Marvin K. Nakayama

Publication Activity (10 Years)

Years Active: 1990-2023
Publications (10 Years): 21

Top Topics

Confidence Intervals

Latin Hypercube Sampling

Variance Reduction

Top Venues

ACM Trans. Model. Comput. Simul.

Reliab. Eng. Syst. Saf.

Publications

Pierre L'Ecuyer, Marvin K. Nakayama, Art B. Owen, Bruno Tuffin
Confidence Intervals for Randomized Quasi-Monte Carlo Estimators. WSC (2023)
Marvin K. Nakayama, Bruno Tuffin
Efficiency of Estimating Functions of Means in Rare-Event Contexts. WSC (2023)
Marvin K. Nakayama, Bruno Tuffin
Density Estimators of the Cumulative Reward Up to a Hitting Time to a Rarely Visited Set of a Regenerative System. WSC (2022)
Marvin K. Nakayama, Bruno Tuffin
Sufficient Conditions for a Central Limit Theorem to Assess the Error of Randomized Quasi-Monte Carlo Methods. WSC (2021)
Marvin K. Nakayama, Zachary T. Kaplan, Yajuan Li, Bruno Tuffin, Pierre L'Ecuyer
Quantile Estimation Via a Combination of Conditional Monte Carlo and Randomized Quasi-Monte Carlo. WSC (2020)
Peter W. Glynn, Marvin K. Nakayama, Bruno Tuffin
Comparing Regenerative-Simulation-Based Estimators of the Distribution of the Hitting Time to a Rarely Visited Set. WSC (2020)
Jose H. Blanchet, Juan Li, Marvin K. Nakayama
Rare-Event Simulation for Distribution Networks. Oper. Res. 67 (5) (2019)
Marvin K. Nakayama, Bruno Tuffin
Efficient Estimation of the Mean Hitting Time to a set of A Regenerative System. WSC (2019)
Zachary T. Kaplan, Yajuan Li, Marvin K. Nakayama, Bruno Tuffin
Randomized Quasi-Monte Carlo for Quantile Estimation. WSC (2019)
Peter W. Glynn, Marvin K. Nakayama, Bruno Tuffin
Using Regenerative simulation to Calibrate exponential Approximations to Risk Measures of Hitting times to rarely Visited Sets. WSC (2018)
Zachary T. Kaplan, Yajuan Li, Marvin K. Nakayama
Monte Carlo estimation of Economic Capital. WSC (2018)
Hui Dong, Marvin K. Nakayama
Quantile Estimation with Latin Hypercube Sampling. Oper. Res. 65 (6) (2017)
Mihir Sanghavi, Sashank Tadepalli, Timothy J. Boyle, Matthew Downey, Marvin K. Nakayama
Efficient Algorithms for Analyzing Cascading Failures in a Markovian Dependability Model. IEEE Trans. Reliab. 66 (2) (2017)
Andres Alban, Hardik A. Darji, Atsuki Imamura, Marvin K. Nakayama
Efficient Monte Carlo methods for estimating failure probabilities. Reliab. Eng. Syst. Saf. 165 (2017)
Russell R. Barton, Marvin K. Nakayama, Lee Schruben
History of improving statistical efficiency. WSC (2017)
Peter W. Glynn, Marvin K. Nakayama, Bruno Tuffin
On the estimation of the mean time to failure by simulation. WSC (2017)
Hui Dong, Marvin K. Nakayama
Quantile estimation using conditional Monte Carlo and Latin hypercube sampling. WSC (2017)
Dave Grabaskas, Marvin K. Nakayama, Richard Denning, Tunc Aldemir
Advantages of variance reduction techniques in establishing confidence intervals for quantiles. Reliab. Eng. Syst. Saf. 149 (2016)
Andres Alban, Hardik A. Darji, Atsuki Imamura, Marvin K. Nakayama
Variance reduction for estimating a failure probability with multiple criteria. WSC (2016)
Marvin K. Nakayama
Estimating a failure probability using a combination of variance-reduction techniques. WSC (2015)
James M. Calvin, Marvin K. Nakayama
Resampled Regenerative Estimators. ACM Trans. Model. Comput. Simul. 25 (4) (2015)
Marvin K. Nakayama
Quantile estimation when applying conditional Monte Carlo. SIMULTECH (2014)
Marvin K. Nakayama
Confidence Intervals for Quantiles Using Sectioning When Applying Variance-Reduction Techniques. ACM Trans. Model. Comput. Simul. 24 (4) (2014)
