TY - GEN
T1 - History of improving statistical efficiency
AU - Barton, Russell
AU - Nakayama, Marvin K.
AU - Schruben, Lee
N1 - Publisher Copyright:
© 2017 IEEE.
PY - 2017/6/28
Y1 - 2017/6/28
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=85044520246&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=85044520246&partnerID=8YFLogxK
U2 - 10.1109/WSC.2017.8247788
DO - 10.1109/WSC.2017.8247788
M3 - Conference contribution
AN - SCOPUS:85044520246
T3 - Proceedings - Winter Simulation Conference
SP - 158
EP - 180
BT - 2017 Winter Simulation Conference, WSC 2017
A2 - Chan, Victor
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 2017 Winter Simulation Conference, WSC 2017
Y2 - 3 December 2017 through 6 December 2017
ER -