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ACM Transactions on Modeling and Computer Simulation (TOMACS), Volume 24 Issue 2, February 2014

Variance estimation and sequential stopping in steady-state simulations using linear regression
Vivek Gupta, Sigrún Andradóttir, David Goldsman
Article No.: 7
DOI: 10.1145/2567907

We propose a method for estimating the variance parameter of a discrete, stationary stochastic process that involves combining variance estimators at different run lengths using linear regression. We show that the estimator thus obtained is...

Stochastic kriging with biased sample estimates
Xi Chen, Kyoung-Kuk Kim
Article No.: 8
DOI: 10.1145/2567893

Stochastic kriging has been studied as an effective metamodeling technique for approximating response surfaces in the context of stochastic simulation. In a simulation experiment, an analyst typically needs to estimate relevant metamodel...

Efficient simulations for the exponential integrals of Hölder continuous gaussian random fields
Jingchen Liu, Gongjun Xu
Article No.: 9
DOI: 10.1145/2567892

In this article, we consider a Gaussian random field f(t) living on a compact set TRd and the computation of the tail probabilities...

A restricted multinomial hybrid selection procedure
Hélcio Vieira, Jr., Susan M. Sanchez, Paul J. Sanchez, Karl Heinz Kienitz, Mischel Carmen Neyra Belderrain
Article No.: 10
DOI: 10.1145/2567891

Analysts using simulation models often must assess a large number of alternatives in order to determine which are most effective. If effectiveness corresponds to the likelihood of yielding the best outcome, this becomes a multinomial selection...

SESSL: A domain-specific language for simulation experiments
Roland Ewald, Adelinde M. Uhrmacher
Article No.: 11
DOI: 10.1145/2567895

This article introduces SESSL (&lowbarS;imulation &lowbarE;xperiment &lowbarS;pecification via a &lowbarS;cala &lowbarL;ayer), an embedded domain-specific language for simulation experiments. It serves as an additional software layer...

ConceVE: Conceptual modeling and formal validation for everyone
Ross Gore, Saikou Diallo, Jose Padilla
Article No.: 12
DOI: 10.1145/2567897

In this article, we present ConceVE, an approach for designing and validating models before they are implemented in a computer simulation. The approach relies on (1) domain-specific languages for model specification, (2) the Alloy Specification...