Bayesian autoregressive adaptive refined descriptive sampling algorithm in the Monte Carlo simulation

DOI10.1080/24754269.2023.2180225OpenAlexW4376891027MaRDI QIDQ6075738

Unnamed Author, Megdouda Ourbih-Tari

Publication date: 20 September 2023

Published in: Statistical Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/24754269.2023.2180225

zbMATH Keywords

Monte Carlo simulationvariance reductionBayesian estimationautoregressive processrefined descriptive sampling methods

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Bayesian prediction in threshold autoregressive models with exponential white noise
• On Latin hypercube sampling
• Fully Bayesian analysis of ARMA time series models
• 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
• A general purpose module using refined descriptive sampling for installation in simulation systems
• Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• BAYESian Analysis of an Autoregressiye Process with Exponential White Noise
• Large Sample Properties of Simulations Using Latin Hypercube Sampling
• On ar(1) processes with exponential white noise
• Using simulation methods for bayesian econometric models: inference, development,and communication
• Bayesian estimation of an AR(1) process with exponential white noise
• Variance reduction in M/M/1 retrial queues using refined descriptive sampling
• Default Bayesian Priors for Regression Models with First‐Order Autoregressive Residuals
• Variance reduction in the simulation of a stationary M/G/1 queuing system using refined descriptive sampling
• Implementing refined descriptive sampling into three-phase discrete-event simulation models
• Survival function estimation with non parametric adaptive refined descriptive sampling algorithm: A case study

This page was built for publication: Bayesian autoregressive adaptive refined descriptive sampling algorithm in the Monte Carlo simulation