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31.
Mark A. Gallagher Kenneth W. Bauer Jr. Peter S. Maybeck 《Annals of Operations Research》1994,53(1):419-441
Data truncation is a commonly accepted method of dealing with initialization bias in discrete-event simulation. An algorithm for determining the appropriate initial-data truncation point for multivariate output is proposed. The technique entails averaging across independent replications and estimating a steady-state output model in a state-space framework. A Bayesian technique called Multiple Model Adaptive Estimation (MMAE) is applied to compute a time varying estimate of the output's steady-state mean vector. This MMAE implementation features the use, in paralle, of a bank of Kalman filters. Each filter is constructed under a different assumption concerning the output's steady-state mean vector. One of the filters assumes that the steady-state mean vector is accurately reflected by an estimate, called the assumed steady-state mean vector, taken from the last half of the simulation data. As the filters process the output through the effective transient, this particular filter becomes more likely (in a Bayesian sense) to be the best filter to represent the data and the MMAE mean estimator is influenced increasingly towards the assumed steady-state mean vector. The estimated truncation point is selected when a norm of the MMAE mean vector estimate is within a small tolerance of the assumed steady-state mean vector. A Monte Carlo analysis using data from simulations of open and closed queueing models is used to evaluate the technique. The evaluation criteria include the ability to construct accurate and reliable confidence regions for the mean response vector based on the truncated sequences. 相似文献
32.
Abe F Albrow MG Amidei D Antos J Anway-Wiese C Apollinari G Areti H Atac M Auchincloss P Azfar F Azzi P Bacchetta N Badgett W Bailey MW Bao J de Barbaro P Barbaro-Galtieri A Barnes VE Barnett BA Bartalini P Bauer G Baumann T Bedeschi F Behrends S Belforte S Bellettini G Bellinger J Benjamin D Benlloch J Bensinger J Benton D Beretvas A Berge JP Bertolucci S Bhatti A Biery K Binkley M Bird F Bisello D Blair RE Blocker C Bodek A Bokhari W Bolognesi V Bortoletto D Boswell C Boulos T Brandenburg G 《Physical review letters》1994,73(20):2662-2666
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Abe F Albrow M Amidei D Anway-Wiese C Apollinari G Atac M Auchincloss P Azzi P Bacchetta N Baden AR Badgett W Bailey MW Bamberger A de Barbaro P Barbaro-Galtieri A Barnes VE Barnett BA Bauer G Baumann T Bedeschi F Behrends S Belforte S Bellettini G Bellinger J Benjamin D Benlloch J Bensinger J Beretvas A Berge JP Bertolucci S Biery K Bhadra S Binkley M Bisello D Blair R Blocker C Bodek A Bolognesi V Booth AW Boswell C Brandenburg G Brown D Buckley-Geer E Budd HS Busetto G Byon-Wagner A 《Physical review D: Particles and fields》1994,50(9):5535-5549
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Abe F Albrow M Amidei D Anway-Wiese C Apollinari G Atac M Auchincloss P Azzi P Bacchetta N Baden AR Badgett W Bailey MW Bamberger A de Barbaro P Barbaro-Galtieri A Barnes VE Barnett BA Bauer G Baumann T Bedeschi F Behrends S Belforte S Bellettini G Bellinger J Benjamin D Benlloch J Bensinger J Beretvas A Berge JP Bertolucci S Biery K Bhadra S Binkley M Bisello D Blair R Blocker C Bodek A Bolognesi V Booth AW Boswell C Brandenburg G Brown D Buckley-Geer E Budd HS Busetto G Byon-Wagner A 《Physical review D: Particles and fields》1994,50(9):5550-5561
38.
Abe F Albrow M Amidei D Anway-Wiese C Apollinari G Atac M Auchincloss P Azzi P Bacchetta N Baden AR Badgett W Bailey MW Bamberger A de Barbaro P Barbaro-Galtieri A Barnes VE Barnett BA Bartalini P Bauer G Baumann T Bedeschi F Behrends S Belforte S Bellettini G Bellinger J Benjamin D Benlloch J Bensinger J Beretvas A Berge JP Bertolucci S Biery K Bhadra S Binkley M Bisello D Blair R Blocker C Bodek A Bolognesi V Booth W Boswell C Brandenburg G Brown D Buckley-Geer E Budd HS Busetto G 《Physical review D: Particles and fields》1994,50(9):5562-5579
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Abe F Akimoto H Akopian A Albrow MG Amendolia SR Amidei D Antos J Anway-Wiese C Aota S Apollinari G Asakawa T Ashmanskas W Atac M Azfar F Azzi-Bacchetta P Bacchetta N Badgett W Bagdasarov S Bailey MW Bao J de Barbaro P Barbaro-Galtieri A Barnes VE Barnett BA Barzi E Bauer G Baumann T Bedeschi F Behrends S Belforte S Bellettini G Bellinger J Benjamin D Benlloch J Bensinger J Benton D Beretvas A Berge JP Berryhill J Bertolucci S Bhatti A Biery K Binkley M Bisello D Blair RE Blocker C Bodek A 《Physical review letters》1996,77(10):1945-1949