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Research Output 1983 2019

2019

A new framework for parallel ranking & selection using an adaptive standard

Pei, L., Nelson, B. L. & Hunter, S., Jan 31 2019, WSC 2018 - 2018 Winter Simulation Conference: Simulation for a Noble Cause. Institute of Electrical and Electronics Engineers Inc., p. 2201-2212 12 p. 8632457. (Proceedings - Winter Simulation Conference; vol. 2018-December).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Simulation Optimization
Parallel processing systems
Parallel Computing
Ranking
Optimization Problem

Better input modeling via model averaging

Jiang, W. X. & Nelson, B. L., Jan 31 2019, WSC 2018 - 2018 Winter Simulation Conference: Simulation for a Noble Cause. Institute of Electrical and Electronics Engineers Inc., p. 1575-1586 12 p. 8632239. (Proceedings - Winter Simulation Conference; vol. 2018-December).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Model Averaging
Modeling
Mixture Distribution
Tail Behavior
Probability Space

Detecting bias due to input modelling in computer simulation

Morgan, L. E., Nelson, B. L., Titman, A. C. & Worthington, D. J., Dec 16 2019, In : European Journal of Operational Research. 279, 3, p. 869-881 13 p.

Research output: Contribution to journalArticle

Computer Simulation
Computer simulation
Modeling
Response Surface
Design of experiments
1 Citation (Scopus)

Gaussian markov random fields for discrete optimization via simulation: Framework and algorithms

Salemi, P. L., Song, E., Nelson, B. L. & Staum, J., Jan 2019, In : Operations Research. 67, 1, p. 250-266 17 p.

Research output: Contribution to journalArticle

Random field
Simulation optimization
Optimality
Inference
Guarantee

Generalized integrated Brownian fields for simulation metamodeling

Salemi, P., Staum, J. & Nelson, B. L., Jan 1 2019, In : Operations Research. 67, 3, p. 874-891 18 p.

Research output: Contribution to journalArticle

Brownian movement
Random field
Integrated
Simulation
Metamodeling
1 Citation (Scopus)

Input–output uncertainty comparisons for discrete optimization via simulation

Song, E. & Nelson, B. L., Jan 1 2019, In : Operations Research. 67, 2, p. 562-576 15 p.

Research output: Contribution to journalArticle

Error analysis
Simulation optimization
Uncertainty
Simulation model
Simulation

Multi-fidelity simulation optimisation for airline disruption management

Rhodes-Leader, L., Worthington, D. J., Nelson, B. L. & Onggo, B. S., Jan 31 2019, WSC 2018 - 2018 Winter Simulation Conference: Simulation for a Noble Cause. Institute of Electrical and Electronics Engineers Inc., p. 2179-2190 12 p. 8632329. (Proceedings - Winter Simulation Conference; vol. 2018-December).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Simulation Optimization
Fidelity
Schedule
Large Solutions
Trust Region

Plausible optima

Plumlee, M. & Nelson, B. L., Jan 31 2019, WSC 2018 - 2018 Winter Simulation Conference: Simulation for a Noble Cause. Institute of Electrical and Electronics Engineers Inc., p. 1981-1992 12 p. 8632297. (Proceedings - Winter Simulation Conference; vol. 2018-December).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Function Space
Confidence
Screening
Lipschitz
Optimality

Unbiased metamodeling via likelihood ratios

Dong, J., Ben Feng, M. & Nelson, B. L., Jan 31 2019, WSC 2018 - 2018 Winter Simulation Conference: Simulation for a Noble Cause. Institute of Electrical and Electronics Engineers Inc., p. 1778-1789 12 p. 8632506. (Proceedings - Winter Simulation Conference; vol. 2018-December).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Metamodeling
Likelihood Ratio
Metamodel
Prediction
Stochastic Simulation

Virtual statistics in simulation via k nearest neighbors

Lin, Y., Nelson, B. L. & Pei, L., Jan 1 2019, In : INFORMS Journal on Computing. 31, 3, p. 576-592 17 p.

