Resampled regenerative estimators

DOI10.1145/2699718MaRDI QIDQ5270744zbMATH OpenOpenAlexFDO

Authors James M. Calvin, Marvin K. Nakayama

Publication date 30 June 2017

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/2699718

zbMATH Keywords

central limitregenerative methodvariance reduction

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Nonparametric statistical resampling methods (62G09)

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• Using permutations in regenerative simulations to reduce variance
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• Resampling estimators of the renewal function
• Exploiting regenerative structure to estimate finite time averages via simulation

Cites work

• Approximation Theorems of Mathematical Statistics
• Central Limit Theorems for Permuted Regenerative Estimators
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• scientific article; zbMATH DE number 718142 (Why is no real title available?)
• Improvements in the likelihood ratio method for steady-state sensitivity analysis and simulation
• Permuted derivative and importance-sampling estimators for regenerative simulations.
• Permuted Standardized Time Series for Steady-State Simulations
• Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions
• Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations
• Simulation of processes with multiple regeneration sequences
• The Almost Regenerative Method for Stochastic System Simulations
• Using permutations in regenerative simulations to reduce variance
• Variance Reduction Techniques for the Simulation of Markov Processes, I: Multiple Estimates

Cited in

(5)

• Sharpening estimators using resampling
• Exploiting regenerative structure to estimate finite time averages via simulation
• scientific article; zbMATH DE number 774850 (Why is no real title available?)
• The Moser--Tardos Framework with Partial Resampling
• Resampling calibrated adjusted empirical likelihood

Describes a project that uses

Uses Software

• bootstrap

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