Likelihood ratio gradient estimation for stochastic systems
Communications of the ACM - Special issue on simulation
Performance interpolation for computer simulation models: a simulation-based approach
CSC '92 Proceedings of the 1992 ACM annual conference on Communications
A Unified Framework for Simulating Markovian Models of Highly Dependable Systems
IEEE Transactions on Computers
Efficient estimation of cell blocking probability for ATM systems
IEEE/ACM Transactions on Networking (TON)
IEEE/ACM Transactions on Networking (TON)
Smoothing methods for variance reduction in simulation of Markov chains
WSC '92 Proceedings of the 24th conference on Winter simulation
WSC '92 Proceedings of the 24th conference on Winter simulation
On optimal choice of reference parameters in the likelihood ratio method
WSC '92 Proceedings of the 24th conference on Winter simulation
Fast Simulation of Highly Dependable Systems with General Failure and Repair Processes
IEEE Transactions on Computers
Variance reduction through smoothing and control variates for Markov chain simulations
ACM Transactions on Modeling and Computer Simulation (TOMACS)
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Bounded relative error in estimating transient measures of highly dependable non-Markovian systems
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Efficiency improvement and variance reduction
WSC '94 Proceedings of the 26th conference on Winter simulation
Fast simulation methods for highly dependable systems
WSC '94 Proceedings of the 26th conference on Winter simulation
Fast simulation of packet loss rates in communication networks with priorities
WSC '94 Proceedings of the 26th conference on Winter simulation
Analysis of an importance sampling estimator for tandem queues
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Fast simulation of rare events in queueing and reliability models
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Modeling and simulation of self-similar variable bit rate compressed video: a unified approach
SIGCOMM '95 Proceedings of the conference on Applications, technologies, architectures, and protocols for computer communication
Sensitivity analysis and optimization in simulation: design of experiments and case studies
WSC '95 Proceedings of the 27th conference on Winter simulation
Rare event simulation in stochastic models
WSC '95 Proceedings of the 27th conference on Winter simulation
A set of extensions to the SIMAN/ARENA simulation environment
WSC '95 Proceedings of the 27th conference on Winter simulation
Fast simulation of packet loss rates in a shared buffer communications switch
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Importance sampling for Markov chains: computing variance and determining optimal measures
WSC '96 Proceedings of the 28th conference on Winter simulation
Importance sampling for large ATM-type queueing networks
WSC '96 Proceedings of the 28th conference on Winter simulation
Efficient estimation of the mean time between failures in non-regenerative dependability models
WSC '93 Proceedings of the 25th conference on Winter simulation
Parametric inference for generalized semi-Markov processes
WSC '93 Proceedings of the 25th conference on Winter simulation
Two approaches for estimating the gradient in functional form
WSC '93 Proceedings of the 25th conference on Winter simulation
Optimal importance sampling for quick simulation of highly reliable Markovian systems
WSC '93 Proceedings of the 25th conference on Winter simulation
A parametric version of jackknife-after-bootstrap
Proceedings of the 30th conference on Winter simulation
Web-based simulation experiments
Proceedings of the 30th conference on Winter simulation
Fast simulation of networks of queues with effective and decoupling bandwidths
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1
Simulating heavy tailed processes using delayed hazard rate twisting
Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1
The theory of direct probability redistribution and its application to rare event simulation
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Simulating heavy tailed processes using delayed hazard rate twisting (extended abstract)
ACM SIGMETRICS Performance Evaluation Review
Estimating small cell-loss ratios in ATM switches via importance sampling
ACM Transactions on Modeling and Computer Simulation (TOMACS)
ACM Transactions on Modeling and Computer Simulation (TOMACS)
ACM-SE 30 Proceedings of the 30th annual Southeast regional conference
Simulating GI/GI/1 queues and insurance risk processes with subexponential distributions
Proceedings of the 32nd conference on Winter simulation
Proceedings of the 32nd conference on Winter simulation
Distributed web-based simulation optimization
Proceedings of the 32nd conference on Winter simulation
Proceedings of the 33nd conference on Winter simulation
Constrained Monte Carlo and the method of control variates
Proceedings of the 33nd conference on Winter simulation
Steady state simulation analysis: importance sampling using the semi-regenerative method
Proceedings of the 33nd conference on Winter simulation
Simulating heavy tailed processes using delayed hazard rate twisting
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Combining the Stochastic Counterpart and Stochastic ApproximationMethods
Discrete Event Dynamic Systems
Functional Estimation with Respect to a Threshold Parametervia Dynamic Split-and-Merge
Discrete Event Dynamic Systems
ICATPN '02 Proceedings of the 23rd International Conference on Applications and Theory of Petri Nets
SPNP: Stochastic Petri Nets. Version 6.0
TOOLS '00 Proceedings of the 11th International Conference on Computer Performance Evaluation: Modelling Techniques and Tools
Bounds on Sample Size for Policy Evaluation in Markov Environments
COLT '01/EuroCOLT '01 Proceedings of the 14th Annual Conference on Computational Learning Theory and and 5th European Conference on Computational Learning Theory
Cybernetics and Systems Analysis
Fast Simulation of Unavailability of a Repairable System with a Bounded Relative Error of Estimate
Cybernetics and Systems Analysis