Research output: Contribution to journalArticle

Discrete event simulation
Byproducts
Tuning
Statistics
K-nearest neighbor
2018

Input Model Risk

Song, E. & Nelson, B. L., 2018, Advances in Modeling and Simulation: Seminal Research from 50 Years of Winter Simulation Conferences. Tolk, A., Fowler, J., Shao, G. & Yücesan, E. (eds.). Springer International Publishing, p. 63-80 18 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Model risk
Repair
Bed occupancy
Healthcare
Financial models

Parallel Ranking and Selection

Nelson, B. L. & Hunter, S. R., 2018, Advances in Modeling and Simulation: Seminal Research from 50 Years of Winter Simulation Conferences. Tolk, A., Fowler, J., Shao, G. & Yücesan, E. (eds.). Springer International Publishing, p. 249-275 27 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Ranking and Selection
Parallel Computing
Simulation
Speedup
High Performance

Variance and derivative estimation of virtual performance

Lin, Y. & Nelson, B. L., Aug 2018, In : ACM Transactions on Modeling and Computer Simulation. 28, 3, A17.

Research output: Contribution to journalArticle

Derivative Estimation
Variance Estimation
Derivatives
Random processes
Estimator
2017
2 Citations (Scopus)

Airline disruption recovery using symbiotic simulation and multi-fidelity modelling

Rhodes-Leader, L., Onggo, B. S., Worthington, D. J. & Nelson, B. L., Jan 1 2017, Proceedings of the Operational Research Society Simulation Workshop 2018, SW 2018. Robertson, D., Fakhimi, M., Anagnostou, A. & Meskarian, R. (eds.). Operational Research Society, p. 146-155 10 p. (Proceedings of the Operational Research Society Simulation Workshop 2018, SW 2018).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Fidelity
Schedule
Recovery
Large Solutions
Action Potential
2 Citations (Scopus)

Computational methods for optimization via simulation using Gaussian Markov Random Fields

Semelhago, M., Nelson, B. L., Wachter, A. & Song, E., Jun 28 2017, 2017 Winter Simulation Conference, WSC 2017. Chan, V. (ed.). Institute of Electrical and Electronics Engineers Inc., p. 2080-2091 12 p. (Proceedings - Winter Simulation Conference).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Gaussian Markov Random Field
Simulation Optimization
Computational methods
Gaussian Process
Computational Methods
2 Citations (Scopus)

Detecting bias due to input modelling in computer simulation

Morgan, L. E., Nelson, B. L., Titman, A. C. & Worthington, D. J., Jun 28 2017, 2017 Winter Simulation Conference, WSC 2017. Chan, V. (ed.). Institute of Electrical and Electronics Engineers Inc., p. 1974-1985 12 p. (Proceedings - Winter Simulation Conference).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Computer Simulation
Computer simulation
Modeling
Diagnostic Tests
Response Surface
5 Citations (Scopus)

Input uncertainty quantification for simulation models with piecewise-constant non-stationary poisson arrival processes

Morgan, L. E., Titman, A. C., Worthington, D. J. & Nelson, B. L., Jan 17 2017, 2016 Winter Simulation Conference: Simulating Complex Service Systems, WSC 2016. Roeder, T. M., Szechtman, R., Frazier, P. I. & Zhou, E. (eds.). Institute of Electrical and Electronics Engineers Inc., p. 370-381 12 p. 7822104. (Proceedings - Winter Simulation Conference).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Uncertainty Quantification
Siméon Denis Poisson
Simulation Model
Uncertainty
Evaluation
Simulation Experiment
MATLAB
Output
Experiment
Sampling Theory
2 Citations (Scopus)

Simulation: The past 10 years and the next 10 years

Cheng, R., Macal, C., Nelson, B. L., Rabe, M., Currie, C., Fowler, J. & Lee, L. H., Jan 17 2017, 2016 Winter Simulation Conference: Simulating Complex Service Systems, WSC 2016. Roeder, T. M., Szechtman, R., Frazier, P. I. & Zhou, E. (eds.). Institute of Electrical and Electronics Engineers Inc., p. 2180-2192 13 p. 7822260. (Proceedings - Winter Simulation Conference).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Operations Research
Simulation
Community
7 Citations (Scopus)

Simulation analytics for virtual statistics via K nearest neighbors

Lin, Y. & Nelson, B. L., Jan 17 2017, 2016 Winter Simulation Conference: Simulating Complex Service Systems, WSC 2016. Institute of Electrical and Electronics Engineers Inc., p. 448-459 12 p. 7822111

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Nearest Neighbor
Statistics
Estimator
Nearest Neighbor Method
Simulation
2 Citations (Scopus)

Simulation-based predictive analytics for dynamic queueing systems

Ouyang, H. & Nelson, B. L., Jun 28 2017, 2017 Winter Simulation Conference, WSC 2017. Chan, V. (ed.). Institute of Electrical and Electronics Engineers Inc., p. 1716-1727 12 p. (Proceedings - Winter Simulation Conference).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Queueing System
Dynamic Systems
Predict
Simulation Optimization
Two-step Method

Statistical Uncertainty Analysis for Stochastic Simulation

Xie, W., Nelson, B. L. & Barton, R., 2017.

