A comparison of methods for selecting values of simulation input variables

DOI10.1051/ps/2014020zbMath1351.62027OpenAlexW1996168559MaRDI QIDQ2786473

Sofia Guebli, Megdouda Ourbih-Tari

Publication date: 12 February 2016

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ps/2014020

zbMATH Keywords

samplingestimationsimulationvariance

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Simulation of dynamical systems (37M05)

Related Items (6)

Adaptive refined descriptive sampling algorithm for dependent variables using Iman and Conover method in Monte Carlo simulation ⋮ Refined descriptive sampling simulated annealing algorithm for solving the traveling salesman problem ⋮ Maximum likelihood estimation of parameters of a random variable using Monte Carlo methods ⋮ Large-sample variance of simulation using refined descriptive sampling: Case of independent variables ⋮ The use of variance reduction, relative error and bias in testing the performance of M/G/1 retrial queues estimators in Monte Carlo simulation ⋮ Comparing M/G/1 queue estimators in Monte Carlo simulation through the tested generator ``getRDS and the proposed ``getLHS using variance reduction

Cites Work

• On Latin hypercube sampling
• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• A spectral-based Monte Carlo algorithm for generating samples of nonstationary Gaussian processes
• Monte Carlo Methods for Applied Scientists
• Some Concepts of Dependence
• An approximate method for generating symmetric random variables
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