{"id":"https://openalex.org/W2768123302","doi":"https://doi.org/10.1145/3122864","title":"Automated Estimation of Extreme Steady-State Quantiles via the Maximum Transformation","display_name":"Automated Estimation of Extreme Steady-State Quantiles via the Maximum Transformation","publication_year":2017,"publication_date":"2017-10-31","ids":{"openalex":"https://openalex.org/W2768123302","doi":"https://doi.org/10.1145/3122864","mag":"2768123302"},"language":"en","primary_location":{"id":"doi:10.1145/3122864","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3122864","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/A5111965782","display_name":"Christos Alexopoulos","orcid":"https://orcid.org/0000-0002-4584-2020"},"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":"Christos Alexopoulos","raw_affiliation_strings":["Georgia Institute of Technology, Atlanta, GA, USA"],"affiliations":[{"raw_affiliation_string":"Georgia Institute of Technology, Atlanta, GA, USA","institution_ids":["https://openalex.org/I130701444"]}]},{"author_position":"middle","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, USA"],"affiliations":[{"raw_affiliation_string":"Georgia Institute of Technology, Atlanta, GA, USA","institution_ids":["https://openalex.org/I130701444"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5065516130","display_name":"Anup C. Mokashi","orcid":null},"institutions":[{"id":"https://openalex.org/I122754148","display_name":"SAS Institute (United States)","ror":"https://ror.org/01093z329","country_code":"US","type":"company","lineage":["https://openalex.org/I122754148"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Anup C. Mokashi","raw_affiliation_strings":["SAS Institute Inc., Cary, NC, USA"],"affiliations":[{"raw_affiliation_string":"SAS Institute Inc., Cary, NC, USA","institution_ids":["https://openalex.org/I122754148"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5101401505","display_name":"James R. Wilson","orcid":"https://orcid.org/0000-0002-6255-4485"},"institutions":[{"id":"https://openalex.org/I137902535","display_name":"North Carolina State University","ror":"https://ror.org/04tj63d06","country_code":"US","type":"education","lineage":["https://openalex.org/I137902535"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"James R. Wilson","raw_affiliation_strings":["North Carolina State University, Raleigh, NC, USA"],"affiliations":[{"raw_affiliation_string":"North Carolina State University, Raleigh, NC, USA","institution_ids":["https://openalex.org/I137902535"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5111965782"],"corresponding_institution_ids":["https://openalex.org/I130701444"],"apc_list":null,"apc_paid":null,"fwci":1.55,"has_fulltext":false,"cited_by_count":10,"citation_normalized_percentile":{"value":0.85158646,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"27","issue":"4","first_page":"1","last_page":"29"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.9959999918937683,"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":0.9959999918937683,"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/T10136","display_name":"Statistical Methods and Inference","score":0.9911999702453613,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10243","display_name":"Statistical Methods and Bayesian Inference","score":0.9837999939918518,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/quantile","display_name":"Quantile","score":0.9264412522315979},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.8281755447387695},{"id":"https://openalex.org/keywords/skewness","display_name":"Skewness","score":0.6840802431106567},{"id":"https://openalex.org/keywords/coverage-probability","display_name":"Coverage probability","score":0.511242151260376},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.5085936784744263},{"id":"https://openalex.org/keywords/transformation","display_name":"Transformation (genetics)","score":0.4922894537448883},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.47631892561912537},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4458311200141907},{"id":"https://openalex.org/keywords/point-estimation","display_name":"Point estimation","score":0.43040475249290466},{"id":"https://openalex.org/keywords/autocorrelation","display_name":"Autocorrelation","score":0.42390209436416626},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.4202099144458771},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3874320387840271},{"id":"https://openalex.org/keywords/confidence-interval","display_name":"Confidence interval","score":0.3660796880722046}],"concepts":[{"id":"https://openalex.org/C118671147","wikidata":"https://www.wikidata.org/wiki/Q578714","display_name":"Quantile","level":2,"score":0.9264412522315979},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.8281755447387695},{"id":"https://openalex.org/C122342681","wikidata":"https://www.wikidata.org/wiki/Q330828","display_name":"Skewness","level":2,"score":0.6840802431106567},{"id":"https://openalex.org/C2776292839","wikidata":"https://www.wikidata.org/wiki/Q5179217","display_name":"Coverage