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» Overlapping Variance Estimators for Simulation
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WSC
2000
13 years 8 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
1997
13 years 8 months ago
Computational Efficiency of Batching Methods
This paper discusses the efficiency of various batching methods for estimating performance parameters from steady-state simulation output, e.g., the steadystate mean. Our primary ...
David Goldsman, Bruce W. Schmeiser
WSC
2000
13 years 8 months ago
Analyzing transformation-based simulation metamodels
We present a technique for analyzing a simulation metamodel that has been constructed using a variancestabilizing transformation. To compute a valid confidence interval for the ex...
Maria de los A. Irizarry, Michael E. Kuhl, Emily K...
ICML
2009
IEEE
14 years 8 months ago
The Bayesian group-Lasso for analyzing contingency tables
Group-Lasso estimators, useful in many applications, suffer from lack of meaningful variance estimates for regression coefficients. To overcome such problems, we propose a full Ba...
Sudhir Raman, Thomas J. Fuchs, Peter J. Wild, Edga...
JMLR
2010
191views more  JMLR 2010»
13 years 2 months ago
Noise-contrastive estimation: A new estimation principle for unnormalized statistical models
We present a new estimation principle for parameterized statistical models. The idea is to perform nonlinear logistic regression to discriminate between the observed data and some...
Michael Gutmann, Aapo Hyvärinen