Validation of Simulation Analysis Methods for the Schruben-Margolin Correlation-Induction Strategy

DOI10.1287/opre.40.1.87zbMath0745.65094OpenAlexW2161008798MaRDI QIDQ3991324

James R. Wilson, Jeffrey D. Tew

Publication date: 28 June 1992

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.40.1.87

zbMATH Keywords

numerical examplesimulationlinear regressionsimulation experimentsexperimental designmetamodelvariance reduction technique

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic models, generic numerical methods in probability and statistics (65C20) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (6)

Simulation of stochastic activity networks using path control variates ⋮ Validation and statistical analysis procedures under the common random number correlation-induction strategy for multipopulation simulation experiments ⋮ Estimating simulation metamodels using correlated control variates ⋮ Combined correlation methods for metamodel estimation in multipopulation simulation experiments ⋮ Bayesian Optimization via Simulation with Pairwise Sampling and Correlated Prior Beliefs ⋮ Minimizing the bias and variance of the gradient estimate in RSM simulation studies

Uses Software

• AS 181

This page was built for publication: Validation of Simulation Analysis Methods for the Schruben-Margolin Correlation-Induction Strategy