Found 42 Documents (Results 1–42)
Distribution-free approximate methods for constructing confidence intervals for quantiles. (English) Zbl 07776779
The Song rule outperforms optimal-batch-size variance estimators in simulation output analysis. (English) Zbl 1430.62190
An improved averaged two-replication procedure with Latin hypercube sampling. (English) Zbl 1525.90287
A fast algorithm for the estimation of statistical error in DNS (or experimental) time averages. (English) Zbl 1380.65027
MSC:
65C60
62J10
High-order corrected estimator of asymptotic variance with optimal bandwidth. (English) Zbl 1385.62010
Reviewer: Fabio Rapallo (Alessandria)
The number of MCMC draws needed to compute Bayesian credible bounds. (English) Zbl 07665885
MSC:
62-XX
Reynolds-number dependence of turbulent skin-friction drag reduction induced by spanwise forcing. (English) Zbl 1462.76121
MSC:
76F70
New bounding and decomposition approaches for MILP investment problems: multi-area transmission and generation planning under policy constraints. (English) Zbl 1346.90630
Explaining the behavior of joint and marginal Monte Carlo estimators in latent variable models with independence assumptions. (English) Zbl 1342.62128
Performance evaluation of output analysis methods in steady-state simulations. (English) Zbl 1386.65067
Marginal likelihood estimation from the Metropolis output: tips and tricks for efficient implementation in generalized linear latent variable models. (English) Zbl 1453.62232
Confidence intervals for quantiles using sectioning when applying variance-reduction techniques. (English) Zbl 1322.68251
Run length not required: optimal-MSE dynamic batch means estimators for steady-state simulations. (English) Zbl 1317.62019
MSC:
62F10
On the incorporation of parameter uncertainty for inventory management using simulation. (English) Zbl 1291.90014
MSC:
90B05
Extended dynamic partial-overlapping batch means estimators for steady-state simulations. (English) Zbl 1178.62092
MSC:
62M09
65C60
An improved standardized time series Durbin-Watson variance estimator for steady-state simulation. (English) Zbl 1167.62456
Combining standardized time series area and Cramér-von Mises variance estimators. (English) Zbl 1126.62078
Convergence results for the (1,\(\lambda\))-SA-ES using the theory of \(\varphi\)-irreducible Markov chains. (English) Zbl 1080.68113
Automatic block-length selection for the dependent bootstrap. (English) Zbl 1082.62076
Econom. Rev. 23, No. 1, 53-70 (2004); correction ibid. 28, No. 4, 372-375 (2009).
Honest exploration of intractable probability distributions via Markov chain Monte Carlo. (English) Zbl 1127.60309
On the estimation of optimal batch sizes in the analysis of simulation output. (English) Zbl 0913.90109
MSC:
90B22
Analysis of initial transient deletion for replicated steady-state simulations. (English) Zbl 0752.65100
Reviewer: W.Grecksch (Merseburg)
Spaced batch means. (English) Zbl 0737.62070
On coverage probability, independence and normality in batch means algorithms. (English) Zbl 0709.62643
MSC:
62-XX
On the dispersion matrix of variance estimators of the sample mean in the analysis of simulation output. (English) Zbl 0648.62055
Some properties of simulation interval estimators under dependence induction. (English) Zbl 0632.65148
Reviewer: M.Nagel
Statistical considerations in computer simulation: The state of the art. (English) Zbl 0568.65099
Reviewer: R.Zieliński
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