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Statistical Analysis of Simulation Output from Parallel Computing

Published: 09 August 2018 Publication History

Abstract

This article addresses statistical output analysis of transient simulations in the parallel computing environment with fixed computing time. Using parallel computing, most commonly used unbiased estimators based on the output sequence compromise. To rectify this issue, this article proposes an estimation procedure in the Bayesian framework. The proposed procedure is particularly useful when the computing time depends on the output value in each simulation replication. The effectiveness of our method is demonstrated through studies on queuing simulation and control chart simulation.

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  • (2022)Agent-based modelling of helping behaviour diffusion in project teams as an evolutionary processJournal of Simulation10.1080/17477778.2021.199734217:3(279-296)Online publication date: 14-Feb-2022

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    Published In

    cover image ACM Transactions on Modeling and Computer Simulation
    ACM Transactions on Modeling and Computer Simulation  Volume 28, Issue 3
    July 2018
    151 pages
    ISSN:1049-3301
    EISSN:1558-1195
    DOI:10.1145/3236631
    Issue’s Table of Contents
    Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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    Association for Computing Machinery

    New York, NY, United States

    Publication History

    Published: 09 August 2018
    Accepted: 01 February 2018
    Revised: 01 December 2017
    Received: 01 February 2017
    Published in TOMACS Volume 28, Issue 3

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    Author Tags

    1. Bias reduction
    2. Markov chain Monte Carlo
    3. Output analysis
    4. Parallel computing
    5. Transient simulation

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    • Future Resilience System
    • Singapore AcRF funding

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    • (2022)Agent-based modelling of helping behaviour diffusion in project teams as an evolutionary processJournal of Simulation10.1080/17477778.2021.199734217:3(279-296)Online publication date: 14-Feb-2022

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