probability","level":3,"score":0.511242151260376},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.5085936784744263},{"id":"https://openalex.org/C204241405","wikidata":"https://www.wikidata.org/wiki/Q461499","display_name":"Transformation (genetics)","level":3,"score":0.4922894537448883},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.47631892561912537},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4458311200141907},{"id":"https://openalex.org/C41426520","wikidata":"https://www.wikidata.org/wiki/Q1192065","display_name":"Point estimation","level":2,"score":0.43040475249290466},{"id":"https://openalex.org/C5297727","wikidata":"https://www.wikidata.org/wiki/Q786970","display_name":"Autocorrelation","level":2,"score":0.42390209436416626},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.4202099144458771},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3874320387840271},{"id":"https://openalex.org/C44249647","wikidata":"https://www.wikidata.org/wiki/Q208498","display_name":"Confidence interval","level":2,"score":0.3660796880722046},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/3122864","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3122864","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/G1998506675","display_name":null,"funder_award_id":"CMMI-1233141/1232998","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"}],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":30,"referenced_works":["https://openalex.org/W1520801761","https://openalex.org/W1964261858","https://openalex.org/W1976761149","https://openalex.org/W1983560552","https://openalex.org/W1994322509","https://openalex.org/W1995453571","https://openalex.org/W2005547096","https://openalex.org/W2009326110","https://openalex.org/W2028155068","https://openalex.org/W2032148197","https://openalex.org/W2036274411","https://openalex.org/W2037446532","https://openalex.org/W2042204282","https://openalex.org/W2048973162","https://openalex.org/W2070457515","https://openalex.org/W2097232315","https://openalex.org/W2103110034","https://openalex.org/W2104028390","https://openalex.org/W2117847142","https://openalex.org/W2135177937","https://openalex.org/W2147315108","https://openalex.org/W2167455581","https://openalex.org/W2168034279","https://openalex.org/W2478641305","https://openalex.org/W2797333853","https://openalex.org/W2802739963","https://openalex.org/W4211042066","https://openalex.org/W4230155388","https://openalex.org/W4247017357","https://openalex.org/W4254153567"],"related_works":["https://openalex.org/W2969507433","https://openalex.org/W3196963389","https://openalex.org/W4200509115","https://openalex.org/W1992419102","https://openalex.org/W2810596480","https://openalex.org/W1489574876","https://openalex.org/W4256568980","https://openalex.org/W1975401047","https://openalex.org/W4214880415","https://openalex.org/W4225113063"],"abstract_inverted_index":{"We":[0],"present":[1],"Sequem,":[2],"a":[3,18,57],"sequential":[4],"procedure":[5,42],"that":[6],"delivers":[7],"point":[8,107],"and":[9,31,62,88,126],"confidence-interval":[10],"(CI)":[11],"estimators":[12,108],"for":[13,97],"extreme":[14],"steady-state":[15,53],"quantiles":[16],"of":[17,39,59,91,100,113],"simulation-generated":[19],"process.":[20],"Because":[21],"it":[22],"is":[23,36],"specified":[24],"completely,":[25],"Sequem":[26,55,144],"can":[27],"be":[28],"implemented":[29],"directly":[30],"applied":[32],"automatically.":[33],"The":[34],"method":[35],"an":[37,132],"extension":[38],"the":[40,63,69,78,92,98,142],"Sequest":[41],"developed":[43],"by":[44],"Alexopoulos":[45],"et":[46],"al.":[47],"in":[48,73],"2014":[49],"to":[50,67,95,119,140],"estimate":[51],"nonextreme":[52],"quantiles.":[54],"exploits":[56],"combination":[58],"batching,":[60],"sectioning,":[61],"maximum":[64],"transformation":[65],"technique":[66],"achieve":[68],"following:":[70],"(i)":[71],"reduction":[72],"point-estimator":[74],"bias":[75],"arising":[76],"from":[77,83,110],"simulation\u2019s":[79],"initial":[80],"condition":[81],"or":[82,102,128],"inadequate":[84],"simulation":[85],"run":[86],"length;":[87],"(ii)":[89],"adjustment":[90],"CI":[93],"half-length":[94],"compensate":[96],"effects":[99],"skewness":[101],"autocorrelation":[103],"on":[104,136],"intermediate":[105],"quantile":[106],"computed":[109],"nonoverlapping":[111],"batches":[112],"observations.":[114],"Sequem\u2019s":[115],"CIs":[116],"are":[117],"designed":[118],"satisfy":[120],"user-specified":[121],"requirements":[122],"concerning":[123],"coverage":[124],"probability":[125],"absolute":[127],"relative":[129],"precision.":[130],"In":[131],"experimental":[133],"evaluation":[134],"based":[135],"seven":[137],"processes":[138],"selected":[139],"stress-test":[141],"procedure,":[143],"exhibited":[145],"uniformly":[146],"good":[147],"performance.":[148]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
