Variance Reduction Techniques for Digital Simulation
From MaRDI portal
Recommendations
- Integrated Variance Reduction Strategies for Simulation
- Methods of decreasing a variance by simulation and the analysis of their effectiveness
- Variance reduction methods for CONNFFESSIT-like simulations
- A perspective on variance reduction in dynamic simulation experiments
- Variance Reduction for Simulated Diffusions
- Variance reduction techniques and quasi-Monte Carlo methods
- Variance Reduction in Simulation via Random Hazards
- scientific article; zbMATH DE number 1839759
Cites work
- A Minimum Variance Sampling Technique for Simulation Models
- A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations
- Accelerated Accuracy in the Simulation of Markov Chains
- Accelerated Convergence in the Simulation of Countably Infinite State Markov Chains
- An Extension of Shapiro and Wilk's W Test for Normality to Large Samples
- Antithetic Sampling with Multivariate Inputs
- Antithetic variate methods for simulations of processes with peaks and troughs
- Antithetic variates revisited
- Antithetic Variates, Multivariate Dependence and Simulation of Stochastic Systems
- Blockinq in simular experimental designs
- Experimental Evaluation of Variance Reduction Techniques for Queueing Simulation Using Generalized Concomitant Variables
- scientific article; zbMATH DE number 3136275 (Why is no real title available?)
- scientific article; zbMATH DE number 3881695 (Why is no real title available?)
- scientific article; zbMATH DE number 3815002 (Why is no real title available?)
- scientific article; zbMATH DE number 3782216 (Why is no real title available?)
- scientific article; zbMATH DE number 3495530 (Why is no real title available?)
- scientific article; zbMATH DE number 3538713 (Why is no real title available?)
- scientific article; zbMATH DE number 3549966 (Why is no real title available?)
- scientific article; zbMATH DE number 3626409 (Why is no real title available?)
- scientific article; zbMATH DE number 3797466 (Why is no real title available?)
- scientific article; zbMATH DE number 3196612 (Why is no real title available?)
- Importance sampling in systems simulation: A practical failure?
- Optimal Formulae of the Conditional Monte Carlo
- Some Techniques for Assessing Multivarate Normality Based on the Shapiro- Wilk W
- Statistical decision theory. Foundations, concepts, and methods
- Statistical Results on Control Variables with Application to Queueing Network Simulation
- The Use of Control Variates in Monte Carlo Estimation of Power
- Using Simulation to Estimate First Passage Distribution
- Variance reduction in queueing simulation using generalized concomitant variables
- Virtual Measures: A Variance Reduction Technique for Simulation
Cited in
(24)- The score function approach for sensitivity analysis of computer simulation models
- On control variate estimators
- Some properties of simulation interval estimators under dependence induction
- Selecting control variates to estimate multiresponse simulation metamodels
- Time-dependent queueing network approximations as simulation external control variates
- Simulation metamodel estimation using a combined correlation-based variance reduction technique for first and higher-order metamodels
- Efficiency improvement techniques
- Noninverse correlation induction: Guidelines for algorithm development
- Batch size effects on the efficiency of control variates in simulation
- Variance reduction for simulated diffusions using control variates extracted from state space evaluations
- Efficiency and exponential models in a variance-reduction technique for dichotomous response variables
- Compressed Monte Carlo with application in particle filtering
- Targeted smoothing parameter selection for estimating average causal effects
- A modified Hooke and Jeeves algorithm with likelihood ratio performance extrapolation for simulation optimization
- Control Variates for Monte Carlo Analysis of Nonlinear Statistical Models, I: Overview
- Monte Carlo Estimation under Different Distributions Using the Same Simulation
- Integrated Variance Reduction Strategies for Simulation
- scientific article; zbMATH DE number 936859 (Why is no real title available?)
- On the effect of inducted negative correlation rate for beta acceptance-rejection algorithms
- Control variates for monte carlo analysis of nonlinear statistical models, II: raw moments and variances
- Variance reduction in stochastic reaction networks using control variates
- Variance reduction for Bernoulli response variables in simulation
- Modified importance sampling for performance evaluation and sensitivity analysis of computer simulation models
- Improved estimators for the GMANOVA problem with application to Monte Carlo simulation
This page was built for publication: Variance Reduction Techniques for Digital Simulation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3703173)
