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Variance estimation and sequential stopping in steady-state simulations using linear regression
Vivek Gupta, Sigrún Andradóttir, David Goldsman
Article No.: 7
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 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
In this article, we consider a Gaussian random field f(t) living on a compact set T⊂ Rd and the computation of the tail probabilities...
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
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
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...