Marvin K. Nakayama

75 papers C 2Misc 42Journal 27Unranked 4
YearRankTypeTitle / Venue / Authors
2024 J jnl
Introduction to the Special Issue for INFORMS Simulation Society (I-Sim) Workshop, 2021.
ACM Trans. Model. Comput. Simul.
Russell R. Barton, Marvin K. Nakayama, Uday V. Shanbhag, Eunhye Song
2024 J jnl
Monte Carlo Methods for Economic Capital.
INFORMS J. Comput.
Yajuan Li, Zachary T. Kaplan, Marvin K. Nakayama
2024 Misc conf
Some Asymptotic Regimes for Quantile Estimation.
WSC
Marvin K. Nakayama, Bruno Tuffin
2024 J jnl
Sufficient Conditions for Central Limit Theorems and Confidence Intervals for Randomized Quasi-Monte Carlo Methods.
ACM Trans. Model. Comput. Simul.
Marvin K. Nakayama, Bruno Tuffin
2023 Misc conf
Confidence Intervals for Randomized Quasi-Monte Carlo Estimators.
WSC
Pierre L'Ecuyer, Marvin K. Nakayama, Art B. Owen, Bruno Tuffin
2023 Misc conf
Efficiency of Estimating Functions of Means in Rare-Event Contexts.
WSC
Marvin K. Nakayama, Bruno Tuffin
2022 Misc conf
Density Estimators of the Cumulative Reward Up to a Hitting Time to a Rarely Visited Set of a Regenerative System.
WSC
Marvin K. Nakayama, Bruno Tuffin
2021 Misc conf
Sufficient Conditions for a Central Limit Theorem to Assess the Error of Randomized Quasi-Monte Carlo Methods.
WSC
Marvin K. Nakayama, Bruno Tuffin
2020 Misc conf
Comparing Regenerative-Simulation-Based Estimators of the Distribution of the Hitting Time to a Rarely Visited Set.
WSC
Peter W. Glynn, Marvin K. Nakayama, Bruno Tuffin
2020 Misc conf
Quantile Estimation Via a Combination of Conditional Monte Carlo and Randomized Quasi-Monte Carlo.
WSC
Marvin K. Nakayama, Zachary T. Kaplan, Yajuan Li, Bruno Tuffin, Pierre L'Ecuyer
2019 Misc conf
Efficient Estimation of the Mean Hitting Time to a set of A Regenerative System.
WSC
Marvin K. Nakayama, Bruno Tuffin
2019 Misc conf
Randomized Quasi-Monte Carlo for Quantile Estimation.
WSC
Zachary T. Kaplan, Yajuan Li, Marvin K. Nakayama, Bruno Tuffin
2019 J jnl
Rare-Event Simulation for Distribution Networks.
Oper. Res.
Jose H. Blanchet, Juan Li, Marvin K. Nakayama
2018 Misc conf
Monte Carlo estimation of Economic Capital.
WSC
Zachary T. Kaplan, Yajuan Li, Marvin K. Nakayama
2018 Misc conf
Using Regenerative simulation to Calibrate exponential Approximations to Risk Measures of Hitting times to rarely Visited Sets.
WSC
Peter W. Glynn, Marvin K. Nakayama, Bruno Tuffin
2017 J jnl
Efficient Algorithms for Analyzing Cascading Failures in a Markovian Dependability Model.
IEEE Trans. Reliab.
Mihir Sanghavi, Sashank Tadepalli, Timothy J. Boyle, Matthew Downey, Marvin K. Nakayama
2017 J jnl
Efficient Monte Carlo methods for estimating failure probabilities.
Reliab. Eng. Syst. Saf.
Andres Alban, Hardik A. Darji, Atsuki Imamura, Marvin K. Nakayama
2017 Misc conf
History of improving statistical efficiency.
WSC
Russell R. Barton, Marvin K. Nakayama, Lee Schruben
2017 Misc conf
On the estimation of the mean time to failure by simulation.
WSC
Peter W. Glynn, Marvin K. Nakayama, Bruno Tuffin
2017 J jnl
Quantile Estimation with Latin Hypercube Sampling.
Oper. Res.
Hui Dong, Marvin K. Nakayama
2017 Misc conf
Quantile estimation using conditional Monte Carlo and Latin hypercube sampling.
WSC
Hui Dong, Marvin K. Nakayama
2016 J jnl
Advantages of variance reduction techniques in establishing confidence intervals for quantiles.
Reliab. Eng. Syst. Saf.
