Update methods for reduction of computing time in simulation studies

Authors:
Norman S. Matloff
Affiliations:
Division of Statistics and Department of Electrical and Computer Engineering, University of California at Davis, Davis, CA 95616, USA
Venue:
Computational Statistics & Data Analysis
Year:
1984

Citing 4
Cited 0

Antithetic variates revisited

Communications of the ACM
Data Structures and Algorithms

Data Structures and Algorithms
Simulation of a model of paging system performance

IBM Systems Journal
Bibliography on estimation of misclassification

IEEE Transactions on Information Theory

Quantified Score

Hi-index	0.03

Visualization

Abstract

A method for reducing simulation time in statistical studies is proposed. Unlike previous methods, which are based on reducing the variances of the simulation output values, the proposal here directly reduces the computational work itself. This is accomplished by arranging common statistical computations for a given parameter value to be reused in updated form for other parameter values.