Nonparametric estimation of the service time distribution in the M/G/∞ queue

A Goldenshluger - Advances in Applied Probability, 2016 - cambridge.org
The subject of this paper is the problem of estimating the service time distribution of the
M/G/∞ queue from incomplete data on the queue. The goal is to estimate G from …

Optimization-based calibration of simulation input models

A Goeva, H Lam, H Qian, B Zhang - Operations research, 2019 - pubsonline.informs.org
Studies on simulation input uncertainty are often built on the availability of input data. In this
paper, we investigate an inverse problem where, given only the availability of output data …

Statistical pileup correction method for HPGe detectors

T Trigano, A Souloumiac, T Montagu… - IEEE Transactions …, 2007 - ieeexplore.ieee.org
We consider a nonlinear inversion problem occurring in gamma spectrometry. In that
framework, photon energies are converted to electrical pulses which are susceptible to …

Adaptive minimax estimation of service time distribution in the queue from departure data

W Li, A Goldenshluger - Queueing Systems, 2024 - Springer
This article deals with the problem of estimating the service time distribution of the M t/G/∞
queue from observation of the departure epochs. We develop minimax optimal estimators of …

[LIVRE][B] Rare-Event Estimation and Calibration for Large-Scale Stochastic Simulation Models

Y Bai - 2023 - search.proquest.com
Stochastic simulation has been widely applied in many domains. More recently, however,
the rapid surge of sophisticated problems such as safety evaluation of intelligent systems …

Calibrating over-parametrized simulation models: A framework via eligibility set

Y Bai, T Balch, H Chen, D Dervovic, H Lam… - arxiv preprint arxiv …, 2021 - arxiv.org
Stochastic simulation aims to compute output performance for complex models that lack
analytical tractability. To ensure accurate prediction, the model needs to be calibrated and …

Nonparametric estimation of service time distribution in the queue and related estimation problems

A Goldenshluger - arxiv preprint arxiv:1508.00076, 2015 - arxiv.org
The subject of this paper is the problem of estimating service time distribution of the $
M/G/\infty $ queue from incomplete data on the queue. The goal is to estimate $ G $ from …

[PDF][PDF] Modélisation et estimation de la dépendance et de la régularité. Synthese des travaux de recherche en vue de l'obtention du diplôme d'habilitationa diriger des …

F Roueff - perso.telecom-paristech.fr
Résumé Nous considérons le probleme de l'estimation statistique de parametres de certains
modeles rencontrés dans des contextes de mesures: le parametre de Hurst d'un modele de …

Nonparametric Estimation of the Service Time Distribution in the Mt/G/∞ Queue from Departure Data

W Li - 2021 - search.proquest.com
In this thesis we investigate the problem of estimating the service time distribution of the M
t/G/∞ queue from incomplete data, where only departure epochs are observed over time …

[PDF][PDF] GRADUATE SCHOOL OF ARTS AND SCIENCES

AV GOEVA - 2017 - tudaga.github.io
ABSTRACT A fundamental goal of statisticians is to make inferences from the sample about
characteristics of the underlying population. This is an inverse problem, since we are trying …