Title :
Database Monte Carlo for simulation on demand
Author :
Imry Rosenbaum;Jeremy Staum
Author_Institution :
Department of Industrial Engineering and Management Sciences, McCormick School of Engineering, Northwestern University, 2145 Sheridan Road, Evanston, IL 60208-3119, USA
Abstract :
In the simulation-on-demand paradigm, we invest computational effort by running a simulation experiment before a question is asked, and then we quickly provide an answer by making use of the results of the earlier simulation experiment. This can be done by building a metamodel, but standard metamodeling methods used in stochastic simulation have the disadvantage that they require validation. We show how to use Database Monte Carlo with control variates to provide simulation-on-demand without metamodel validation.
Keywords :
"Computational modeling","Databases","Mathematical model","Analytical models","Monte Carlo methods","Metamodeling","Response surface methodology"
Conference_Titel :
Winter Simulation Conference (WSC), 2015
Electronic_ISBN :
1558-4305
DOI :
10.1109/WSC.2015.7408206