variance Reduction in Simulations of Loss Models
- Branching Technique for Markov Chain Simulation (Finite State Case)