Schmeiser Bruce W.

Bruce W. Schmeiser

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Found 7 papers in total
Biased control-variate estimation
Biased control-variate estimation
2001
We study Biased Control Variates (BCVs), whose purpose is to improve the efficiency of...
Stochastic root finding via retrospective approximation
Stochastic root finding via retrospective approximation
2001
Given a user-provided Monte Carlo simulation procedure to estimate a function at any...
Approximation-assisted point estimation
Approximation-assisted point estimation
1997
We investigate three alternatives for combining a deterministic approximation with a...
General Hit-and-Run Monte Carlo sampling for evaluating multidimensional integrals
General Hit-and-Run Monte Carlo sampling for evaluating multidimensional integrals
1996
We elaborate on the Hit-and-Run sampler, a Monte Carlo approach that estimates the...
Time-dependent queueing network approximations as simulation external control variates
Time-dependent queueing network approximations as simulation external control variates
1994
A strategy for efficient evaluation of a complex stochastic model’s performance...
Optimal mean-squared-error batch sizes
Optimal mean-squared-error batch sizes
1995
When an estimator of the variance of the sample mean is parameterized by batch size,...
Variance of the sample mean: Properties and graphs of quadratic-form estimators
Variance of the sample mean: Properties and graphs of quadratic-form estimators
1993
Many commonly used estimators of the variance of the sample mean from a...
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