{"id":"https://openalex.org/W2039736595","doi":"https://doi.org/10.1145/2567907","title":"Variance estimation and sequential stopping in steady-state simulations using linear regression","display_name":"Variance estimation and sequential stopping in steady-state simulations using linear regression","publication_year":2014,"publication_date":"2014-02-01","ids":{"openalex":"https://openalex.org/W2039736595","doi":"https://doi.org/10.1145/2567907","mag":"2039736595"},"language":"en","primary_location":{"id":"doi:10.1145/2567907","is_oa":false,"landing_page_url":"https://doi.org/10.1145/2567907","pdf_url":null,"source":{"id":"https://openalex.org/S38703467","display_name":"ACM Transactions on Modeling and Computer Simulation","issn_l":"1049-3301","issn":["1049-3301","1558-1195"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319798","host_organization_name":"Association for Computing Machinery","host_organization_lineage":["https://openalex.org/P4310319798"],"host_organization_lineage_names":["Association for Computing Machinery"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ACM Transactions on Modeling and Computer Simulation","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5103989973","display_name":"Vivek Gupta","orcid":"https://orcid.org/0000-0003-4129-6648"},"institutions":[{"id":"https://openalex.org/I130701444","display_name":"Georgia Institute of Technology","ror":"https://ror.org/01zkghx44","country_code":"US","type":"education","lineage":["https://openalex.org/I130701444"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Vivek Gupta","raw_affiliation_strings":["Georgia Institute of Technology, Atlanta, GA","Georgia Institute of Technology Atlanta, GA"],"affiliations":[{"raw_affiliation_string":"Georgia Institute of Technology, Atlanta, GA","institution_ids":["https://openalex.org/I130701444"]},{"raw_affiliation_string":"Georgia Institute of Technology Atlanta, GA","institution_ids":["https://openalex.org/I130701444"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5050603775","display_name":"Sigr\u00fan Andrad\u00f3ttir","orcid":"https://orcid.org/0000-0002-5763-0199"},"institutions":[{"id":"https://openalex.org/I130701444","display_name":"Georgia Institute of Technology","ror":"https://ror.org/01zkghx44","country_code":"US","type":"education","lineage":["https://openalex.org/I130701444"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Sigr\u00fan Andrad\u00f3ttir","raw_affiliation_strings":["Georgia Institute of Technology, Atlanta, GA","Georgia Institute of Technology Atlanta, GA"],"affiliations":[{"raw_affiliation_string":"Georgia Institute of Technology, Atlanta, GA","institution_ids":["https://openalex.org/I130701444"]},{"raw_affiliation_string":"Georgia Institute of Technology Atlanta, GA","institution_ids":["https://openalex.org/I130701444"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5086297102","display_name":"David Goldsman","orcid":"https://orcid.org/0000-0001-9033-8475"},"institutions":[{"id":"https://openalex.org/I130701444","display_name":"Georgia Institute of Technology","ror":"https://ror.org/01zkghx44","country_code":"US","type":"education","lineage":["https://openalex.org/I130701444"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"David Goldsman","raw_affiliation_strings":["Georgia Institute of Technology, Atlanta, GA","Georgia Institute of Technology Atlanta, GA"],"affiliations":[{"raw_affiliation_string":"Georgia Institute of Technology, Atlanta, GA","institution_ids":["https://openalex.org/I130701444"]},{"raw_affiliation_string":"Georgia Institute of Technology Atlanta, GA","institution_ids":["https://openalex.org/I130701444"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5103989973"],"corresponding_institution_ids":["https://openalex.org/I130701444"],"apc_list":null,"apc_paid":null,"fwci":0.8116,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.7748599,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":96},"biblio":{"volume":"24","issue":"2","first_page":"1","last_page":"25"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.9984999895095825,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.9984999895095825,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10974","display_name":"Advanced