Fast Simulation of Unavailability of a Repairable System with a Bounded Relative Error of Estimate
Cybernetics and Systems Analysis
Combining importance sampling and temporal difference control variates to simulate Markov Chains
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Probability in the Engineering and Informational Sciences
The Transform Likelihood Ratio Method for Rare Event Simulation with Heavy Tails
Queueing Systems: Theory and Applications
Estimation of Stationary Loss Probability in a Queuing System with Recurrent Input Flows
Cybernetics and Systems Analysis
Output analysis: simulation output analysis
Proceedings of the 34th conference on Winter simulation: exploring new frontiers
Proceedings of the 34th conference on Winter simulation: exploring new frontiers
Proceedings of the 34th conference on Winter simulation: exploring new frontiers
Output analysis: analysis of simulation output
Proceedings of the 35th conference on Winter simulation: driving innovation
Probability in the Engineering and Informational Sciences
Importance sampling for the estimation of buffer overflow probabilities via trace-driven simulations
IEEE/ACM Transactions on Networking (TON)
Cybernetics and Systems Analysis
Terminating Renewal Processes: Analytical-Statistical Estimates and Their Efficiency
Cybernetics and Systems Analysis
Efficient simulation of buffer overflow probabilities in jackson networks with feedback
ACM Transactions on Modeling and Computer Simulation (TOMACS)
The semi-regenerative method of simulation output analysis
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Function-approximation-based importance sampling for pricing American options
WSC '04 Proceedings of the 36th conference on Winter simulation
Importance sampling in Markovian settings
WSC '05 Proceedings of the 37th conference on Winter simulation
Efficient heuristics for the simulation of population overflow in series and parallel queues
valuetools '06 Proceedings of the 1st international conference on Performance evaluation methodolgies and tools
Splitting with weight windows to control the likelihood ratio in importance sampling
valuetools '06 Proceedings of the 1st international conference on Performance evaluation methodolgies and tools
Output analysis for simulations
Proceedings of the 38th conference on Winter simulation
Splitting for rare-event simulation
Proceedings of the 38th conference on Winter simulation
An empirical comparison of generators for self similar simulated traffic
Performance Evaluation
Rare events, splitting, and quasi-Monte Carlo
ACM Transactions on Modeling and Computer Simulation (TOMACS)
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Asymptotic Variance Of Passage Time Estimators In Markov Chains
Probability in the Engineering and Informational Sciences
Queueing Systems: Theory and Applications
Making generative classifiers robust to selection bias
Proceedings of the 13th ACM SIGKDD international conference on Knowledge discovery and data mining
An adaptive approach to accelerated evaluation of highly available services
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Rare-event simulation for a multidimensional random walk with t distributed increments
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
Estimating the probability of a rare event over a finite time horizon
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
Ant-based approach for determining the change of measure in importance sampling
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
Statistical analysis of simulation output
Proceedings of the 40th Conference on Winter Simulation
Asymptotic robustness of estimators in rare-event simulation
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Simultaneous stochastic simulation of multiple perturbations in biological network models
CMSB'07 Proceedings of the 2007 international conference on Computational methods in systems biology
A variant of importance splitting for rare event estimation: Fixed number of successes
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Importance sampling simulations of phase-type queues
Winter Simulation Conference
Multilevel splitting for reachability analysis of stochastic hybrid systems
Proceedings of the 2010 Conference on Grand Challenges in Modeling & Simulation
Exact and Efficient Simulation of Correlated Defaults
SIAM Journal on Financial Mathematics
Confidence intervals for quantiles when applying variance-reduction techniques
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Efficient calculation of rare event probabilities in Markovian queueing networks
Proceedings of the 5th International ICST Conference on Performance Evaluation Methodologies and Tools
RECOMB'12 Proceedings of the 16th Annual international conference on Research in Computational Molecular Biology
Sensitivity analysis and the “what if” problem in simulation analysis
Mathematical and Computer Modelling: An International Journal
Coupling and importance sampling for statistical model checking
TACAS'12 Proceedings of the 18th international conference on Tools and Algorithms for the Construction and Analysis of Systems
Evaluating differentiated quality of service parameters in optical packet switching
NEW2AN'07 Proceedings of the 7th international conference on Next Generation Teletraffic and Wired/Wireless Advanced Networking
Using sectioning to construct confidence intervals for quantiles when applying importance sampling
Proceedings of the Winter Simulation Conference
Importance sampling for parametric estimation
Proceedings of the Winter Simulation Conference
Confidence intervals for quantiles and value-at-risk when applying importance sampling
Proceedings of the Winter Simulation Conference
Zero-Variance Importance Sampling Estimators for Markov Process Expectations
Mathematics of Operations Research
A vision for a stochastic reasoner for autonomic cloud deployment
Proceedings of the Second Nordic Symposium on Cloud Computing & Internet Technologies
k-d Darts: Sampling by k-dimensional flat searches
ACM Transactions on Graphics (TOG)
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