James R. Wilson

ORCID

Publication Activity (10 Years)

Years Active: 1974-2023
Publications (10 Years): 20

Top Venues

WSC

Math. Comput. Simul.

Essays in Production, Project Planning and Scheduling

ACM Trans. Model. Comput. Simul.

Publications

Athanasios Lolos, Christos Alexopoulos, David Goldsman, Kemal Dinçer Dingeç, Anup C. Mokashi, James R. Wilson
A Fixed-Sample-Size Method for Estimating Steady-State Quantiles. WSC (2023)
Lei Lei, Christos Alexopoulos, Yijie Peng, James R. Wilson
Estimating Confidence Regions for Distortion Risk Measures and Their Gradients. WSC (2022)
Athanasios Lolos, J. Haden Boone, Christos Alexopoulos, David Goldsman, Kemal Dinçer Dingeç, Anup C. Mokashi, James R. Wilson
A Sequential Method for Estimating Steady-State Quantiles Using Standardized Time Series. WSC (2022)
Christos Alexopoulos, Joseph H. Boone, David Goldsman, Athanasios Lolos, Kemal Dinçer Dingeç, James R. Wilson
Steady-State Quantile Estimation Using Standardized Time Series. WSC (2020)
Lei Lei, Christos Alexopoulos, Yijie Peng, James R. Wilson
Confidence Intervals and Regions for Quantiles using Conditional Monte Carlo and Generalized Likelihood Ratios. WSC (2020)
Christos Alexopoulos, David Goldsman, Anup C. Mokashi, James R. Wilson
Sequential Estimation of Steady-State Quantiles: Some New Developments in Methods and Software. WSC (2019)
Ran Liu, Michael E. Kuhl, Yunan Liu, James R. Wilson
Modeling and Simulation of Nonstationary Non-Poisson Arrival Processes. INFORMS J. Comput. 31 (2) (2019)
Christos Alexopoulos, David Goldsman, Anup C. Mokashi, Kai-Wen Tien, James R. Wilson
Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations. Oper. Res. 67 (4) (2019)
Christos Alexopoulos, David Goldsman, Anup C. Mokashi, James R. Wilson
Sequential estimation of steady-State quantiles: Lessons Learned and Future Directions. WSC (2018)
Kemal Dinçer Dingeç, Christos Alexopoulos, David Goldsman, Melike Meterelliyoz, James R. Wilson
Multiply reflected variance estimators for simulation. WSC (2018)
Timothy A. Moore, Brandon M. McConnell, James R. Wilson
Simulation-based Evaluation on Integrating additive manufacturing Capability in a Deployed Military Environment. WSC (2018)
Robert G. Sargent, James R. Wilson
Creation of the computer simulation archive. WSC (2017)
Christos Alexopoulos, David Goldsman, Anup C. Mokashi, James R. Wilson
Automated Estimation of Extreme Steady-State Quantiles via the Maximum Transformation. ACM Trans. Model. Comput. Simul. 27 (4) (2017)
David Goldsman, Mariana de Almeida Costa, Paul Goldsman, James R. Wilson
History of the winter simulation conference: Overview and notable facts and figures. WSC (2017)
James R. Thompson, James R. Wilson
Multifractal detrended fluctuation analysis: Practical applications to financial time series. Math. Comput. Simul. 126 (2016)
Kemal Dinçer Dingeç, Christos Alexopoulos, David Goldsman, James R. Wilson, Wenchi Chiu, Tûba Aktaran-Kalayci
Jackknifed variance estimators for simulation output analysis. WSC (2015)
Christos Alexopoulos, David Goldsman, Anup C. Mokashi, Kai-Wen Tien, James R. Wilson
Sequem: estimating extreme steady-state quantiles via the maximum transformation. WSC (2015)
Karen Hicklin, Julie S. Ivy, James R. Wilson, Evan R. Myers
Using percentile matching to simulate labor progression and the effect of labor duration on birth complications. WSC (2015)
