ACM Transactions on Modeling and Computer Simulation

We propose a method for estimating the variance parameter of a discrete, stationary stochastic process that involves combining variance estimators at different run lengths using linear regression. We show that the estimator thus obtained is first-order ...

Stochastic kriging has been studied as an effective metamodeling technique for approximating response surfaces in the context of stochastic simulation. In a simulation experiment, an analyst typically needs to estimate relevant metamodel parameters and ...

In this article, we consider a Gaussian random field f(t) living on a compact set T⊂ R^d and the computation of the tail probabilities P(∫_Te^f(t)dt > e^b) as b → ∞. We design asymptotically efficient importance sampling estimators for a general class of ...

Analysts using simulation models often must assess a large number of alternatives in order to determine which are most effective. If effectiveness corresponds to the likelihood of yielding the best outcome, this becomes a multinomial selection problem. ...

This article introduces SESSL (Simulation Experiment Specification via a Scala Layer), an embedded domain-specific language for simulation experiments. It serves as an additional software layer between users and simulation systems and is implemented in ...

In this article, we present ConceVE, an approach for designing and validating models before they are implemented in a computer simulation. The approach relies on (1) domain-specific languages for model specification, (2) the Alloy Specification Language ...