Two-point methods for assessing variability in simulation output

DOI10.1080/00949659808811887MaRDI QIDQ4212975zbMATH OpenOpenAlexFDO

Authors Wayne Holland, Russell C. H. Cheng

Publication date 1998

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949659808811887

Mathematics Subject Classification ID

Statistics (62-XX) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Cites work

• Convergence Rates of Finite-Difference Sensitivity Estimates for Stochastic Systems
• Fast simulation of packet loss rates in a shared buffer communications switch
• scientific article; zbMATH DE number 3502568 (Why is no real title available?)
• On the Convergence Rates of IPA and FDC Derivative Estimators

Cited in

(9)

• An interval-based approach to model input uncertainty in M/M/1 simulation
• Quantifying input uncertainty via simulation confidence intervals
• Robust analysis in stochastic simulation: computation and performance guarantees
• Reducing Simulation Input-Model Risk via Input Model Averaging
• Subsampling to Enhance Efficiency in Input Uncertainty Quantification
• Input-output uncertainty comparisons for discrete optimization via simulation
• Optimization-based calibration of simulation input models
• An integrated method for simultaneous calibration and parameter selection in computer models
• Calibrating non-identifiable high-dimensional simulation models: a framework via eligibility set

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