Ran Liu, Michael E. Kuhl, Yunan Liu, James R. Wilson
Combined inversion and thinning methods for simulating nonstationary non-poisson arrival processes. WSC (2015)
James R. Thompson, James R. Wilson
Agent-based simulations of financial markets: zero- and positive-intelligence models. Simul. 91 (6) (2015)
Christos Alexopoulos, David Goldsman, Anup C. Mokashi, Rong Nie, Qing Sun, Kai-Wen Tien, James R. Wilson
Sequest: a sequential procedure for estimating steady-state quantiles. WSC (2014)
Benjamin J. Lobo, T. J. Thoney, Russell E. King, James R. Wilson
A Probabilistic Characterization of Allocation Performance in a Worker-Constrained Job Shop. Essays in Production, Project Planning and Scheduling (2014)
James R. Thompson, James R. Wilson
Multifractal time series analysis of positive-intelligence agent-based simulations of financial markets. WSC (2014)
Christos Alexopoulos, David Goldsman, Peng Tang, James R. Wilson
A sequential procedure for estimating the steady-state mean using standardized time series. WSC (2013)
Emily K. Lada, Anup C. Mokashi, James R. Wilson
ARD: An automated replication-deletion method for simulation analysis. WSC (2013)
Jeremy J. Tejada, Kathleen M. Diehl, Julie Simmons Ivy, James R. Wilson, Russell E. King, Matthew J. Ballan, Michael G. Kay, Bonnie C. Yankaskas
Combined DES/SD simulaton model of breast cancer screening for older women: An overview. WSC (2013)
Benjamin J. Lobo, Thom J. Hodgson, Russell E. King, Kristin A. Thoney, James R. Wilson
: Optimality criteria, search heuristics, and probabilistic quality metrics. Comput. Oper. Res. 40 (10) (2013)
Richard E. Nance, Robert G. Sargent, James R. Wilson
A retrospective oral history of computer simulation: Progress report. WSC (2013)
Benjamin J. Lobo, Thom J. Hodgson, Russell E. King, Kristin A. Thoney, James R. Wilson
in a worker-constrained job shop. Comput. Oper. Res. 40 (1) (2013)
James R. Thompson, James R. Wilson
Multifractal analysis of agent-based financial markets. WSC (2013)
James R. Thompson, James R. Wilson, Edward P. Fitts
Analysis of market returns using multifractal time series and agent-based simulation. WSC (2012)
Christos Alexopoulos, David Goldsman, James R. Wilson
A new perspective on batched quantile estimation. WSC (2012)
James R. Thompson, James R. Wilson, Edward P. Fitts
Analysis of market returns using multifractal time series and agent-based simulation. WSC (2012)
Ali Tafazzoli, Natalie M. Steiger, James R. Wilson
N-Skart: A Nonsequential Skewness- and Autoregression-Adjusted Batch-Means Procedure for Simulation Analysis. IEEE Trans. Autom. Control. 56 (2) (2011)
Christos Alexopoulos, David Goldsman, James R. Wilson
Overlapping batch means: something more for nothing? WSC (2011)
Tûba Aktaran-Kalayci, David Goldsman, Christos Alexopoulos, James R. Wilson
On the mean-squared error of variance estimators for computer simulations. WSC (2011)
James R. Wilson
Note on 'Influences of Resource Limitations and Transmission Costs on Epidemic Simulations and Critical Thresholds in Scale-Free Networks'. Simul. 87 (3) (2011)
Ali Tafazzoli, James R. Wilson, Emily K. Lada, Natalie M. Steiger
Performance of Skart: A Skewness- and Autoregression-Adjusted Batch Means Procedure for Simulation Analysis. INFORMS J. Comput. 23 (2) (2011)
Anup C. Mokashi, Jeremy J. Tejada, Saeideh Yousefi, Ali Tafazzoli, Tianxiang Xu, James R. Wilson, Natalie M. Steiger
