History of improving statistical efficiency

Russell Richard Barton, Marvin K. Nakayama, Lee Schruben

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Citation (Scopus)

Abstract

Statistical efficiency has been a focus of research since the inception of discrete-event simulation modeling and analysis, with origins perhaps twenty years before the first Winter Simulation Conference. We review important work in the design of simulation experiments, variance reduction through dependence structures, and efficient rare-event simulation. The focus is on the early developments, although some recent innovations also receive mention.

Original languageEnglish (US)
Title of host publication2017 Winter Simulation Conference, WSC 2017
EditorsVictor Chan
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages158-180
Number of pages23
ISBN (Electronic)9781538634288
DOIs
StatePublished - Jan 4 2018
Event2017 Winter Simulation Conference, WSC 2017 - Las Vegas, United States
Duration: Dec 3 2017Dec 6 2017

Publication series

NameProceedings - Winter Simulation Conference
ISSN (Print)0891-7736

Other

Other2017 Winter Simulation Conference, WSC 2017
CountryUnited States
CityLas Vegas
Period12/3/1712/6/17

Fingerprint

Rare Event Simulation
Variance Reduction
Dependence Structure
Simulation Modeling
Discrete event simulation
Simulation Analysis
Discrete Event Simulation
Simulation Experiment
Innovation
Computer simulation
Simulation
Experiments
Design
Review
History

All Science Journal Classification (ASJC) codes

  • Software
  • Modeling and Simulation
  • Computer Science Applications

Cite this

Barton, R. R., Nakayama, M. K., & Schruben, L. (2018). History of improving statistical efficiency. In V. Chan (Ed.), 2017 Winter Simulation Conference, WSC 2017 (pp. 158-180). (Proceedings - Winter Simulation Conference). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/WSC.2017.8247788
Barton, Russell Richard ; Nakayama, Marvin K. ; Schruben, Lee. / History of improving statistical efficiency. 2017 Winter Simulation Conference, WSC 2017. editor / Victor Chan. Institute of Electrical and Electronics Engineers Inc., 2018. pp. 158-180 (Proceedings - Winter Simulation Conference).
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Barton, RR, Nakayama, MK & Schruben, L 2018, History of improving statistical efficiency. in V Chan (ed.), 2017 Winter Simulation Conference, WSC 2017. Proceedings - Winter Simulation Conference, Institute of Electrical and Electronics Engineers Inc., pp. 158-180, 2017 Winter Simulation Conference, WSC 2017, Las Vegas, United States, 12/3/17. https://doi.org/10.1109/WSC.2017.8247788

History of improving statistical efficiency. / Barton, Russell Richard; Nakayama, Marvin K.; Schruben, Lee.

2017 Winter Simulation Conference, WSC 2017. ed. / Victor Chan. Institute of Electrical and Electronics Engineers Inc., 2018. p. 158-180 (Proceedings - Winter Simulation Conference).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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Barton RR, Nakayama MK, Schruben L. History of improving statistical efficiency. In Chan V, editor, 2017 Winter Simulation Conference, WSC 2017. Institute of Electrical and Electronics Engineers Inc. 2018. p. 158-180. (Proceedings - Winter Simulation Conference). https://doi.org/10.1109/WSC.2017.8247788