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» Using common random numbers for indifference-zone selection
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WSC
2007
13 years 7 months ago
Subset selection and optimization for selecting binomial systems applied to supersaturated design generation
The problem of finding the binomial population with the highest success probability is considered when the number of binomial populations is large. A new rigorous indifference zo...
Ning Zheng, Theodore Allen
WSC
2004
13 years 6 months ago
A Large Deviations Perspective on Ordinal Optimization
We consider the problem of optimal allocation of computing budget to maximize the probability of correct selection in the ordinal optimization setting. This problem has been studi...
Peter W. Glynn, Sandeep Juneja
WSC
2001
13 years 6 months ago
Using common random numbers for indifference-zone selection
This paper discusses the validity of using common random numbers (CRNs) with two-stage selection procedures to improve the possibility of correct selection and discusses the intri...
E. Jack Chen
WSC
1997
13 years 6 months ago
How Common Random Numbers Affect Multinomial Selection
We consider the effect of common random numbers (CRNs) among simulated systems in two different multinomial selection procedures; the classical procedure BEM (Bechhofer, Elmaghr...
John O. Miller, Kenneth W. Bauer Jr.
CSC
2006
13 years 6 months ago
Parallel Computations Reveal Hidden Errors of Commonly Used Random Number Generators
This paper reports that in parallel Monte-Carlo simulations of the 2D Ising-Model, commonly used pseudo-random number generators (PRNG) lead to manifestly erroneous results. When ...
Hyo Ashihara, Ai Kuramoto, Isaku Wada, Makoto Mats...