Search Results - "Schmeiser, Bruce"

Mise-Optimal Intervals for MNO-PQRS Estimators of Poisson Rate Functions by Chen, Huifen, Schmeiser, Bruce W.

“…A Poisson point process is characterized by its rate function. One family of rate-function approximations is the authors' MNO-PQRS, which is based on a…”
Get full text

Omitting Meaningless Digits in Point Estimates: The Probability Guarantee of Leading-Digit Rules by Song, Wheyming T, Schmeiser, Bruce W

“…Motivated by the question of which point-estimator digits to report in a statistical experiment, we study the probabilistic behavior of the digits as a…”
Get full text

Symmetric -charts: Sensitivity to nonnormality and control-limit estimation by Chen, Huifen, Goldsman, David, Schmeiser, Bruce W., Tsui, Kwok-Leung

“…We study the classical symmetric -chart with control limits set k standard deviations from the known in-control mean. The standard deviation is estimated with…”
Get full text

Control-variate estimation using estimated control means by Pasupathy, Raghu, Schmeiser, Bruce W., Taaffe, Michael R., Wang, Jin

“…This article studies control-variate estimation where the control mean itself is estimated. Control-variate estimation in simulation experiments can…”
Get full text

Survival Distributions Satisfying Benford's Law by Leemis, Lawrence M., Schmeiser, Bruce W., Evans, Diane L.

“…Hill stated that "An interesting open problem is to determine which common distributions (or mixtures thereof) satisfy Benford's law ...". This article…”
Get full text

VAMP1RE: a single criterion for rating and ranking confidence-interval procedures by Yeh, Yingchieh, Schmeiser, Bruce W.

“…We propose VAMP1RE, a single criterion for rating and ranking confidence-interval procedures (CIPs) that use a fixed sample size. The quality of a CIP is…”
Get full text

Optimal Mean-Squared-Error Batch Sizes by Song, Wheyming Tina, Schmeiser, Bruce W

“…When an estimator of the variance of the sample mean is parameterized by batch size, one approach for selecting batch size is to pursue the minimal mean…”
Get full text

MISE-OPTIMAL GROUPING OF POINT-PROCESS DATA WITH A CONSTANT DISPERSION RATIO by Chen, Huifen, Schmeiser, Bruce

“…Given a set of point-process event times with constant dispersion ratio, we are interested in estimating the rate function by grouping the event times into…”
Get full text

Displaying statistical point estimates using the leading-digit rule by Song, Wheyming T., Schmeiser, Bruce W.

“…This article proposes a display format and associated procedure for reporting statistical point estimators and their precision in statistical experiments. For…”
Get full text

Batch Size Effects in the Analysis of Simulation Output by Schmeiser, Bruce

“…Batching is a commonly used method for calculating confidence intervals on the mean of a sequence of correlated observations arising from a simulation…”
Get full text

Slice Sampling by Neal, Radford M.

“…Markov chain sampling methods that adapt to characteristics of the distribution being sampled can be constructed using the principle that one can sample from a…”
Get full text

The initial transient in steady-state point estimation: Contexts, a bibliography, the mse criterion, and the MSER statistic by Pasupathy, Raghu, Schmeiser, Bruce

“…The initial transient is an unavoidable issue when estimating parameters of steady-state distributions. We discuss contexts and factors that affect how the…”
Get full text

The MNO-PQRS poisson point process: Generating the next event time by Huifen Chen, Schmeiser, Bruce

“…We discuss the problem of generating the time of the next event of a nonhomogeneous Poisson process with an MNO-PQRS rate function. A PQRS function is…”
Get full text

Stochastic root finding via retrospective approximation by CHEN, HUIFEN, SCHMEISER, BRUCE W.

“…Given a user-provided Monte Carlo simulation procedure to estimate a function at any specified point, the stochastic root-finding problem is to find the unique…”
Get full text

OBM confidence intervals: Something for nothing? by Yingchieh Yeh, Schmeiser, Bruce

“…Since the 1950s, nonoverlapping batch means (NBM) has been a basis for confidence-interval procedures (CIPs) for the mean of a steady-state time series. In…”
Get full text

Variance of the Sample Mean: Properties and Graphs of Quadratic-Form Estimators by Song, Wheyming Tina, Schmeiser, Bruce W

“…Many commonly used estimators of the variance of the sample mean from a covariance-stationary process can be written as quadratic forms. We study the class of…”
Get full text

Piecewise-quadratic rate smoothing: The cyclic context by Huifen Chen, Schmeiser, Bruce W.

“…Even when they are known to be continuous, Poisson-process rate functions are sometimes specified as piecewise constant. To better approximate the unknown…”
Get full text

Omitting meanningless digits in point estimates: the probability guarantee of leading-digit rules by Song, Wheyming T, Schmeiser, Bruce W

Get full text

A practitioner, a vender, and a researcher walk into a bar: Trying to explain what researchers do by Schmeiser, Bruce W.

“…Practitioners, venders, and researchers form three influential groups within the WSC community. The groups depend upon each other, yet not-enough interaction…”
Get full text

Stochastic gradient estimation using a single design point by Wieland, Jamie R., Schmeiser, Bruce W.

“…Using concepts arising in control variates, we propose estimating gradients using Monte Carlo data from a single design point. Our goal is to create a…”
Get full text