Efficiency improvement techniques
From MaRDI portal
Publication:1805481
DOI10.1007/BF02136829zbMath0821.62101OpenAlexW2086374769MaRDI QIDQ1805481
Publication date: 18 May 1995
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02136829
stratificationimportance samplingconditioningvariance reductioncontrol variatescommon random numbersconditional Monte Carloefficiency of stochastic simulations
Applications of statistics (62P99) Inference from stochastic processes (62M99) Probabilistic methods, stochastic differential equations (65C99)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Regenerative structure of Markov chains simulated via common random numbers
- Discrete-time conversion for simulating semi-Markov processes
- Simulation methods of queues: An overview
- Almost sure approximations to the Robbins-Monro and Kiefer-Wolfowitz processes with dependent noise
- Importance Sampling for Stochastic Simulations
- Filtered Monte Carlo
- Antithetic variates revisited
- Variance Reduction Techniques for Digital Simulation
- Comparing stochastic systems using regenerative simulation with common random numbers
- The Use of Antithetic Variates in Computer Simulations
- Statistical Results on Control Variables with Application to Queueing Network Simulation
- Discrete-Time Conversion for Simulating Finite-Horizon Markov Processes
- Large deviations theory and efficient simulation of excessive backlogs in a GI/GI/m queue
- The Asymptotic Efficiency of Simulation Estimators
- Some Guidelines and Guarantees for Common Random Numbers
- Processes with associated increments
- Improving Monte Carlo Efficiency by Increasing Variance
- Efficient Estimators for Simulated Queueing Systems
- Fast simulation of rare events in queueing and reliability models
- Stochastic monotonicity and conditional Monte Carlo for likelihood ratios
- Indirect Estimation Via L = λW
This page was built for publication: Efficiency improvement techniques
