research-article

Database monte carlo for simulation on demand

Authors:

Imry Rosenbaum,

Jeremy StaumAuthors Info & Claims

WSC '15: Proceedings of the 2015 Winter Simulation Conference

Pages 679 - 688

Published: 06 December 2015 Publication History

Abstract

In the simulation-on-demand paradigm, we invest computational effort by running a simulation experiment before a question is asked, and then we quickly provide an answer by making use of the results of the earlier simulation experiment. This can be done by building a metamodel, but standard metamodeling methods used in stochastic simulation have the disadvantage that they require validation. We show how to use Database Monte Carlo with control variates to provide simulation-on-demand without metamodel validation.

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Cited By

Feng MStaum J(2021)Green Simulation with Database Monte CarloACM Transactions on Modeling and Computer Simulation10.1145/342933631:1(1-26)Online publication date: 21-Jan-2021
https://dl.acm.org/doi/10.1145/3429336
Feng MStaum JHuschka TChick S(2016)Green simulation with database Monte CarloProceedings of the 2016 Winter Simulation Conference10.5555/3042094.3042241(1108-1118)Online publication date: 11-Dec-2016
https://dl.acm.org/doi/10.5555/3042094.3042241

Database monte carlo for simulation on demand
1. Computing methodologies
  1. Modeling and simulation
2. Mathematics of computing
  1. Probability and statistics
    1. Probabilistic reasoning algorithms

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Published In

cover image ACM Conferences

WSC '15: Proceedings of the 2015 Winter Simulation Conference

December 2015

4051 pages

ISBN:9781467397414

Sponsors

SIGSIM: ACM Special Interest Group on Simulation and Modeling

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IEEE Press

Publication History

Published: 06 December 2015

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WSC '15

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SIGSIM

WSC '15: Winter Simulation Conference

December 6 - 9, 2015

California, Huntington Beach

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WSC '15 Paper Acceptance Rate 202 of 296 submissions, 68%;

Overall Acceptance Rate 3,413 of 5,075 submissions, 67%

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Cited By

Feng MStaum J(2021)Green Simulation with Database Monte CarloACM Transactions on Modeling and Computer Simulation10.1145/342933631:1(1-26)Online publication date: 21-Jan-2021
https://dl.acm.org/doi/10.1145/3429336
Feng MStaum JHuschka TChick S(2016)Green simulation with database Monte CarloProceedings of the 2016 Winter Simulation Conference10.5555/3042094.3042241(1108-1118)Online publication date: 11-Dec-2016
https://dl.acm.org/doi/10.5555/3042094.3042241

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