Performance comparison of MSER-5 and N-Skart on the simulation start-up problem. WSC (2010)
Michael E. Kuhl, Julie Simmons Ivy, Emily K. Lada, Natalie M. Steiger, Mary Ann Flanigan Wagner, James R. Wilson
Univariate input models for stochastic simulation. J. Simulation 4 (2) (2010)
David Goldsman, Richard E. Nance, James R. Wilson
A brief history of simulation revisited. WSC (2010)
Li Han, Lee Rudolph, Sam Dorsey-Gordon, Dylan Glotzer, Dan Menard, Jonathan Moran, James R. Wilson
Bending and kissing: Computing self-contact configurations of planar loops with revolute joints. ICRA (2009)
Ali Tafazzoli, James R. Wilson
N-Skart: A Nonsequential Skewness- and Autoregression-adjusted Batch-means Procedure for Simulation Analysis. WSC (2009)
David Goldsman, Richard E. Nance, James R. Wilson
A Brief History of Simulation. WSC (2009)
Robert A. Strong, Natalie M. Steiger, James R. Wilson
Introduction to Financial Risk Assessment using Monte Carlo Simulation. WSC (2009)
Michael E. Kuhl, Emily K. Lada, Mary Ann Flanigan Wagner, Julie Simmons Ivy, Natalie M. Steiger, James R. Wilson
Introduction to Modeling and Generating Probabilistic Input Processes for Simulation. WSC (2009)
Joongsup Lee, Christos Alexopoulos, David Goldsman, Seong-Hee Kim, Kwok-Leung Tsui, James R. Wilson
A distribution-free tabular CUSUM chart for correlated data with automated variance estimation. WSC (2008)
Michael E. Kuhl, Shalaka C. Deo, James R. Wilson
Smooth flexible models of nonhomogeneous poisson processes using one or more process realizations. WSC (2008)
Michael E. Kuhl, Emily K. Lada, Natalie M. Steiger, Mary Ann Flanigan Wagner, James R. Wilson
Introduction to modeling and generating probabilistic input processes for simulation. WSC (2008)
Ali Tafazzoli, James R. Wilson, Emily K. Lada, Natalie M. Steiger
Skart: A skewness- and autoregression-adjusted batch-means procedure for simulation analysis. WSC (2008)
Emily K. Lada, Natalie M. Steiger, James R. Wilson
SBatch: A spaced batch means procedure for steady-state simulation analysis. J. Simulation 2 (3) (2008)
A. Alan B. Pritsker, David L. Martin, Janet S. Reust, Mary Ann Flanigan Wagner, O. Patrick Daily, Ann M. Harper, Erick B. Edwards, Leah E. Bennett, James R. Wilson, Michael E. Kuhl, John P. Roberts, Margaret D. Allen, James F. Burdick
Organ transplantation policy evaluation (1995). WSC (2007)
James R. Wilson
Editor's introduction: Special issue honoring Perwez Shahabuddin. ACM Trans. Model. Comput. Simul. 17 (2) (2007)
Debra A. Elkins, A. Christine LaFleur, Earnest Foster, Jeffrey D. Tew, Bahar Biller, James R. Wilson
Clinic: correlated inputs in an automotive paint shop fire risk simulation. WSC (2007)
Emily K. Lada, James R. Wilson
SBatch: a spaced batch means procedure for simulation analysis. WSC (2007)
Emily K. Lada, James R. Wilson, Natalie M. Steiger, Jeffrey A. Joines
Performance of a Wavelet-Based Spectral Procedure for Steady-State Simulation Analysis. INFORMS J. Comput. 19 (2) (2007)
Claudia Antonini, Christos Alexopoulos, David Goldsman, James R. Wilson
Folded standardized time series area variance estimators for simulation. WSC (2007)
Christos Alexopoulos, Nilay Tanik Argon, David Goldsman, Gamze Tokol, James R. Wilson
Overlapping Variance Estimators for Simulation. Oper. Res. 55 (6) (2007)