Dave Grabaskas, Marvin K. Nakayama, Richard Denning, Tunc Aldemir
2016 Misc conf
Variance reduction for estimating a failure probability with multiple criteria.
WSC
Andres Alban, Hardik A. Darji, Atsuki Imamura, Marvin K. Nakayama
2015 Misc conf
Estimating a failure probability using a combination of variance-reduction techniques.
WSC
Marvin K. Nakayama
2015 J jnl
Resampled Regenerative Estimators.
ACM Trans. Model. Comput. Simul.
James M. Calvin, Marvin K. Nakayama
2014 J jnl
Confidence Intervals for Quantiles Using Sectioning When Applying Variance-Reduction Techniques.
ACM Trans. Model. Comput. Simul.
Marvin K. Nakayama
2014 Misc conf
Constructing confidence intervals for a quantile using batching and sectioning when applying latin hypercube sampling.
WSC
Hui Dong, Marvin K. Nakayama
2014 C conf
Quantile estimation when applying conditional Monte Carlo.
SIMULTECH
Marvin K. Nakayama
2014 — conf
Using sectioning to construct confidence intervals for quantiles when applying antithetic variates.
SummerSim
Marvin K. Nakayama
2013 Misc conf
Confidence intervals for quantiles with standardized time series.
WSC
James M. Calvin, Marvin K. Nakayama
2012 J jnl
Confidence intervals for quantiles when applying variance-reduction techniques.
ACM Trans. Model. Comput. Simul.
Fang Chu, Marvin K. Nakayama
2012 Misc conf
Using sectioning to construct confidence intervals for quantiles when applying importance sampling.
WSC
Marvin K. Nakayama
2011 Misc conf
A conditional Monte Carlo method for estimating the failure probability of a distribution network with random demands.
WSC
Jose H. Blanchet, Juan Li, Marvin K. Nakayama
2011 Misc conf
Asymptotic properties of kernel density estimators when applying importance sampling.
WSC
Marvin K. Nakayama
2011 J jnl
On deriving and incorporating multihop path duration estimates in VANET protocols.
ACM Trans. Model. Comput. Simul.
Josiane Nzouonta, Marvin K. Nakayama, Cristian Borcea
2010 Misc conf
Confidence intervals for quantiles and value-at-risk when applying importance sampling.
WSC
Fang Chu, Marvin K. Nakayama
2009 J jnl
A Markovian Dependability Model with Cascading Failures.
IEEE Trans. Computers
Srinivasan M. Iyer, Marvin K. Nakayama, Alexandros V. Gerbessiotis
2008 Misc conf
Run-length variability of two-stage multiple comparisons with the best for steady-state simulations and its implications for choosing first-stage run lengths.
WSC
Marvin K. Nakayama
2008 Misc conf
Statistical analysis of simulation output.
WSC
Marvin K. Nakayama
2007 C conf
Constrained RNA Structural Alignment: Algorithms and Application to Motif Detection in the Untranslated Regions of Trypanosoma brucei mRNAs.
BIBE
Mugdha Khaladkar, Vivian Bellofatto, Jason Tsong-Li Wang, Vandanaben Patel, Marvin K. Nakayama
2007 J jnl
Fixed-width multiple-comparison procedures using common random numbers for steady-state simulations.
Eur. J. Oper. Res.
Marvin K. Nakayama
2007 Misc conf
Single-stage multiple-comparison procedure for quantiles and other parameters.
WSC
Marvin K. Nakayama
2006 Misc conf
Output analysis for simulations.
WSC
Marvin K. Nakayama
2006 J jnl
Permuted Standardized Time Series for Steady-State Simulations.
Math. Oper. Res.
James M. Calvin, Marvin K. Nakayama
2006 Misc conf
Selection and multiple-comparison procedures for regenerative systems.
WSC
Marvin K. Nakayama
2006 J jnl
The semi-regenerative method of simulation output analysis.
ACM Trans. Model. Comput. Simul.
James M. Calvin, Peter W. Glynn, Marvin K. Nakayama
2004 Misc conf
Permuted Weighted Area Estimators.
WSC
James M. Calvin, Marvin K. Nakayama
2004 J jnl
Permuted derivative and importance-sampling estimators for regenerative simulations.
Eur. J. Oper. Res.
James M. Calvin, Marvin K. Nakayama
2003 Misc conf
Output analysis: analysis of simulation output.
WSC
Marvin K. Nakayama
2002 Misc conf
Output analysis: a comparison of output-analysis methods for simulations of processes with multiple regeneration sequences.
WSC
James M. Calvin, Marvin K. Nakayama
2002 Misc conf
Output analysis: simulation output analysis.
