Variance and bias reduction techniques for the harmonic gradient estimator
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Publication:2365616
DOI10.1016/0096-3003(93)90019-BzbMATH Open0768.93003OpenAlexW2028562471MaRDI QIDQ2365616FDOQ2365616
Authors: Sheldon H. Jacobson 
Publication date: 29 June 1993
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0096-3003(93)90019-b
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Cites Work
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- Some Guidelines and Guarantees for Common Random Numbers
- Convergence Properties of Infinitesimal Perturbation Analysis Estimates
- Smoothed (conditional) perturbation analysis of discrete event dynamical systems
- Driving Frequency Selection for Frequency Domain Simulation Experiments
- Optimal mean squared error analysis of the harmonic gradient estimators
Cited In (12)
- Phantom harmonic gradient estimators for nonpreemptive priority queueing systems
- Convergence Results for Harmonic Gradient Estimators
- Analyzing the \(M/M/1\) queue in frequency domain experiments
- A comparison of frequency domain methodology and conventional factor screening methods
- Regression models augmented with direct stochastic gradient estimators
- Optimization via simulation: A review
- Variance reduction for sensitivity estimates obtained from regenerative simulation
- An approximation method for a single server queue with cyclically indexed arrival and service rates
- Optimal mean squared error analysis of the harmonic gradient estimators
- The efficiency of variance reduction in manufacturing and service systems: the comparison of the control variates and stratified sampling
- Minimizing the bias and variance of the gradient estimate in RSM simulation studies
- Second derivative estimation using harmonic analysis
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