Research output: Working paper

Technical note: The MAPt/Pht/∞ queueing system and multiclass [MAPt/Pht/∞]K queueing network

Gerhardt, I., Nelson, B. L. & Taaffe, M. R., Mar 1 2017, In : INFORMS Journal on Computing. 29, 2, p. 367-376 10 p.

Research output: Contribution to journalArticle

Queueing networks
Autocorrelation
Telecommunication
Differential equations
Queueing system
1 Citation (Scopus)

Technology transfer of simulation analysis methodology: One man's opinion

Nelson, B. L., Jan 17 2017, 2016 Winter Simulation Conference: Simulating Complex Service Systems, WSC 2016. Roeder, T. M., Szechtman, R., Frazier, P. I. & Zhou, E. (eds.). Institute of Electrical and Electronics Engineers Inc., p. 248-254 7 p. 7822093. (Proceedings - Winter Simulation Conference).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Technology Transfer
Technology transfer
Simulation Analysis
Methodology
Statistics
1 Citation (Scopus)

Variance and derivative estimation for virtual performance in simulation analytics

Lin, Y. & Nelson, B. L., Jun 28 2017, 2017 Winter Simulation Conference, WSC 2017. Chan, V. (ed.). Institute of Electrical and Electronics Engineers Inc., p. 1856-1867 12 p. (Proceedings - Winter Simulation Conference).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Derivative Estimation
Variance Estimation
Derivatives
Simulation
Random processes
2016
4 Citations (Scopus)

A simulation analytics approach to dynamic risk monitoring

Jiang, G., Hong, L. J. & Nelson, B. L., Jul 2 2016, 2016 Winter Simulation Conference: Simulating Complex Service Systems, WSC 2016. Roeder, T. M., Frazier, P. I., Szechtman, R. & Zhou, E. (eds.). Institute of Electrical and Electronics Engineers Inc., p. 437-447 11 p. 7822110. (Proceedings - Winter Simulation Conference; vol. 0).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Risk Measures
Monitoring
Estimate
Simulation
Sample Path
3 Citations (Scopus)

Computational improvements in bootstrap ranking and selection procedures via multiple comparison with the best

Lee, S. & Nelson, B. L., Feb 16 2016, 2015 Winter Simulation Conference, WSC 2015. Institute of Electrical and Electronics Engineers Inc., Vol. 2016-February. p. 3758-3767 10 p. 7408533

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Probability of Correct Selection
Ranking and Selection
Multiple Comparisons
Selection Procedures
Bootstrap
5 Citations (Scopus)

Do we need a national research agenda for Modeling and Simulation?

Tolk, A., Balci, O., Combs, C. D., Fujimoto, R., MacAl, C. M., Nelson, B. L. & Zimmerman, P., Feb 16 2016, 2015 Winter Simulation Conference, WSC 2015. Institute of Electrical and Electronics Engineers Inc., p. 2571-2585 15 p. 7408366. (Proceedings - Winter Simulation Conference; vol. 2016-February).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Modeling and Simulation
Coalitions
Reuse
Engineering
Evaluate
6 Citations (Scopus)

Estimating and interpreting the waiting time for customers arriving to a non-stationary queueing system

Smith, J. S. & Nelson, B. L., Feb 16 2016, 2015 Winter Simulation Conference, WSC 2015. Institute of Electrical and Electronics Engineers Inc., Vol. 2016-February. p. 2610-2621 12 p. 7408369

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Computer simulation languages
Question Answering
Queueing System
Airports
Waiting Time
3 Citations (Scopus)

General-purpose ranking and selection for computer simulation

Lee, S. & Nelson, B. L., Jun 2 2016, In : IIE Transactions (Institute of Industrial Engineers). 48, 6, p. 555-564 10 p.

