Variance estimation and sequential stopping in steady-state simulations using linear regression.
Vivek GuptaSigrún AndradóttirDavid GoldsmanPublished in: ACM Trans. Model. Comput. Simul. (2014)
Keyphrases
- steady state
- linear regression
- variance estimator
- least squares
- markov chain
- regression methods
- operating conditions
- regression problems
- product form
- steady states
- square loss
- explicit expressions
- generalized linear models
- state dependent
- nonlinear regression
- regression method
- ridge regression
- linear regression model
- queueing networks
- queueing model
- locally weighted
- heavy traffic
- fluid model
- regression model
- importance sampling