Efficiency of Estimating Functions of Means in Rare-Event Contexts

Marvin K. Nakayama; Bruno Tuffin

doi:10.1109/WSC60868.2023.10407217

Efficiency of Estimating Functions of Means in Rare-Event Contexts

Marvin K. Nakayama, Bruno Tuffin

Computer Science

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Abstract

When estimating a function of means, where some but not necessarily all of them correspond to rare events, we provide conditions under which having efficient estimators of each individual mean leads to an efficient estimator of the function of the means. We illustrate this setting through several examples, and numerical results complement the theory.

Original language	English (US)
Title of host publication	2023 Winter Simulation Conference, WSC 2023
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	351-362
Number of pages	12
ISBN (Electronic)	9798350369663
DOIs	https://doi.org/10.1109/WSC60868.2023.10407217
State	Published - 2023
Event	2023 Winter Simulation Conference, WSC 2023 - San Antonio, United States Duration: Dec 10 2023 → Dec 13 2023

Publication series

Name	Proceedings - Winter Simulation Conference
ISSN (Print)	0891-7736

Conference

Conference	2023 Winter Simulation Conference, WSC 2023
Country/Territory	United States
City	San Antonio
Period	12/10/23 → 12/13/23

All Science Journal Classification (ASJC) codes

Software
Modeling and Simulation
Computer Science Applications

Access to Document

10.1109/WSC60868.2023.10407217

Cite this

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title = "Efficiency of Estimating Functions of Means in Rare-Event Contexts",

abstract = "When estimating a function of means, where some but not necessarily all of them correspond to rare events, we provide conditions under which having efficient estimators of each individual mean leads to an efficient estimator of the function of the means. We illustrate this setting through several examples, and numerical results complement the theory.",

author = "Nakayama, {Marvin K.} and Bruno Tuffin",

note = "Publisher Copyright: {\textcopyright} 2023 IEEE.; 2023 Winter Simulation Conference, WSC 2023 ; Conference date: 10-12-2023 Through 13-12-2023",

year = "2023",

doi = "10.1109/WSC60868.2023.10407217",

language = "English (US)",

series = "Proceedings - Winter Simulation Conference",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

pages = "351--362",

booktitle = "2023 Winter Simulation Conference, WSC 2023",

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}

Nakayama, MK & Tuffin, B 2023, Efficiency of Estimating Functions of Means in Rare-Event Contexts. in 2023 Winter Simulation Conference, WSC 2023. Proceedings - Winter Simulation Conference, Institute of Electrical and Electronics Engineers Inc., pp. 351-362, 2023 Winter Simulation Conference, WSC 2023, San Antonio, United States, 12/10/23. https://doi.org/10.1109/WSC60868.2023.10407217

TY - GEN

T1 - Efficiency of Estimating Functions of Means in Rare-Event Contexts

AU - Nakayama, Marvin K.

AU - Tuffin, Bruno

PY - 2023

Y1 - 2023

N2 - When estimating a function of means, where some but not necessarily all of them correspond to rare events, we provide conditions under which having efficient estimators of each individual mean leads to an efficient estimator of the function of the means. We illustrate this setting through several examples, and numerical results complement the theory.

AB - When estimating a function of means, where some but not necessarily all of them correspond to rare events, we provide conditions under which having efficient estimators of each individual mean leads to an efficient estimator of the function of the means. We illustrate this setting through several examples, and numerical results complement the theory.

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DO - 10.1109/WSC60868.2023.10407217

M3 - Conference contribution

AN - SCOPUS:85185373088

T3 - Proceedings - Winter Simulation Conference

SP - 351

EP - 362

BT - 2023 Winter Simulation Conference, WSC 2023

PB - Institute of Electrical and Electronics Engineers Inc.

T2 - 2023 Winter Simulation Conference, WSC 2023

Y2 - 10 December 2023 through 13 December 2023

ER -

Efficiency of Estimating Functions of Means in Rare-Event Contexts

Abstract

Publication series

Conference

All Science Journal Classification (ASJC) codes

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