scientific article; zbMATH DE number 3854477
From MaRDI portal
Publication:3323320
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Probabilistic methods, stochastic differential equations (65Cxx) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to computer science (68-01) Research exposition (monographs, survey articles) pertaining to computer science (68-02) Algorithms in computer science (68W99)
Cited in
(80)- Sensitivity of sample values not generated by inversion
- The score function approach for sensitivity analysis of computer simulation models
- Numerical evaluation of a multi-stream pseudo-random number generator
- On the efficient generation of discrete event sample paths under different system parameter values
- On the dispersion matrix of variance estimators of the sample mean in the analysis of simulation output
- Statistical analysis of queueing systems
- Sensitivity analysis and the ``what if problem in simulation analysis
- Sampling from binomial and Poisson distributions: a method with bounded computation times
- Computer methods for efficient sampling from largely arbitrary statistical distributions
- Starting and stopping rules for simulations using a priori information
- Multivariate estimation in regenerative simulation
- Cyclic regenerative method of simulation
- A multiple criteria model for the allocation of data files in a distributed information system
- Pseudorandom number generators for supercomputers and classical computers: A practical introduction
- Decomposable score function estimators for sensitivity analysis and optimization of queueing networks
- Manufacturing cell operating characteristics
- Approximate solution of a dynamic job shop model with several job classes
- Some good multipliers for random number generators for 16-bit microcomputers
- A methodology for solving multi-objective simulation-optimization problems
- Optimal mean squared error analysis of the harmonic gradient estimators
- Combining regression diagnostics with simulation metamodels
- Infinitesimal perturbation analysis of a queueing system with bursty traffic
- Several extensively tested random number generators
- A one-table method for sampling from continuous and discrete distributions
- On confidence intervals from simulation of finite Markov chains
- Stochastic Petri net models of \(\text{Ca}^{2+}\) signaling complexes and their analysis
- Sensitivity analysis and optimization of stochastic Petri nets
- Autoregressive-output-analysis methods revisited
- Initial data truncation for multivariate output of discrete-event simulation using the Kalman filter
- Random number generators with long period and sound statistical properties
- An alias method for sampling from the normal distribution
- Cross-validation using the t statistic
- Sensitivity analysis of stationary performance measures for Markov chains
- Checking the quality of approximation of \(p\)-values in statistical tests for random number generators by using a three-level test
- Bringing consistency to simulation of population models -- Poisson simulation as a bridge between micro and macro simulation
- Evaluation of algorithms for generating Dirichlet random vectors
- Sensitivity analysis in stochastic flow networks using the Monte Carlo method
- Fast poisson and binomial algorithms for correlationinduction**This research is partially supported by the Office of Naval Research contract N00014-7942-0832 through Purdue University$ef:
- AUTOMATION OF SIMPLIFICATION IN DISCRETE EVENT MODELLING AND SIMULATION*
- Mean Value Estimation of a Covariance Stationary, Continuous-Time Process, with Simulation Output Applications
- Antithetic Sampling with Multivariate Inputs
- Monte Carlo Summation Applied to Product-Form Loss Networks
- Comparison of Nonparametric and Parametric Methods in Repeated Measures Designs - A Simulation Study
- Control Variates for Monte Carlo Analysis of Nonlinear Statistical Models, I: Overview
- Machine assignment policies in a multistage, multifacility and multiproduct production inventory system
- Validation of Simulation Models via Simultaneous Confidence Intervals
- On the use of probability inequalities in random variate generation
- Tutorial
- Variance reduction in queueing simulation using generalized concomitant variables
- Multivariate Simulation Output Analysis
- Computer generation of hypergeometric random variates†
- Some asymptotic formulas for markov chains with applications to simulation†
- Formulas for the variance of the sample mean in finite state markov processes
- Estimation for the negative binomial distribution based on the conditional likelihood
- scientific article; zbMATH DE number 370524 (Why is no real title available?)
- scientific article; zbMATH DE number 540429 (Why is no real title available?)
- Sensitivity of computer simulation experiments to errors in input data
- An exhaustive analysis of prime modulus multiplicative congruential random number generators with modulus smaller than 215
- Impact of sequence-dependent setup time on job shop scheduling performance
- Load smoothing with feedback in a bottleneck job shop
- Data-Based Choice of Batch Size for Simulation Output Analysis
- Poisson Simulation—A Method for Generating Stochastic Variations in Continuous System Simulation
- Analysis of automated guided vehicle configurations in flexible manufacturing systems
- Statistical aspects of simulation: an updated survey*
- BULK SYNCHRONOUS PARALLEL ALGORITHMS FOR CONSERVATIVE DISCRETE EVENT SIMULATION∗
- Analysis of Petri net models through stochastic differential equations
- Variance estimation and sequential stopping in steady-state simulations using linear regression
- Multivariate Estimation of Conditional Performance Measures in Regenerative Simulation
- Antithetic variate methods for simulations of processes with peaks and troughs
- Simulation output analysis using the threshold bootstrap
- Estimating the steady-state mean from short transient simulations
- How to optimize discrete-event systems from a single sample path by the score function method
- Modified importance sampling for performance evaluation and sensitivity analysis of computer simulation models
- Statistical analysis of steady-state simulations: Survey of recent progress
- Efficiency of the independence assumption in the combination of forecasts
- Design of frequency-domain experiments for discrete-valued factors
- Random number generation with the recursion \(X_ t=X_{t-3p}\oplus X_{t-3q}\)
- On coverage probability, independence and normality in batch means algorithms
- Consistent micro, macro and state-based population modelling
- Asymptotically valid single-stage multiple-comparison procedures
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3323320)