Michael E. Kuhl, Emily K. Lada, Natalie M. Steiger, Mary Ann Flanigan Wagner, James R. Wilson
Introduction to modeling and generating probabilistic input processes for simulation. WSC (2007)
Tûba Aktaran-Kalayci, David Goldsman, James R. Wilson
Confidence interval estimation using linear combinations of overlapping variance estimators. WSC (2007)
Tûba Aktaran-Kalayci, David Goldsman, James R. Wilson
Linear combinations of overlapping variance estimators for simulation. Oper. Res. Lett. 35 (4) (2007)
Christos Alexopoulos, Nilay Tanik Argon, David Goldsman, Natalie M. Steiger, Gamze Tokol, James R. Wilson
Efficient Computation of Overlapping Variance Estimators for Simulation. INFORMS J. Comput. 19 (3) (2007)
Michael E. Kuhl, Sachin G. Sumant, James R. Wilson
An Automated Multiresolution Procedure for Modeling Complex Arrival Processes. INFORMS J. Comput. 18 (1) (2006)
Michael E. Kuhl, Emily K. Lada, Natalie M. Steiger, Mary Ann Flanigan Wagner, James R. Wilson
Introduction to modeling and generating probabilistic input processes for simulation. WSC (2006)
Emily K. Lada, James R. Wilson
Performance evaluation of spectral procedures for simulation analysis. WSC (2006)
Emily K. Lada, James R. Wilson
A wavelet-based spectral procedure for steady-state simulation analysis. Eur. J. Oper. Res. 174 (3) (2006)
Natalie M. Steiger, Emily K. Lada, James R. Wilson, Jeffrey A. Joines, Christos Alexopoulos, David Goldsman
ASAP3: a batch means procedure for steady-state simulation analysis. ACM Trans. Model. Comput. Simul. 15 (1) (2005)
Natalie M. Steiger, Emily K. Lada, James R. Wilson
Performance evaluation of ASAP3 for steady-state output analysis. WSC (2005)
Chun-Hung Chen, Jack P. C. Kleijnen, James R. Wilson, Özalp Özer
Operations Research 2004 Meritorious Service Award Recipients and Appreciation to 2004 Referees. Oper. Res. 53 (5) (2005)
Emily K. Lada, Mary Ann Flanigan Wagner, Natalie M. Steiger, James R. Wilson
Introduction to modeling and generating probabilistic input processes for simulation. WSC (2005)
Natalie M. Steiger, Emily K. Lada, James R. Wilson, Jeffrey A. Joines, Christos Alexopoulos, David Goldsman
Steady-State Simulation Analysis Using Asap3. WSC (2004)
Emily K. Lada, James R. Wilson, Natalie M. Steiger, Jeffrey A. Joines
Performance Evaluation of a Wavelet-based Spectral Method for Steady-state Simulation Analysis. WSC (2004)
Amy D. Wilson, Russell E. King, James R. Wilson
Case study on statistically estimating minimum makespan for flow line scheduling problems. Eur. J. Oper. Res. 155 (2) (2004)
Jerry Banks, Joseph Hugan, Peter Lendermann, Charles R. McLean, Ernest H. Page, Claude Dennis Pegden, Onur M. Ülgen, James R. Wilson
Future of the simulation industry, panel: the future of the simulation industry. WSC (2003)
Emily K. Lada, James R. Wilson, Natalie M. Steiger
Simulation output analysis: a wavelet-based spectral method for steady-state simulation analysis. WSC (2003)
Michael E. Kuhl, Sachin G. Sumant, James R. Wilson
Simulation input modeling: a flexible automated procedure for modeling complex arrival processes. WSC (2003)
Andrés L. Medaglia, Shu-Cherng Fang, Henry L. W. Nuttle, James R. Wilson
An efficient and flexible mechanism for constructing membership functions. Eur. J. Oper. Res. 139 (1) (2002)
Russell R. Barton, Stephen E. Chick, Russell C. H. Cheng, Shane G. Henderson, Averill M. Law, Bruce W. Schmeiser, Lawrence M. Leemis, Lee Schruben, James R. Wilson
