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Efficiency improvement and variance reduction
16 references·10 citing·36 second hop
Efficiency improvement and variance reduction (2005)Efficiency improvement and variance reduc…On the Convergence Rates of IPA and FDC Derivative Estimators (1994)On the Convergence Rates of I…Effective bandwidth and fast simulation of ATM intree networks (1994)Effective bandwidth and fast …The Asymptotic Efficiency of Simulation Estimators (1992)The Asymptotic Efficiency of …Some Guidelines and Guarantees for Common Random Numbers (1992)Some Guidelines and Guarantee…Optimally efficient estimation of the statistics of rare events in queueing networks (1991)Optimally efficient estimatio…Large deviations theory and efficient simulation of excessive backlogs in a GI/GI/m queue (1991)Large deviations theory and e…Control Variate Remedies (1990)Control Variate RemediesIndirect Estimation Via L = λW (1989)Indirect Estimation Via L = λWImportance Sampling for Stochastic Simulations (1989)Importance Sampling for Stoch…A quick simulation method for excessive backlogs in networks of queues (1989)A quick simulation method for…Efficiency of Multivariate Control Variates in Monte Carlo Simulation (1985)Efficiency of Multivariate Co…Variance Reduction Techniques for Digital Simulation (1984)Variance Reduction Techniques…Simulation Modeling and Analysis. (1983)Simulation Modeling and Analy…A Guide to Simulation (1983)A Guide to SimulationStatistical Results on Control Variables with Application to Queueing Network Simulation (1982)Statistical Results on Contro…A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations (1981)A Perspective on the Use of C…Enhanced sequential directional importance sampling for structural reliability analysis (2025)Enhanced sequential direction…Boosted Decision Tree Regression Adjustment for Variance Reduction in Online Controlled Experiments (2016)Boosted Decision Tree Regress…Discrete Event Simulation: The Preferred Technique for Health Economic Evaluations? (2010)Discrete Event Simulation: Th…STRATEGIC INTERACTIONS IN A SUPPLY CHAIN GAME (2005)STRATEGIC INTERACTIONS IN A S…Accelerated simulation for pricing Asian options (2002)Accelerated simulation for pr…Managing simple re-entrant flow lines: theoretical foundation and experimental results (2001)Managing simple re-entrant fl…Estimating small cell-loss ratios in ATM switches via importance sampling (2001)Estimating small cell-loss ra…Accelerated simulation for pricing Asian options (1998)Accelerated simulation for pr…Statistical analysis of simulation output (1997)Statistical analysis of simul…Integrated Variance Reduction Strategies for Simulation (1996)Integrated Variance Reduction…Discrete-Event System Simulation (1984)Modelling in Ecomomic Evaluation: An Unavoidable Fact of Life (1997)No Head-to-Head Trial? Simulate the Missing Arms (2010)MARKOV MODELING AND DISCRETE EVENT SIMULATION IN HEALTH CARE: A SYSTEMATIC COMPARISON (2014)Agent-Based Modeling of Chronic Diseases: A Narrative Review and Future Research Directions (2016)Discrete Event System Simulation (2024)A Sequential Procedure for Determining the Length of a Steady-State Simulation (1979)Principles of Discrete Event Simulation. (1980)Parallel processors for planning under uncertainty (1990)Evaluating uncertain investment decisions in low-carbon transition toward renewable energy (2019)On the theory of queues with many servers (1955)Importance Sampling, Large Deviations, and Differential Games (2004)Chapter 11 Rare-Event Simulation Techniques: An Introduction and Recent Advances (2006)A guide to simulation (2nd ed.) (1986)Stochastic Simulation (1987)Using Common Random Numbers and Control Variates in Multiple-Comparison Procedures (1991)Stochastic kriging for simulation metamodeling (2008)A Stochastic Approximation Method (1951)Stochastic Estimation of the Maximum of a Regression Function (1952)The variation of certain speculative prices (1997)Nested Simulation in Portfolio Risk Measurement (2010)Unbiased Estimation with Square Root Convergence for SDE Models (2015)Acyclic fork-join queuing networks (1989)Simulation-Based Optimization with Stochastic Approximation Using Common Random Numbers (1999)Cold supply chain design with environmental considerations: A simulation-optimization approach (2015)Fast simulation of rare events in queueing and reliability models (1995)Optimization of computer simulation models with rare events (1997)Quick simulation: a review of importance sampling techniques in communications systems (1997)Costs, effects and C/E‐ratios alongside a clinical trial (1994)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Model Transparency and Validation (2012)Likelihood ratio gradient estimation for stochastic systems (1990)Simulation-based optimization of Markov reward processes (2001)Testing ecological models: the meaning of validation (1996)Developing Theory Through Simulation Methods (2007)Verification and validation of simulation models (2012)
this work references cited by second hop

References

  • 1983Simulation Modeling and Analysis.8,697 cited
  • 1983A Guide to Simulation1,468 cited
  • 1989Importance Sampling for Stochastic Simulations635 cited
  • 1989A quick simulation method for excessive backlogs in networks of queues269 cited
  • 1992The Asymptotic Efficiency of Simulation Estimators215 cited
  • 1981A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations208 cited
  • 1992Some Guidelines and Guarantees for Common Random Numbers185 cited
  • 1990Control Variate Remedies153 cited
  • 1991Large deviations theory and efficient simulation of excessive backlogs in a GI/GI/m queue143 cited
  • 1994Effective bandwidth and fast simulation of ATM intree networks139 cited
  • 1985Efficiency of Multivariate Control Variates in Monte Carlo Simulation117 cited
  • 1984Variance Reduction Techniques for Digital Simulation114 cited
  • 1982Statistical Results on Control Variables with Application to Queueing Network Simulation110 cited
  • 1994On the Convergence Rates of IPA and FDC Derivative Estimators100 cited
  • 1991Optimally efficient estimation of the statistics of rare events in queueing networks77 cited

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  • 1989Indirect Estimation Via L = λW75 cited
  • Cited by

    • 2010Discrete Event Simulation: The Preferred Technique for Health Economic Evaluations?147 cited
    • 2005STRATEGIC INTERACTIONS IN A SUPPLY CHAIN GAME89 cited
    • 1996Integrated Variance Reduction Strategies for Simulation86 cited
    • 1997Statistical analysis of simulation output78 cited
    • 1998Accelerated simulation for pricing Asian options52 cited
    • 2016Boosted Decision Tree Regression Adjustment for Variance Reduction in Online Controlled Experiments47 cited
    • 2002Accelerated simulation for pricing Asian options29 cited
    • 2025Enhanced sequential directional importance sampling for structural reliability analysis21 cited
    • 2001Estimating small cell-loss ratios in ATM switches via importance sampling19 cited
    • 2001Managing simple re-entrant flow lines: theoretical foundation and experimental results18 cited