Queuing Theory Analysis","score":0.994700014591217,"subfield":{"id":"https://openalex.org/subfields/1404","display_name":"Management Information Systems"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11443","display_name":"Advanced Statistical Process Monitoring","score":0.98089998960495,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.8825031518936157},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6698517799377441},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.5625712871551514},{"id":"https://openalex.org/keywords/linear-regression","display_name":"Linear regression","score":0.5325645208358765},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.5074543356895447},{"id":"https://openalex.org/keywords/sequential-estimation","display_name":"Sequential estimation","score":0.5073878169059753},{"id":"https://openalex.org/keywords/delta-method","display_name":"Delta method","score":0.4992949962615967},{"id":"https://openalex.org/keywords/variance","display_name":"Variance (accounting)","score":0.49530163407325745},{"id":"https://openalex.org/keywords/mean-squared-error","display_name":"Mean squared error","score":0.4731123149394989},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.43899303674697876},{"id":"https://openalex.org/keywords/regression","display_name":"Regression","score":0.4349318742752075},{"id":"https://openalex.org/keywords/regression-analysis","display_name":"Regression analysis","score":0.42218589782714844}],"concepts":[{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.8825031518936157},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6698517799377441},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.5625712871551514},{"id":"https://openalex.org/C48921125","wikidata":"https://www.wikidata.org/wiki/Q10861030","display_name":"Linear regression","level":2,"score":0.5325645208358765},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.5074543356895447},{"id":"https://openalex.org/C86426650","wikidata":"https://www.wikidata.org/wiki/Q7452504","display_name":"Sequential estimation","level":2,"score":0.5073878169059753},{"id":"https://openalex.org/C971699","wikidata":"https://www.wikidata.org/wiki/Q1132714","display_name":"Delta method","level":3,"score":0.4992949962615967},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.49530163407325745},{"id":"https://openalex.org/C139945424","wikidata":"https://www.wikidata.org/wiki/Q1940696","display_name":"Mean squared error","level":2,"score":0.4731123149394989},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.43899303674697876},{"id":"https://openalex.org/C83546350","wikidata":"https://www.wikidata.org/wiki/Q1139051","display_name":"Regression","level":2,"score":0.4349318742752075},{"id":"https://openalex.org/C152877465","wikidata":"https://www.wikidata.org/wiki/Q208042","display_name":"Regression analysis","level":2,"score":0.42218589782714844},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/2567907","is_oa":false,"landing_page_url":"https://doi.org/10.1145/2567907","pdf_url":null,"source":{"id":"https://openalex.org/S38703467","display_name":"ACM Transactions on Modeling and Computer Simulation","issn_l":"1049-3301","issn":["1049-3301","1558-1195"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319798","host_organization_name":"Association for Computing Machinery","host_organization_lineage":["https://openalex.org/P4310319798"],"host_organization_lineage_names":["Association for Computing Machinery"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ACM Transactions on Modeling and Computer Simulation","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G2171590847","display_name":null,"funder_award_id":"CMMI-0927592 and CMMI-1233141","funder_id":"https://openalex.org/F4320337391","funder_display_name":"Division of Civil, Mechanical and Manufacturing Innovation"},{"id":"https://openalex.org/G7128512661","display_name":null,"funder_award_id":"DMI-0400260","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G8049512665","display_name":null,"funder_award_id":"CMMI-0856600","funder_id":"https://openalex.org/F4320337391","funder_display_name":"Division of Civil, Mechanical and Manufacturing