WSC
Marvin K. Nakayama
2001 Misc conf
Improving standardized time series methods by permuting path segments.
WSC
James M. Calvin, Marvin K. Nakayama
2001 J jnl
Optimal information dispersal for probabilistic latency targets.
Comput. Networks
Marvin K. Nakayama, Bülent Yener
2001 Misc conf
Steady state simulation analysis: importance sampling using the semi-regenerative method.
WSC
James M. Calvin, Peter W. Glynn, Marvin K. Nakayama
2001 J jnl
Techniques for fast simulation of models of highly dependable systems.
IEEE Trans. Reliab.
Victor F. Nicola, Perwez Shahabuddin, Marvin K. Nakayama
2000 J jnl
A sampling procedure to estimate risk probabilities in access-control security systems.
Eur. J. Oper. Res.
Sheldon H. Jacobson, John E. Kobza, Marvin K. Nakayama
2000 J jnl
Central Limit Theorems for Permuted Regenerative Estimators.
Oper. Res.
James M. Calvin, Marvin K. Nakayama
1999 Misc conf
On the small-sample optimality of multiple-regeneration estimators.
WSC
James M. Calvin, Peter W. Glynn, Marvin K. Nakayama
1999 J jnl
Two-Stage Multiple-Comparison Procedures for Steady State Simulations.
ACM Trans. Model. Comput. Simul.
Halim Damerdji, Marvin K. Nakayama
1998 Misc conf
Exploiting Multiple Regeneration Sequences in Simulation Output Analysis.
WSC
James M. Calvin, Marvin K. Nakayama
1998 J jnl
On Derivative Estimation of the Mean Time to Failure in Simulations of Highly Reliable Markovian Systems.
Oper. Res.
Marvin K. Nakayama
1998 J jnl
Using Permutations in Regenerative Simulations to Reduce Variance.
ACM Trans. Model. Comput. Simul.
James M. Calvin, Marvin K. Nakayama
1997 Misc conf
A New Variance-Reduction Technique for Regenerative Simulations of Markov Chains.
WSC
James M. Calvin, Marvin K. Nakayama
1997 — conf
Electronic enterprise engineering: an outline of an architecture.
ECBS
Michael Bieber, Michael R. Bartolacci, Jerry Fjermestad, Franz J. Kurfess, Qianhong Liu, Marvin K. Nakayama, Ajaz Rana, Wilhelm R. Rossak, Richard B. Scherl, Murat M. Tanik, Jason Tsong-Li Wang, Raymond T. Yeh, Peter A. Ng, Richard Sweeney, Fabio Vitali
1996 Misc conf
Selecting the Best System in Transient Simulations with Variances Known.
WSC
Halim Damerdji, Peter W. Glynn, Marvin K. Nakayama, James R. Wilson
1996 Misc conf
Two-Stage Procedures for Multiple Comparisons with a Control in Steady-State Simulations.
WSC
Halim Damerdji, Marvin K. Nakayama
1995 Misc conf
Selecting the Best System in Steady-State Simulations Using Batch Means.
WSC
Marvin K. Nakayama
1994 J jnl
A Characterization of the Simple Failure-Biasing Method for Simulations of Highly Reliable Markovian Systems.
ACM Trans. Model. Comput. Simul.
Marvin K. Nakayama
1994 Misc conf
Fast simulation methods for highly dependable systems.
WSC
Marvin K. Nakayama
1994 J jnl
Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems.
Oper. Res.
Marvin K. Nakayama, Ambuj Goyal, Peter W. Glynn
1994 — conf
Modeling and Analysis of System Dependability Using the System Availability Estimator.
FTCS
Alvin M. Blum, Ambuj Goyal, Philip Heidelberger, Stephen S. Lavenberg, Marvin K. Nakayama, Perwez Shahabuddin
1993 Misc conf
Estimation of reliability and its derivatives for large time horizons in Markovian systems.
WSC
Perwez Shahabuddin, Marvin K. Nakayama
1993 J jnl
Fast Simulation of Highly Dependable Systems with General Failure and Repair Processes.
IEEE Trans. Computers
Victor F. Nicola, Marvin K. Nakayama, Philip Heidelberger, Ambuj Goyal
1992 Misc conf
Efficient Methods for Generating Some Exponentially Tilted Random Variates.
WSC
Marvin K. Nakayama
1990 — conf
Fast simulation of dependability models with general failure, repair and maintenance processes.
FTCS
Victor F. Nicola, Marvin K. Nakayama, Philip Heidelberger, Ambuj Goyal