Batch size effects on the efficiency of control variates in simulation

DOI10.1016/0377-2217(89)90212-9zbMath0679.62102OpenAlexW2056522176MaRDI QIDQ1822881

Barry L. Nelson

Publication date: 1989

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(89)90212-9

zbMATH Keywords

batchingregressioncontrol variatespoint and interval estimatorsinfinite- horizon processsteady-state mean

Mathematics Subject Classification ID

Multivariate analysis (62H99) Applications of statistics (62P99)

Related Items (4)

Time-dependent queueing network approximations as simulation external control variates ⋮ Ensemble Approximate Control Variate Estimators: Applications to MultiFidelity Importance Sampling ⋮ Queueing Network Controls via Deep Reinforcement Learning ⋮ Zero variance Markov chain Monte Carlo for Bayesian estimators

Cites Work

• Unnamed Item
• Unnamed Item
• An introduction to the regenerative method for simulation analysis
• Confidence Interval Estimation Using Standardized Time Series
• Experimental Evaluation of Variance Reduction Techniques for Queueing Simulation Using Generalized Concomitant Variables
• Arma-Based Confidence Intervals for Simulation Output Analysis
• Variance Reduction Techniques for Digital Simulation
• A perspective on variance reduction in dynamic simulation experiments
• A Sequential Procedure for Determining the Length of a Steady-State Simulation
• A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations
• Statistical Results on Control Variables with Application to Queueing Network Simulation
• Batch Size Effects in the Analysis of Simulation Output
• Grouping Observations in Digital Simulation
• Regenerative Simulation with Internal Controls

This page was built for publication: Batch size effects on the efficiency of control variates in simulation