Panel discussion on current issues in input modeling: panel on current issues in simulation input modeling. WSC (2002)
Natalie M. Steiger, James R. Wilson
An Improved Batch Means Procedure for Simulation Output Analysis. Manag. Sci. 48 (12) (2002)
Natalie M. Steiger, Christos Alexopoulos, David Goldsman, Emily K. Lada, James R. Wilson, Faker Zouaoui
Output analysis: ASAP2: an improved batch means procedure for simulation output analysis. WSC (2002)
Faker Zouaoui, James R. Wilson
Input uncertainty: accounting for parameter uncertainty in simulation input modeling. WSC (2001)
Tayfur Altiok, W. David Kelton, Pierre L'Ecuyer, Barry L. Nelson, Bruce W. Schmeiser, Thomas J. Schriber, Lee Schruben, James R. Wilson
Panel: academic perspectives: various ways academics teach simulation: are they all appropriate? WSC (2001)
James R. Wilson
A Multiplicative Decomposition Property of the Screening-and-Selection Procedures of Nelson et al. Oper. Res. 49 (6) (2001)
Faker Zouaoui, James R. Wilson
Accounting for input model and parameter uncertainty in simulation. WSC (2001)
Michael E. Kuhl, James R. Wilson
Modeling and simulating Poisson processes having trends or nontrigonometric cyclic effects. Eur. J. Oper. Res. 133 (3) (2001)
Natalie M. Steiger, James R. Wilson
Convergence Properties of the Batch Means Method for Simulation Output Analysis. INFORMS J. Comput. 13 (4) (2001)
James R. Wilson
Simulation World Loses Key Founder, A. Alan B. Pritsker (1933-2000). Simul. 75 (2) (2000)
Maria de los A. Irizarry, Michael E. Kuhl, Emily K. Lada, Sriram Subramanian, James R. Wilson
Analyzing transformation-based simulation metamodels. WSC (2000)
Natalie M. Steiger, James R. Wilson
Experimental performance evaluation of batch means procedures for simulation output analysis. WSC (2000)
James R. Wilson, R. Christopher Hunt
Problems with correlated data. IEEE Trans. Reliab. 49 (2) (2000)
David G. Humphrey, James R. Wilson
A Revised Simplex Search Procedure for Stochastic Simulation Response Surface Optimization. INFORMS J. Comput. 12 (4) (2000)
Natalie M. Steiger, James R. Wilson
Improved batching for confidence interval construction in steady-state simulation. WSC (1999)
Michael E. Kuhl, Halim Damerdji, James R. Wilson
Least Squares Estimation of Nonhomogeneous Poisson Processes. WSC (1998)
Athanassios N. Avramidis, James R. Wilson
Correlation-Induction Techniques for Estimating Quantiles in Simulation Experiments. Oper. Res. 46 (4) (1998)
David G. Humphrey, James R. Wilson
A Revised Simplex Search Procedure for Stochastic Simulation Response-surface Optimization. WSC (1998)
Michael E. Kuhl, Halim Damerdji, James R. Wilson
Estimating and Simulating Poisson Processes with Trends or Asymmetric Cyclic Effects. WSC (1997)
James R. Wilson
Conduct, Misconduct, and Cargo Cult Science. WSC (1997)
James R. Wilson
Modeling Dependencies in Stochastic Simulation Inputs. WSC (1997)
Christopher R. Houck, Jeffrey A. Joines, Michael G. Kay, James R. Wilson
Empirical Investigation of the Benefits of Partial Lamarckianism. Evol. Comput. 5 (1) (1997)
Athanassios N. Avramidis, James R. Wilson
Integrated Variance Reduction Strategies for Simulation. Oper. Res. 44 (2) (1996)

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Publication Activity (10 Years)

Top Topics

Top Venues

James R. Wilson