Batch Size Effects in the Analysis of Simulation Output

Cited in

(42)

Extended dynamic partial-overlapping batch means estimators for steady-state simulations
Some properties of simulation interval estimators under dependence induction
On the dispersion matrix of variance estimators of the sample mean in the analysis of simulation output
Spaced batch means
Estimating the asymptotic variance with batch means
Analysis of initial transient deletion for replicated steady-state simulations
On the estimation of optimal batch sizes in the analysis of simulation output
Batch variance estimators for the median of simulation output.
Multiple-comparison procedures for steady-state simulations
On the robustness of batching estimators.
Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
The Song rule outperforms optimal-batch-size variance estimators in simulation output analysis
Convergence results for the (1,)-SA-ES using the theory of -irreducible Markov chains
Properties of batch means from stationary ARMA time series
Batch size effects on the efficiency of control variates in simulation
Large-sample normality of the batch-means variance estimator
Fourier trajectory analysis for system discrimination
Run length not required: optimal-MSE dynamic batch means estimators for steady-state simulations
Thermodynamic Bayesian model comparison
An improved averaged two-replication procedure with Latin hypercube sampling
Explaining the behavior of joint and marginal Monte Carlo estimators in latent variable models with independence assumptions
New recursive estimators of the time-average variance constant
New bounding and decomposition approaches for MILP investment problems: multi-area transmission and generation planning under policy constraints
Arma-Based Confidence Intervals for Simulation Output Analysis
Tutorial
Automatic Block-Length Selection for the Dependent Bootstrap
Estimation Methods for Delays in Non-regenerative Discrete-Event Systems
Reynolds-number dependence of turbulent skin-friction drag reduction induced by spanwise forcing
Confidence intervals for quantiles using sectioning when applying variance-reduction techniques
Marginal likelihood estimation from the Metropolis output: tips and tricks for efficient implementation in generalized linear latent variable models
On the incorporation of parameter uncertainty for inventory management using simulation
Combining standardized time series area and Cramér–von Mises variance estimators
The Number of MCMC Draws Needed to Compute Bayesian Credible Bounds
Performance evaluation of output analysis methods in steady-state simulations
Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles
Batching Adaptive Variance Reduction
Higher-order coverage errors of batching methods via Edgeworth expansions on t-statistics
A fast algorithm for the estimation of statistical error in DNS (or experimental) time averages
Multilevel Monte Carlo metamodeling for variance function estimation
Statistical analysis of steady-state simulations: Survey of recent progress
An improved standardized time series Durbin-Watson variance estimator for steady-state simulation
On coverage probability, independence and normality in batch means algorithms

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