Marvin K. Nakayama
Using sectioning to construct confidence intervals for quantiles when applying antithetic variates. SummerSim (2014)
Hui Dong, Marvin K. Nakayama
Constructing confidence intervals for a quantile using batching and sectioning when applying latin hypercube sampling. WSC (2014)
James M. Calvin, Marvin K. Nakayama
Confidence intervals for quantiles with standardized time series. WSC (2013)
Fang Chu, Marvin K. Nakayama
Confidence intervals for quantiles when applying variance-reduction techniques. ACM Trans. Model. Comput. Simul. 22 (2) (2012)
Marvin K. Nakayama
Using sectioning to construct confidence intervals for quantiles when applying importance sampling. WSC (2012)
Marvin K. Nakayama
Asymptotic properties of kernel density estimators when applying importance sampling. WSC (2011)
Jose H. Blanchet, Juan Li, Marvin K. Nakayama
A conditional Monte Carlo method for estimating the failure probability of a distribution network with random demands. WSC (2011)
Josiane Nzouonta, Marvin K. Nakayama, Cristian Borcea
On deriving and incorporating multihop path duration estimates in VANET protocols. ACM Trans. Model. Comput. Simul. 21 (2) (2011)
Fang Chu, Marvin K. Nakayama
Confidence intervals for quantiles and value-at-risk when applying importance sampling. WSC (2010)
Srinivasan M. Iyer, Marvin K. Nakayama, Alexandros V. Gerbessiotis
A Markovian Dependability Model with Cascading Failures. IEEE Trans. Computers 58 (9) (2009)
Marvin K. Nakayama
Statistical analysis of simulation output. WSC (2008)
Marvin K. Nakayama
Run-length variability of two-stage multiple comparisons with the best for steady-state simulations and its implications for choosing first-stage run lengths. WSC (2008)
Mugdha Khaladkar, Vivian Bellofatto, Jason Tsong-Li Wang, Vandanaben Patel, Marvin K. Nakayama
Constrained RNA Structural Alignment: Algorithms and Application to Motif Detection in the Untranslated Regions of Trypanosoma brucei mRNAs. BIBE (2007)
Marvin K. Nakayama
Fixed-width multiple-comparison procedures using common random numbers for steady-state simulations. Eur. J. Oper. Res. 182 (3) (2007)
Marvin K. Nakayama
Single-stage multiple-comparison procedure for quantiles and other parameters. WSC (2007)
James M. Calvin, Peter W. Glynn, Marvin K. Nakayama
The semi-regenerative method of simulation output analysis. ACM Trans. Model. Comput. Simul. 16 (3) (2006)
Marvin K. Nakayama
Output analysis for simulations. WSC (2006)
James M. Calvin, Marvin K. Nakayama
Permuted Standardized Time Series for Steady-State Simulations. Math. Oper. Res. 31 (2) (2006)
Marvin K. Nakayama
Selection and multiple-comparison procedures for regenerative systems. WSC (2006)
James M. Calvin, Marvin K. Nakayama
Permuted Weighted Area Estimators. WSC (2004)
James M. Calvin, Marvin K. Nakayama
Permuted derivative and importance-sampling estimators for regenerative simulations. Eur. J. Oper. Res. 156 (2) (2004)
Marvin K. Nakayama
Output analysis: analysis of simulation output. WSC (2003)
Marvin K. Nakayama
Output analysis: simulation output analysis. WSC (2002)
James M. Calvin, Marvin K. Nakayama
Output analysis: a comparison of output-analysis methods for simulations of processes with multiple regeneration sequences. WSC (2002)
James M. Calvin, Peter W. Glynn, Marvin K. Nakayama
Steady state simulation analysis: importance sampling using the semi-regenerative method. WSC (2001)
