Citations (42)
Keep up to date with the latest research on this topic with citation updates for this article.
Read on this site (10)
Raghu Pasupathy, BruceW. Schmeiser, MichaelR. Taaffe & Jin Wang. (2012) Control-variate estimation using estimated control means. IIE Transactions 44:5, pages 381-385.
Read now
Read now
Won
Kyung Kim. (2004) SEQUENTIAL SAMPLING PLANS OF THE DEPENDENT STOCHASTIC PROCESS. Journal of the Chinese Institute of Industrial Engineers 21:1, pages 75-81.
Read now
Read now
BRUCEW. SCHMEISER, MICHAELR. TAAFFE & JIN WANG. (2001) Biased control-variate estimation. IIE Transactions 33:3, pages 219-228.
Read now
Read now
WilliamJ. Warren‐Hicks & JonathanB. Butcher. (1996) Monte Carlo analysis: Classical and Bayesian applications. Human and Ecological Risk Assessment: An International Journal 2:4, pages 643-649.
Read now
Read now
JEFFREYD. TEW & JAMESR. WILSON. (1994) ESTIMATING SIMULATION METAMODELS USING COMBINED CORRELATION-BASED VARIANCE REDUCTION TECHNIQUES. IIE Transactions 26:3, pages 2-16.
Read now
Read now
Chih‐Ming Liu & Shu‐Kuang Chao. (1993) An efficient gradient method based on perturbation analysis and the batch means method. Journal of the Chinese Institute of Engineers 16:1, pages 13-28.
Read now
Read now
BARRYL. NELSON. (1990) Variance Reduction in the Presence of Initial-Condition Bias. IIE Transactions 22:4, pages 340-350.
Read now
Read now
James J. Swain & Bruce W. Schmeiser. (1989) Control Variates for Monte Carlo Analysis of Nonlinear Statistical Models, I: Overview. Communications in Statistics - Simulation and Computation 18:3, pages 1011-1036.
Read now
Read now
James J. Swain & Bruce W. Schmeiser. (1988) Control variates for monte carlo analysis of nonlinear statistical models, II: raw moments and variances. Journal of Statistical Computation and Simulation 30:1, pages 39-56.
Read now
Read now
Barry L. Nelson & Bruce W. Schmeiser. (1986) Decomposition of some weil-known variance reduction techniques
. Journal of Statistical Computation and Simulation 23:3, pages 183-209.
Read now
Read now
Articles from other publishers (32)
Fernando Llorente, Luca Martino, Victor Elvira & David Delgado. (2021) A Nearest Neighbors Quadrature for Posterior Approximation via Adaptive Sequential Design. A Nearest Neighbors Quadrature for Posterior Approximation via Adaptive Sequential Design.
Tung T. Nguyen, Koichiro Yoshino, Sakriani Sakti & Satoshi Nakamura. (2020) Policy Reuse for Dialog Management Using Action-Relation Probability. IEEE Access 8, pages 159639-159649.
Crossref
Crossref
Russell Barton, Marvin K. Nakayama & Lee Schruben. (2017) History of improving statistical efficiency. History of improving statistical efficiency.
Guillermo Franco. (2012) Optimal selection of simulated years of catastrophe activity for improved efficiency in insurance risk management. Optimal selection of simulated years of catastrophe activity for improved efficiency in insurance risk management.
Talal M. Alkhamis & Mohamed A. Ahmed. (2006) A modified Hooke and Jeeves algorithm with likelihood ratio performance extrapolation for simulation optimization. European Journal of Operational Research 174:3, pages 1802-1815.
Crossref
Crossref
Roberto Szechtman. 2006. Simulation. Simulation
259
289
.
Fredrik A. Dahl. (2002) Variance reduction for simulated diffusions using control variates extracted from state space evaluations. Applied Numerical Mathematics 43:4, pages 375-381.
Crossref
Crossref
William Warren‐Hicks, John P. Carbone & Patrick L. Havens. (2009) Using Monte Carlo techniques to judge model prediction accuracy: Validation of the pesticide root zone model 3.12. Environmental Toxicology and Chemistry 21:8, pages 1570-1577.
Crossref
Crossref
Enver Yücesan, Yuh-Chuyn Luo, Chun-Hung Chen & Insup Lee. (2001) Distributed web-based simulation experiments for optimization. Simulation Practice and Theory 9:1-2, pages 73-90.
