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WSC
2000
13 years 9 months ago
Simulation output analysis via dynamic batch means
This paper is focused on estimating the quality of the sample mean from a steady-state simulation experiment with consideration of computational efficiency, memory requirement, an...
Yingchieh Yeh, Bruce W. Schmeiser
WSC
2001
13 years 10 months ago
On the MSE robustness of batching estimators
Variance is a classical measure of a point estimator's sampling error. In steady-state simulation experiments, many estimators of this variance--or its square root, the stand...
Yingchieh Yeh, Bruce W. Schmeiser
UAI
2000
13 years 10 months ago
Adaptive Importance Sampling for Estimation in Structured Domains
Sampling is an important tool for estimating large, complex sums and integrals over highdimensional spaces. For instance, importance sampling has been used as an alternative to ex...
Luis E. Ortiz, Leslie Pack Kaelbling
WSC
1997
13 years 9 months ago
Computational Experience with the Batch Means Method
This article discusses implementation issues for the LBATCH and ABATCH batch means procedures of Fishman and Yarberry (1997). Theses procedures dynamically increase the batch size...
Christos Alexopoulos, George S. Fishman, Andrew F....
CSDA
2010
98views more  CSDA 2010»
13 years 8 months ago
Design-based estimation for geometric quantiles with application to outlier detection
Geometric quantiles are investigated using data collected from a complex survey. Geometric quantiles are an extension of univariate quantiles in a multivariate set-up that uses th...
Mohamed Chaouch, Camelia Goga