Archived lectures from undergraduate course on stochastic simulation given at Arizona State University by Ted Pavlic
Tuesday, November 26, 2019
Lecture L: Course Wrap Up (2019-11-26) – VRT Summary and Closing Course Comments
This lecture opens with a visual summary of four popular variance reduction techniques (VRTs), namely: common random numbers (CRN), antithetic variates (AV), importance sampling, and control variates. It then closes with a few concluding remarks about the IEE 475 course.
Subscribe to:
Post Comments (Atom)
Popular Posts
-
In this lecture, we go over course policies for the Fall 2022 session of IEE 475.
-
In this lecture, we wrap up the course content in IEE 475. We first do a quick overview of the four variance reduction techniques (VRT's...
-
In this lecture, we introduce the three different simulation methodologies (agent-based modeling, system dynamics modeling, and discrete eve...
-
This lecture section is a cumulative review of material from the semester and is meant to serve as a study guide for students preparing for ...
-
Today's lecture covers the basics of probability (including introduction to measure spaces) and random variables. We also go over some r...
-
In this lecture, we (nearly) finish our coverage of Input Modeling, where the focus of this lecture is on parameter estimation and assessing...
-
In this lecture, we continue to discuss hypothesis testing -- introducing parametric, non-parametric, exact, and non-exact tests and reviewi...
-
This lecture continues to discuss issues related to estimating absolute performance from transient and steady-state simulations (of terminat...
-
In this lecture, we review fundamentals of Discrete Event System (DES) simulation (e.g., entities, resources, activities, processes, delays,...
-
In this lecture, we introduce Industrial and Systems Engineering as a blend of science and engineering that necessitates model building. We ...
No comments:
Post a Comment