Crossref
Crossref
Yuh-Chuyn Luo, Chun-Hung Chen, E. Yucesan & Insup Lee. (2000) Distributed Web-based simulation optimization. Distributed Web-based simulation optimization.
J. Grajal & A. Asensio. (1999) Multiparametric importance sampling for simulation of radar systems. IEEE Transactions on Aerospace and Electronic Systems 35:1, pages 123-137.
Crossref
Crossref
E. Yucesan, Chun Hung Chen & Insup Lee. (1998) Web-based simulation experiments. Web-based simulation experiments.
P.J. Smith, M. Shafi & Hongsheng Gao. (1997) Quick simulation: a review of importance sampling techniques in communications systems. IEEE Journal on Selected Areas in Communications 15:4, pages 597-613.
Crossref
Crossref
M.Patricia Nava. (1995) On the use of variance reduction techniques when comparing simulation systems at the steady state. Computers & Industrial Engineering 29:1-4, pages 483-487.
Crossref
Crossref
P. L'Ecuyer. (1994) Efficiency improvement and variance reduction. Efficiency improvement and variance reduction.
Acácio M. de O. Porta Nova & James R. Wilson. (1993) Selecting control variates to estimate multiresponse simulation metamodels. European Journal of Operational Research 71:1, pages 80-94.
Crossref
Crossref
R.H. Wild & K.A. Griggs. (1993) Designing robust information systems. Designing robust information systems.
Rosemary H. Wild & Joseph J. PignatielloJRJR. (2016) An experimental design strategy for designing robust systems using discrete-event simulation. SIMULATION 57:6, pages 358-368.
Crossref
Crossref
A.F. Seila. (1991) Output analysis for simulation. Output analysis for simulation.
SIMAAN M. ABOURIZK, ANTONIO A. GONZALEZ‐QUEVEDO & DANIEL W. HALPIN. (2008) Applications of Variance Reduction Techniques in Construction Simulation. Computer-Aided Civil and Infrastructure Engineering 5:4, pages 299-306.
Crossref
Crossref
W.D. Kelton, B.L. Fox, M.E. Johnson, A.M. Law, B.W. Schmeiser, J.R. Wilson, J. Meszaros, C.L. Morey & S.E. Romens. (1990) Alternative approaches for specifying input distributions and processes. Alternative approaches for specifying input distributions and processes.
J.D. Tew & M.D. Crenshaw. (1990) Heuristic diagnostics for the presence of pure error in computer simulation models. Heuristic diagnostics for the presence of pure error in computer simulation models.
A.F. Seila. (1990) Output analysis for simulation. Output analysis for simulation.
Barry L. Nelson. (1989) Batch size effects on the efficiency of control variates in simulation. European Journal of Operational Research 43:2, pages 184-196.
Crossref
Crossref
R. Righter & J.C. Walrand. (1989) Distributed simulation of discrete event systems. Proceedings of the IEEE 77:1, pages 99-113.
Crossref
Crossref
Barry L. Nelson. (1987) Some properties of simulation interval estimators under dependence induction. Operations Research Letters 6:4, pages 169-176.
Crossref
Crossref
Mark E. Johnson. 1987. Multivariate Statistical Simulation. Multivariate Statistical Simulation
211
218
.
Y. R. Rubinstein & G. Samorodnitsky. (1987) A Modified Version of Handscomb’s Antithetic Variates Theorem. SIAM Journal on Scientific and Statistical Computing 8:1, pages 82-98.
Crossref
Crossref
Barry L. Nelson. (1987) On control variate estimators. Computers & Operations Research 14:3, pages 219-225.
Crossref
Crossref
Uwe Aickelin. (2008) Optimisation of a Crossdocking Distribution Centre Simulation Model. SSRN Electronic Journal.
Crossref
Crossref
Adrian Adewunmi, Uwe Aickelin & Mike Byrne. (2008) An Investigation of Sequential Sampling Method for Crossdocking Simulation Output Variance Reduction. SSRN Electronic Journal.
Crossref
Crossref
Adrian Adewunmi & Uwe Aickelin. (2012) Investigating the Effectiveness of Variance Reduction Techniques in Manufacturing, Call Center and Cross-Docking Discrete Event Simulation Models. SSRN Electronic Journal.
Crossref
Crossref