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subject:"Simulation"
type:"article"
~person:"Fu, Michael"
~subject:"Bayesian inference"
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Search: subject_exact:"Estimation theory"
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Simulation
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11
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4
simulation
4
Derivat
3
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stochastic derivative estimation
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Fu, Michael
Tsionas, Efthymios G.
15
Zhang, Xinyu
10
Koop, Gary
9
Lee, Lung-fei
8
Zhang, Xibin
8
Allenby, Greg M.
6
Chaturvedi, Anoop
6
Han, Xiaoyi
6
Khalaf, Lynda
6
Gallant, A. Ronald
5
Goldsman, David Morris
5
Guerrón-Quintana, Pablo A.
5
Hong, Han
5
Lesage, James P.
5
Lopes, Hedibert Freitas
5
Peng, Yijie
5
Simoni, Anna
5
Zou, Guohua
5
Alexopoulos, Christos
4
Ardia, David
4
Baltagi, Badi H.
4
Chan, Joshua
4
Creel, Michael D.
4
Doppelhofer, Gernot
4
Dufour, Jean-Marie
4
Dunson, David B.
4
Hajivassiliou, Vassilis Argyrou
4
Inoue, Atsushi
4
Kilian, Lutz
4
Kristensen, Dennis
4
Lux, Thomas
4
Otter, Thomas
4
Pesaran, M. Hashem
4
Poon, Aubrey
4
Weeks, Melvyn
4
Bauwens, Luc
3
Bergström, Pål
3
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Operations research
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INFORMS journal on computing : JOC
2
European journal of operational research : EJOR
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On the variance of single-run unbiased stochastic derivative estimators
Cui, Zhenyu
;
Fu, Michael
;
Hu, Jian-Qiang
;
Liu, Yanchu
; …
- In:
INFORMS journal on computing : JOC
32
(
2020
)
2
,
pp. 390-407
Persistent link: https://www.econbiz.de/10012242769
Saved in:
2
Maximum likelihood estimation by Monte Carlo simulation : toward data-driven stochastic modeling
Peng, Yijie
;
Fu, Michael
;
Heidergott, Bernd
;
Lam, Henry
- In:
Operations research
68
(
2020
)
6
,
pp. 1896-1912
Persistent link: https://www.econbiz.de/10012392175
Saved in:
3
Optimal unbiased estimation for expected cumulative discounted cost
Cui, Zhenyu
;
Fu, Michael
;
Peng, Yijie
;
Zhu, Lingjiong
- In:
European journal of operational research : EJOR
286
(
2020
)
2
,
pp. 604-618
Persistent link: https://www.econbiz.de/10012291551
Saved in:
4
A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
;
Heidergott, Bernd
- In:
Operations research
66
(
2018
)
2
,
pp. 487-499
Persistent link: https://www.econbiz.de/10011845997
Saved in:
5
On estimating quantile sensitivities via infinitesimal perturbation analysis
Jiang, Guangxin
;
Fu, Michael
- In:
Operations research
63
(
2015
)
2
,
pp. 435-441
Persistent link: https://www.econbiz.de/10010526698
Saved in:
6
Regression models augmented with direct stochastic gradient estimators
Fu, Michael
;
Qu, Huashuai
- In:
INFORMS journal on computing : JOC
26
(
2014
)
3
,
pp. 484-499
Persistent link: https://www.econbiz.de/10010399808
Saved in:
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