Keyword

batch means

Description: A statistical method for estimating steady-state properties in simulation by dividing a sequence of observations into batches and analyzing their means.

Primary topic: Simulation Techniques and Applications (75%)

OpenAlex ID: keywords/batch-means

Batch Size Effects in the Analysis of Simulation Output

1982 · Bruce Schmeiser · Operations Research · 366

Fixed-Width Output Analysis for Markov Chain Monte Carlo

2006 · Galin L Jones, Murali Haran, et al. · Journal of the American Statistical Association · 301

PDF

Batch means and spectral variance estimators in Markov chain Monte Carlo

2010 · James M. Flegal, Galin L. Jones · The Annals of Statistics · 229

PDF

Simulation Output Analysis Using Standardized Time Series

1990 · Peter W. Glynn, Donald L. Iglehart · Mathematics of Operations Research · 228

A Sequential Procedure for Determining the Length of a Steady-State Simulation

1979 · Averill M. Law, John S. Carson · Operations Research · 212

Optimal Mean-Squared-Error Batch Sizes

1995 · Wheyming Tina Song, Bruce W. Schmeiser · Management Science · 174

Evaluating the Design of a Family Practice Healthcare Clinic Using Discrete-Event Simulation

2002 · James R. Swisher, Sheldon H. Jacobson · Health Care Management Science · 109

Quantile Estimation in Dependent Sequences

1984 · P. Heidelberger, P. A. W. Lewis · Operations Research · 106

Discrete-Event Simulation: A First Course

2006 · Lawrence M. Leemis, Stephen K. Park · 104

Strong Consistency of the Variance Estimator in Steady-State Simulation Output Analysis

1994 · Halim Damerdji · Mathematics of Operations Research · 101

Estimating the asymptotic variance with batch means

1991 · Peter W. Glynn, Ward Whitt · Operations Research Letters · 98

Confidence intervals in discrete event simulation: A comparison of replication and batch means

1977 · Averill M. Law · Naval Research Logistics Quarterly · 97

Large-Sample Results for Batch Means

1997 · Chiahon Chien, David Goldsman, et al. · Management Science · 90

Confidence Intervals for Steady-State Simulations: I. A Survey of Fixed Sample Size Procedures

1984 · Averill M. Law, W. David Kelton · Operations Research · 86

ASAP3: a batch means procedure for steady-state simulation analysis

2005 · Natalie M. Steiger, Emily K. Lada, et al. · ACM Transactions on Modeling and Computer Simulation · 82

A Batching Approach to Quantile Estimation in Regenerative Simulations

1982 · Andrew F. Seila · Management Science · 81

On the relationship between batch means, overlapping means and spectral estimation

1987 · Peter D. Welch · Winter Simulation Conference · 78

PDF

To batch or not to batch?

2004 · Christos Alexopoulos, David Goldsman · ACM Transactions on Modeling and Computer Simulation · 77

A distribution-free tabular CUSUM chart for autocorrelated data

2006 · Seong-Hee Kim, Christos Alexopoulos, et al. · IIE Transactions · 72

Mean-Square Consistency of the Variance Estimator in Steady-State Simulation Output Analysis

1995 · Halim Damerdji · Operations Research · 71

An Investigation of Finite-Sample Behavior of Confidence Interval Estimators

1992 · Robert S. Sargent, Keebom Kang, et al. · Operations Research · 67

Overlapping Variance Estimators for Simulation

2007 · Christos Alexopoulos, Nilay Tanık Argon, et al. · Operations Research · 64

A statistical process control approach to selecting a warm-up period for a discrete-event simulation

2005 · Stewart Robinson · European Journal of Operational Research · 62

Variance of the Sample Mean: Properties and Graphs of Quadratic-Form Estimators

1993 · Wheyming Tina Song, Bruce W. Schmeiser · Operations Research · 62

Strong Consistency and Other Properties of the Spectral Variance Estimator

1991 · Halim Damerdji · Management Science · 60

Works count: 369

Citation count: 5,939