Abstract
We use a collection of simple models to examine the interaction between the variance reduction technique of common random numbers and a new simulation metamodeling technique called stochastic kriging. We consider the impact of common random numbers on prediction, parameter estimation and gradient estimation.
Original language | English (US) |
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Title of host publication | Proceedings of the 2010 Winter Simulation Conference, WSC'10 |
Pages | 947-956 |
Number of pages | 10 |
DOIs | |
State | Published - Dec 1 2010 |
Event | 2010 43rd Winter Simulation Conference, WSC'10 - Baltimore, MD, United States Duration: Dec 5 2010 → Dec 8 2010 |
Other
Other | 2010 43rd Winter Simulation Conference, WSC'10 |
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Country/Territory | United States |
City | Baltimore, MD |
Period | 12/5/10 → 12/8/10 |
ASJC Scopus subject areas
- Software
- Modeling and Simulation
- Computer Science Applications