Research output: Contribution to journalArticle

Computer simulation
Normal distribution
14 Citations (Scopus)

Indifference-zone-free selection of the best

Fan, W., Jeff Hong, L. & Nelson, B. L., Nov 1 2016, In : Operations Research. 64, 6, p. 1499-1514 16 p.

Research output: Contribution to journalArticle

Hinges
Indifference
7 Citations (Scopus)

Input uncertainty and indifference-zone ranking and selection

Song, E., Nelson, B. L. & Hong, L. J., Feb 16 2016, 2015 Winter Simulation Conference, WSC 2015. Institute of Electrical and Electronics Engineers Inc., p. 414-424 11 p. 7408183. (Proceedings - Winter Simulation Conference; vol. 2016-February).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Indifference Zone
Ranking and Selection
Uncertainty
Alternatives
Imperfect
6 Citations (Scopus)

Moving least squares regression for high-dimensional stochastic simulation metamodeling

Salemi, P., Nelson, B. L. & Staum, J., Jan 2016, In : ACM Transactions on Modeling and Computer Simulation. 26, 3, 16.

Research output: Contribution to journalArticle

Moving Least Squares
Metamodeling
Least Squares Regression
Stochastic Simulation
High-dimensional
5 Citations (Scopus)

Multivariate input uncertainty in output analysis for stochastic simulation

Xie, W., Nelson, B. L. & Barton, R. R., Oct 2016, In : ACM Transactions on Modeling and Computer Simulation. 27, 1, 5.

Research output: Contribution to journalArticle

Stochastic Simulation
Estimation Error
Error analysis
Uncertainty
Output
14 Citations (Scopus)

Shapley effects for global sensitivity analysis: Theory and computation

Song, E., Nelson, B. L. & Staum, J., Jan 1 2016, In : SIAM-ASA Journal on Uncertainty Quantification. 4, 1, p. 1060-1083 24 p.

Research output: Contribution to journalArticle

Global Analysis
Sensitivity analysis
Sensitivity Analysis
Game theory
Output
32 Citations (Scopus)

'Some tactical problems in digital simulation' for the next 10 years

Nelson, B. L., Feb 1 2016, In : Journal of Simulation. 10, 1, p. 2-11 10 p.

Research output: Contribution to journalArticle

Digital Simulation
Simulation Analysis
Simulation
Methodology
Computing
2015
27 Citations (Scopus)

Advanced tutorial: Input uncertainty quantification

Song, E., Nelson, B. L. & Pegden, C. D., Jan 1 2015, Proceedings of the 2014 Winter Simulation Conference, WSC 2014. Tolk, A., Diallo, S. Y., Ryzhov, I. O. & Yilmaz, L. (eds.). Institute of Electrical and Electronics Engineers Inc., Vol. 2015-January. p. 162-176 15 p. 7019886

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Uncertainty Quantification
Uncertainty
Hospital beds
Queueing Model
Random processes
6 Citations (Scopus)

Bootstrap ranking & selection revisited

Lee, S. & Nelson, B. L., Jan 23 2015, Proceedings of the 2014 Winter Simulation Conference, WSC 2014. Tolk, A., Diallo, S. Y., Ryzhov, I. O. & Yilmaz, L. (eds.). Institute of Electrical and Electronics Engineers Inc., p. 3857-3868 12 p. 7020212. (Proceedings - Winter Simulation Conference; vol. 2015-January).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Probability of Correct Selection
Bootstrap
Ranking
Performance Measures
Quantile
6 Citations (Scopus)

Chance constrained selection of the best

Hong, L. J., Luo, J. & Nelson, B. L., Mar 1 2015, In : INFORMS Journal on Computing. 27, 2, p. 317-334 18 p.

Research output: Contribution to journalArticle

Performance measures
Chance constraints
Simulation
Indifference
Ranking and selection
13 Citations (Scopus)

Discrete optimization via simulation

Hong, L. J., Nelson, B. L. & Xu, J., Jan 1 2015, International Series in Operations Research and Management Science. Springer New York LLC, p. 9-44 36 p. (International Series in Operations Research and Management Science; vol. 216).