James M. Calvin, Marvin K. Nakayama
Improving standardized time series methods by permuting path segments. WSC (2001)
Marvin K. Nakayama, Bülent Yener
Optimal information dispersal for probabilistic latency targets. Comput. Networks 36 (5/6) (2001)
Victor F. Nicola, Perwez Shahabuddin, Marvin K. Nakayama
Techniques for fast simulation of models of highly dependable systems. IEEE Trans. Reliab. 50 (3) (2001)
James M. Calvin, Marvin K. Nakayama
Central Limit Theorems for Permuted Regenerative Estimators. Oper. Res. 48 (5) (2000)
Sheldon H. Jacobson, John E. Kobza, Marvin K. Nakayama
A sampling procedure to estimate risk probabilities in access-control security systems. Eur. J. Oper. Res. 122 (1) (2000)
James M. Calvin, Peter W. Glynn, Marvin K. Nakayama
On the small-sample optimality of multiple-regeneration estimators. WSC (1999)
Halim Damerdji, Marvin K. Nakayama
Two-Stage Multiple-Comparison Procedures for Steady State Simulations. ACM Trans. Model. Comput. Simul. 9 (1) (1999)
Marvin K. Nakayama
On Derivative Estimation of the Mean Time to Failure in Simulations of Highly Reliable Markovian Systems. Oper. Res. 46 (2) (1998)
James M. Calvin, Marvin K. Nakayama
Exploiting Multiple Regeneration Sequences in Simulation Output Analysis. WSC (1998)
James M. Calvin, Marvin K. Nakayama
Using Permutations in Regenerative Simulations to Reduce Variance. ACM Trans. Model. Comput. Simul. 8 (2) (1998)
Michael Bieber, Michael R. Bartolacci, Jerry Fjermestad, Franz J. Kurfess, Qianhong Liu, Marvin K. Nakayama, Ajaz Rana, Wilhelm R. Rossak, Richard B. Scherl, Murat M. Tanik, Jason Tsong-Li Wang, Raymond T. Yeh, Peter A. Ng, Richard Sweeney, Fabio Vitali
Electronic enterprise engineering: an outline of an architecture. ECBS (1997)
James M. Calvin, Marvin K. Nakayama
A New Variance-Reduction Technique for Regenerative Simulations of Markov Chains. WSC (1997)
Halim Damerdji, Marvin K. Nakayama
Two-Stage Procedures for Multiple Comparisons with a Control in Steady-State Simulations. WSC (1996)
Halim Damerdji, Peter W. Glynn, Marvin K. Nakayama, James R. Wilson
Selecting the Best System in Transient Simulations with Variances Known. WSC (1996)
Marvin K. Nakayama
Selecting the Best System in Steady-State Simulations Using Batch Means. WSC (1995)
Marvin K. Nakayama
Fast simulation methods for highly dependable systems. WSC (1994)
Marvin K. Nakayama
A Characterization of the Simple Failure-Biasing Method for Simulations of Highly Reliable Markovian Systems. ACM Trans. Model. Comput. Simul. 4 (1) (1994)
Alvin M. Blum, Ambuj Goyal, Philip Heidelberger, Stephen S. Lavenberg, Marvin K. Nakayama, Perwez Shahabuddin
Modeling and Analysis of System Dependability Using the System Availability Estimator. FTCS (1994)
Marvin K. Nakayama, Ambuj Goyal, Peter W. Glynn
Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems. Oper. Res. 42 (1) (1994)
Victor F. Nicola, Marvin K. Nakayama, Philip Heidelberger, Ambuj Goyal
Fast Simulation of Highly Dependable Systems with General Failure and Repair Processes. IEEE Trans. Computers 42 (12) (1993)
Perwez Shahabuddin, Marvin K. Nakayama
Estimation of reliability and its derivatives for large time horizons in Markovian systems. WSC (1993)
Marvin K. Nakayama
Efficient Methods for Generating Some Exponentially Tilted Random Variates. WSC (1992)
Victor F. Nicola, Marvin K. Nakayama, Philip Heidelberger, Ambuj Goyal
Fast simulation of dependability models with general failure, repair and maintenance processes. FTCS (1990)