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Nakayama, Marvin K.
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1

Introduction to the Special Issue for INFORMS Simulation So..:

Barton, Russell R. ; Nakayama, Marvin K. ; Shanbhag, Uday V..
ACM Transactions on Modeling and Computer Simulation.  34 (2024)  2 - p. 1-3 , 2024
Link: https://doi.org/10.1145/..
 
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2

Monte Carlo Methods for Economic Capital:

Li, Yajuan ; Kaplan, Zachary T. ; Nakayama, Marvin K.
INFORMS Journal on Computing.  36 (2024)  1 - p. 266-284 , 2024
Link: https://doi.org/10.1287/..
 
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3

Sufficient Conditions for Central Limit Theorems and Confid..:

Nakayama, Marvin K. ; Tuffin, Bruno
ACM Transactions on Modeling and Computer Simulation.  34 (2024)  3 - p. 1-38 , 2024
Link: https://doi.org/10.1145/..
 
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4

Confidence Intervals for Randomized Quasi-Monte Carlo Estim..:

, In: 2023 Winter Simulation Conference (WSC),
L'Ecuyer, Pierre ; Nakayama, Marvin K. ; Owen, Art B.. - p. 445-456 , 2023
Link: https://doi.org/10.1109/..
 
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5

Efficiency of Estimating Functions of Means in Rare-Event C..:

, In: 2023 Winter Simulation Conference (WSC),
Nakayama, Marvin K. ; Tuffin, Bruno - p. 351-362 , 2023
Link: https://doi.org/10.1109/..
 
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6

Array-RQMC to Speed up the Simulation for Estimating the Hi..:

, In: Advances in Modeling and Simulation,
Nakayama, Marvin K. ; Tuffin, Bruno - p. 333-351 , 2022
Link: https://doi.org/10.1007/..
 
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7

Density Estimators of the Cumulative Reward Up to a Hitting..:

, In: 2022 Winter Simulation Conference (WSC),
Nakayama, Marvin K. ; Tuffin, Bruno - p. 121-132 , 2022
Link: https://doi.org/10.1109/..
 
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8

Sufficient conditions for a central limit theorem to assess..:

, In: Proceedings of the Winter Simulation Conference,
Nakayama, Marvin K. ; Tuffin, Bruno - p. 1-12 , 2021
Link: https://dl.acm.org/doi/1..
 
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9

Sufficient Conditions for a Central Limit Theorem to Assess..:

, In: 2021 Winter Simulation Conference (WSC),
Nakayama, Marvin K. ; Tuffin, Bruno - p. 1-12 , 2021
Link: https://doi.org/10.1109/..
 
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10

A Tutorial on Quantile Estimation via Monte Carlo:

, In: Springer Proceedings in Mathematics & Statistics; Monte Carlo and Quasi-Monte Carlo Methods,
Dong, Hui ; Nakayama, Marvin K. - p. 3-30 , 2020
Link: https://doi.org/10.1007/..
 
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11

Comparing regenerative-simulation-based estimators of the d..:

, In: Proceedings of the Winter Simulation Conference,
Glynn, Peter W. ; Nakayama, Marvin K. ; Tuffin, Bruno - p. 421-432 , 2020
Link: https://dl.acm.org/doi/1..
 
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12

Quantile estimation via a combination of conditional Monte ..:

, In: Proceedings of the Winter Simulation Conference,
Nakayama, Marvin K. ; Kaplan, Zachary T. ; Li, Yajuan.. - p. 301-312 , 2020
Link: https://dl.acm.org/doi/1..
 
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13

Randomized Quasi-Monte Carlo for Quantile Estimation:

, In: 2019 Winter Simulation Conference (WSC),
Kaplan, Zachary T. ; Li, Yajuan ; Nakayama, Marvin K.. - p. 428-439 , 2019
Link: https://doi.org/10.1109/..
 
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14

Efficient estimation of the mean hitting time to a set of a..:

, In: Proceedings of the Winter Simulation Conference,
Nakayama, Marvin K. ; Tuffin, Bruno - p. 416-427 , 2019
Link: https://dl.acm.org/doi/1..
 
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15

Randomized quasi-monte carlo for quantile estimation:

, In: Proceedings of the Winter Simulation Conference,
Kaplan, Zachary T. ; Li, Yajuan ; Nakayama, Marvin K.. - p. 428-439 , 2019
Link: https://dl.acm.org/doi/1..
 
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