Research output: Chapter in Book/Report/Conference proceedingChapter

Ordinal Optimization
Ranking and Selection
Random Search
Discrete Optimization
Expected Value
6 Citations (Scopus)

Discrete optimization via simulation using Gaussian Markov random fields

Salemi, P., Nelson, B. L. & Staum, J. C., Jan 23 2015, Proceedings of the 2014 Winter Simulation Conference, WSC 2014. Tolk, A., Diallo, S. Y., Ryzhov, I. O. & Yilmaz, L. (eds.). Institute of Electrical and Electronics Engineers Inc., p. 3809-3820 12 p. 7020208. (Proceedings - Winter Simulation Conference; vol. 2015-January).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Gaussian Markov Random Field
Discrete Optimization
Gaussian Random Field
Simulation
Covariance matrix
30 Citations (Scopus)

Fully sequential procedures for large-scale ranking-and-selection problems in parallel computing environments

Luo, J., Hong, L. J., Nelson, B. L. & Wu, Y., Sep 1 2015, In : Operations Research. 63, 5, p. 1177-1194 18 p.

Research output: Contribution to journalArticle

Parallel processing systems
Personal computers
Servers
Experiments
Parallel computing
22 Citations (Scopus)

Quickly Assessing Contributions to Input Uncertainty

Song, E. & Nelson, B. L., Sep 2 2015, In : IIE Transactions (Institute of Industrial Engineers). 47, 9, p. 893-909 17 p.

Research output: Contribution to journalArticle

Experiments
Uncertainty
11 Citations (Scopus)

Simulation optimization: A panel on the state of the art in research and practice

Fu, M. C., Bayraksan, G., Henderson, S. G., Nelson, B. L., Powell, W. B., Ryzhov, I. O. & Thengvall, B., Jan 23 2015, Proceedings of the 2014 Winter Simulation Conference, WSC 2014. Tolk, A., Diallo, S. Y., Ryzhov, I. O. & Yilmaz, L. (eds.). Institute of Electrical and Electronics Engineers Inc., p. 3696-3706 11 p. 7020198. (Proceedings - Winter Simulation Conference; vol. 2015-January).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Simulation Optimization
Remainder
Testbed
Testbeds
Update
11 Citations (Scopus)

Single-experiment input uncertainty

Lin, Y., Song, E. & Nelson, B. L., Aug 16 2015, In : Journal of Simulation. 9, 3, p. 249-259 11 p.

Research output: Contribution to journalArticle

Uncertainty
Experiment
Experiments
Categorical or nominal
Diagnostics
9 Citations (Scopus)

Statistical uncertainty analysis for stochastic simulation with dependent input models

Xie, W., Nelson, B. L. & Barton, R. R., Jan 23 2015, Proceedings of the 2014 Winter Simulation Conference, WSC 2014. Tolk, A., Yilmaz, L., Diallo, S. Y. & Ryzhov, I. O. (eds.). Institute of Electrical and Electronics Engineers Inc., p. 674-685 12 p. 7019931. (Proceedings - Winter Simulation Conference; vol. 2015-January).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Uncertainty Analysis
Uncertainty analysis
Stochastic Simulation
Statistical Analysis
Uncertainty
2014
39 Citations (Scopus)

A bayesian framework for quantifying uncertainty in stochastic simulation

Xie, W., Nelson, B. L. & Barton, R. R., Nov 1 2014, In : Operations Research. 62, 6, p. 1439-1452 14 p.

Research output: Contribution to journalArticle

Stochastic systems
Error analysis
Uncertainty
Stochastic simulation
Simulation
51 Citations (Scopus)

Quantifying input uncertainty via simulation confidence intervals

Barton, R. R., Nelson, B. L. & Xie, W., Dec 1 2014, In : INFORMS Journal on Computing. 26, 1, p. 74-87 14 p.

Research output: Contribution to journalArticle

Asymptotic analysis
Error analysis
Uncertainty
Confidence interval
Simulation

Why good simulations go bad

Nelson, B. L., Jan 1 2014, In : 2014 Operational Research Society Simulation Workshop, SW 2014.

Research output: Contribution to journalEditorial

Simulation
2013
27 Citations (Scopus)

An adaptive hyperbox algorithm for high-dimensional discrete optimization via simulation problems

Xu, J., Nelson, B. L. & Hong, L. J., Dec 1 2013, In : INFORMS Journal on Computing. 25, 1, p. 133-146 14 p.

Research output: Contribution to journalArticle

Adaptive algorithms
Simulation optimization
Experiments