Combined ranking and selection with control variates

Shing Chih Tsai, Barry L. Nelson

研究成果: Conference contribution

1 引文 斯高帕斯(Scopus)

摘要

Nelson and Staum derived R&S procedures that employ control-variate estimators (CVs) instead of sample means to obtain more statistical efficiency. However, control-variate estimators require more computational effort than sample means, and effective controls must be identified. We present a new CV screening procedure to avoid much of the computation cost. We also present a two-stage CV combined procedure which captures the ability to eliminate inferior systems in the first stage and the statistical efficiency of control variates for selection in the second stage. An empirical evaluation is provided.

原文English
主出版物標題Proceedings of the 2006 Winter Simulation Conference, WSC
頁面348-355
頁數8
DOIs
出版狀態Published - 2006 十二月 1
事件2006 Winter Simulation Conference, WSC - Monterey, CA, United States
持續時間: 2006 十二月 32006 十二月 6

出版系列

名字Proceedings - Winter Simulation Conference
ISSN(列印)0891-7736

Other

Other2006 Winter Simulation Conference, WSC
國家/地區United States
城市Monterey, CA
期間06-12-0306-12-06

All Science Journal Classification (ASJC) codes

  • 軟體
  • 建模與模擬
  • 電腦科學應用

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