Heegaard
Abstract
| This presentation gives a brief survey of speedup techniques for
discrete event simulation where the quantity of interest depends
on rare events to occur. Both rare event simulation approaches like
RESTART/splitting and importance sampling and other complementary
techniques are described. A list of key references to the various
techniques are included. As a pragmatic or engineering approach,
it is recommended that the different techniques are combined whenever
possible instead of seeking the universal optimal technique for
all applications. An example of such an approach is included.
|
Keywords
survey
hybrid
variance reduction
parallel
split restart
Notes
Related Papers
Bibtex
@unpublished{heegaard_survey97,
author = "Poul Heegaard",
title = "Speedup simulation techniques (survey)",
note = "Workshop tutorial on Rare Event Simulation, 28-29 Aug 1997, Aachen, Germany",
year = "1997"
}