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» Overlapping Variance Estimators for Simulation
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MASCOTS
2007
13 years 9 months ago
Adaptive Sampling for Efficient MPSoC Architecture Simulation
—Modern micro-architecture simulators are many orders of magnitude slower than the hardware they simulate. The use of multiprocessor architectures for supporting future mobile an...
Melhem Tawk, Khaled Z. Ibrahim, Smaïl Niar
WSC
2008
13 years 9 months ago
A preliminary study of optimal splitting for rare-event simulation
Efficiency is a big concern when using simulation to estimate rare-event probabilities, since a huge number of simulation replications may be needed in order to obtain a reasonabl...
John F. Shortle, Chun-Hung Chen
WSC
2004
13 years 8 months ago
The Accuracy of a New Confidence Interval Method
Confidence intervals for the median of estimators or other quantiles were proposed as a substitute for usual confidence intervals in terminating and steady-state simulation. This ...
Johann Christoph Strelen
WSC
2004
13 years 8 months ago
Experimental Performance Evaluation of Histogram Approximation for Simulation Output Analysis
We summarize the results of an experimental performance evaluation of using an empirical histogram to approximate the steady-state distribution of the underlying stochastic proces...
E. Jack Chen, W. David Kelton
WSC
2007
13 years 9 months ago
Ant-based approach for determining the change of measure in importance sampling
Importance Sampling is a potentially powerful variance reduction technique to speed up simulations where the objective depends on the occurrence of rare events. However, it is cru...
Poul E. Heegaard, Werner Sandmann