Innovation"}],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"},{"id":"https://openalex.org/F4320337391","display_name":"Division of Civil, Mechanical and Manufacturing Innovation","ror":"https://ror.org/028yd4c30"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":41,"referenced_works":["https://openalex.org/W1580334350","https://openalex.org/W1591069473","https://openalex.org/W1943309769","https://openalex.org/W1975639348","https://openalex.org/W1979785488","https://openalex.org/W1993090270","https://openalex.org/W2009054375","https://openalex.org/W2011221434","https://openalex.org/W2028155068","https://openalex.org/W2030494882","https://openalex.org/W2031051057","https://openalex.org/W2032995080","https://openalex.org/W2037446532","https://openalex.org/W2039039263","https://openalex.org/W2047359956","https://openalex.org/W2051316645","https://openalex.org/W2060584816","https://openalex.org/W2065755655","https://openalex.org/W2068983692","https://openalex.org/W2073826297","https://openalex.org/W2080982314","https://openalex.org/W2081299601","https://openalex.org/W2101990679","https://openalex.org/W2110335061","https://openalex.org/W2110547413","https://openalex.org/W2114005321","https://openalex.org/W2116932170","https://openalex.org/W2117219141","https://openalex.org/W2140481308","https://openalex.org/W2146907324","https://openalex.org/W2157512073","https://openalex.org/W2167455581","https://openalex.org/W2169493532","https://openalex.org/W2170610685","https://openalex.org/W2764576520","https://openalex.org/W2797532987","https://openalex.org/W2802739963","https://openalex.org/W3168516550","https://openalex.org/W4299533062","https://openalex.org/W4300306656","https://openalex.org/W4300794102"],"related_works":["https://openalex.org/W2575795810","https://openalex.org/W31220157","https://openalex.org/W2288557197","https://openalex.org/W4233024177","https://openalex.org/W2101914902","https://openalex.org/W3174613421","https://openalex.org/W3099530671","https://openalex.org/W2049927042","https://openalex.org/W2079327943","https://openalex.org/W2008023251"],"abstract_inverted_index":{"We":[0,27,95],"propose":[1],"a":[2,10,71,160],"method":[3,183],"for":[4,99,168],"estimating":[5],"the":[6,30,45,48,55,60,66,75,78,85,116,125,149,166,185],"variance":[7,18,113,152],"parameter":[8],"of":[9,50,62,80,87,151],"discrete,":[11],"stationary":[12],"stochastic":[13,102],"process":[14],"that":[15,29,98,124,164,179],"involves":[16],"combining":[17],"estimators":[19,52,68,82,114,128],"at":[20],"different":[21],"run":[22,173],"lengths":[23],"using":[24],"linear":[25],"regression.":[26],"show":[28,97],"estimator":[31,92],"thus":[32],"obtained":[33],"is":[34,57],"first-order":[35],"unbiased":[36],"and":[37,59,120],"consistent":[38],"under":[39],"two":[40],"distinct":[41],"asymptotic":[42],"regimes.":[43],"In":[44,74],"first":[46],"regime,":[47,77],"number":[49,79],"constituent":[51,81],"used":[53],"in":[54,70,115,133,140,190],"regression":[56,107,137],"fixed":[58],"numbers":[61,86],"observations":[63,88],"corresponding":[64,89],"to":[65,90,108,147,170,187],"component":[67],"grow":[69],"proportional":[72],"manner.":[73],"second":[76,117],"grows":[83],"while":[84],"each":[91],"remain":[93],"fixed.":[94],"also":[96,144],"m":[100],"-dependent":[101],"processes,":[103],"one":[104],"can":[105,143],"use":[106],"obtain":[109],"asymptotically":[110],"normally":[111],"distributed":[112],"regime.":[118],"Analytical":[119],"numerical":[121],"examples":[122],"indicate":[123,178],"new":[126,161],"regression-based":[127],"give":[129],"good":[130],"mean-squared-error":[131],"performance":[132],"steady-state":[134],"simulations.":[135],"The":[136],"methodology":[138],"presented":[139],"this":[141,180],"article":[142],"be":[145],"applied":[146],"estimate":[148,167],"bias":[150,169],"estimators.":[153],"As":[154],"an":[155],"example":[156],"application,":[157],"we":[158],"present":[159],"sequential-stopping":[162,182],"rule":[163],"uses":[165],"determine":[171],"appropriate":[172],"lengths.":[174],"Monte":[175],"Carlo":[176],"experiments":[177],"\u201cbias-controlling\u201d":[181],"has":[184],"potential":[186],"work":[188],"well":[189],"practice.":[191]},"counts_by_year":[{"year":2015,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
