Using control variates to estimate multiresponse simulation metamodels
Acácio M. O. Porta Nova,James R. Wilson +1 more
- 01 Dec 1986
- pp 326-334
About: This article is published in Winter Simulation Conference. The article was published on 01 Dec 1986. and is currently open access. The article focuses on the topics: Antithetic variates & Control variates.
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Citations
A perspective on variance reduction in dynamic simulation experiments
TL;DR: In this paper, a unified perspective on variance reduction is presented that emphasizes broadly defined variance reduction strategies rather than specific variance reduction techniques (VRTs), based on a new taxonomy of VRTs, which is reviewed in detail.
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Estimation of multiresponse simulation metamodels using control variates
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Variance reduction for simulation practitioners
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- 01 Dec 1987
TL;DR: A comprehensive guide to applying three well-known variance reduction techniques, including point and interval estimators, software requirements, and guidelines for experiment design are given.
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Future directions in response surface methodology for simulation
James R. Wilson
- 01 Dec 1987
TL;DR: As a tool for gradient estimation and sensitivity analysis in discrete simulation, response surface methodology possesses noteworthy advantages in comparison to some of the more recently developed technologies.
On Improved Least Squares Regression and Artificial Neural Network Meta-Models for Simulation via Control Variates
Michael P Gibb
- 15 Sep 2016
TL;DR: Examination of the introduction of second-order interactions for two types of asymptotically-standardized linear control variates to least squares regression and radial basis neural network meta-models for a queuing simulation shows new extensions are shown to significantly outperform existing frameworks.
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