Marvin K. Nakayama

Orcid: 0000-0003-1503-373X

Affiliations:
  • New Jersey Institute of Technology, Newark, USA


According to our database1, Marvin K. Nakayama authored at least 74 papers between 1990 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
Sufficient Conditions for Central Limit Theorems and Confidence Intervals for Randomized Quasi-Monte Carlo Methods.
ACM Trans. Model. Comput. Simul., July, 2024

Introduction to the Special Issue for INFORMS Simulation Society (I-Sim) Workshop, 2021.
ACM Trans. Model. Comput. Simul., April, 2024

Monte Carlo Methods for Economic Capital.
INFORMS J. Comput., 2024

2023
Efficiency of Estimating Functions of Means in Rare-Event Contexts.
Proceedings of the Winter Simulation Conference, 2023

Confidence Intervals for Randomized Quasi-Monte Carlo Estimators.
Proceedings of the Winter Simulation Conference, 2023

2022
Density Estimators of the Cumulative Reward Up to a Hitting Time to a Rarely Visited Set of a Regenerative System.
Proceedings of the Winter Simulation Conference, 2022

2021
Sufficient Conditions for a Central Limit Theorem to Assess the Error of Randomized Quasi-Monte Carlo Methods.
Proceedings of the Winter Simulation Conference, 2021

2020
Quantile Estimation Via a Combination of Conditional Monte Carlo and Randomized Quasi-Monte Carlo.
Proceedings of the Winter Simulation Conference, 2020

Comparing Regenerative-Simulation-Based Estimators of the Distribution of the Hitting Time to a Rarely Visited Set.
Proceedings of the Winter Simulation Conference, 2020

2019
Rare-Event Simulation for Distribution Networks.
Oper. Res., 2019

Efficient Estimation of the Mean Hitting Time to a set of A Regenerative System.
Proceedings of the 2019 Winter Simulation Conference, 2019

Randomized Quasi-Monte Carlo for Quantile Estimation.
Proceedings of the 2019 Winter Simulation Conference, 2019

2018
Monte Carlo estimation of Economic Capital.
Proceedings of the 2018 Winter Simulation Conference, 2018

Using Regenerative simulation to Calibrate exponential Approximations to Risk Measures of Hitting times to rarely Visited Sets.
Proceedings of the 2018 Winter Simulation Conference, 2018

2017
Efficient Algorithms for Analyzing Cascading Failures in a Markovian Dependability Model.
IEEE Trans. Reliab., 2017

Efficient Monte Carlo methods for estimating failure probabilities.
Reliab. Eng. Syst. Saf., 2017

Quantile Estimation with Latin Hypercube Sampling.
Oper. Res., 2017

On the estimation of the mean time to failure by simulation.
Proceedings of the 2017 Winter Simulation Conference, 2017

Quantile estimation using conditional Monte Carlo and Latin hypercube sampling.
Proceedings of the 2017 Winter Simulation Conference, 2017

History of improving statistical efficiency.
Proceedings of the 2017 Winter Simulation Conference, 2017

2016
Advantages of variance reduction techniques in establishing confidence intervals for quantiles.
Reliab. Eng. Syst. Saf., 2016

Variance reduction for estimating a failure probability with multiple criteria.
Proceedings of the Winter Simulation Conference, 2016

2015
Resampled Regenerative Estimators.
ACM Trans. Model. Comput. Simul., 2015

Estimating a failure probability using a combination of variance-reduction techniques.
Proceedings of the 2015 Winter Simulation Conference, 2015

2014
Confidence Intervals for Quantiles Using Sectioning When Applying Variance-Reduction Techniques.
ACM Trans. Model. Comput. Simul., 2014

Constructing confidence intervals for a quantile using batching and sectioning when applying latin hypercube sampling.
Proceedings of the 2014 Winter Simulation Conference, 2014

Using sectioning to construct confidence intervals for quantiles when applying antithetic variates.
Proceedings of the 2014 Summer Simulation Multiconference, 2014

Quantile estimation when applying conditional Monte Carlo.
Proceedings of the 4th International Conference On Simulation And Modeling Methodologies, 2014

2013
Confidence intervals for quantiles with standardized time series.
Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013

2012
Confidence intervals for quantiles when applying variance-reduction techniques.
ACM Trans. Model. Comput. Simul., 2012

Using sectioning to construct confidence intervals for quantiles when applying importance sampling.
Proceedings of the Winter Simulation Conference, 2012

2011
On deriving and incorporating multihop path duration estimates in VANET protocols.
ACM Trans. Model. Comput. Simul., 2011

Asymptotic properties of kernel density estimators when applying importance sampling.
Proceedings of the Winter Simulation Conference 2011, 2011

A conditional Monte Carlo method for estimating the failure probability of a distribution network with random demands.
Proceedings of the Winter Simulation Conference 2011, 2011

2010
Confidence intervals for quantiles and value-at-risk when applying importance sampling.
Proceedings of the 2010 Winter Simulation Conference, 2010

2009
A Markovian Dependability Model with Cascading Failures.
IEEE Trans. Computers, 2009

2008
Run-length variability of two-stage multiple comparisons with the best for steady-state simulations and its implications for choosing first-stage run lengths.
Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008

Statistical analysis of simulation output.
Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008

2007
Fixed-width multiple-comparison procedures using common random numbers for steady-state simulations.
Eur. J. Oper. Res., 2007

Single-stage multiple-comparison procedure for quantiles and other parameters.
Proceedings of the Winter Simulation Conference, 2007

Constrained RNA Structural Alignment: Algorithms and Application to Motif Detection in the Untranslated Regions of Trypanosoma brucei mRNAs.
Proceedings of the 7th IEEE International Conference on Bioinformatics and Bioengineering, 2007

2006
The semi-regenerative method of simulation output analysis.
ACM Trans. Model. Comput. Simul., 2006

Permuted Standardized Time Series for Steady-State Simulations.
Math. Oper. Res., 2006

Selection and multiple-comparison procedures for regenerative systems.
Proceedings of the Winter Simulation Conference WSC 2006, 2006

Output analysis for simulations.
Proceedings of the Winter Simulation Conference WSC 2006, 2006

2004
Permuted derivative and importance-sampling estimators for regenerative simulations.
Eur. J. Oper. Res., 2004

Permuted Weighted Area Estimators.
Proceedings of the 36th conference on Winter simulation, 2004

2003
Output analysis: analysis of simulation output.
Proceedings of the 35th Winter Simulation Conference: Driving Innovation, 2003

2002
Output analysis: simulation output analysis.
Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

Output analysis: a comparison of output-analysis methods for simulations of processes with multiple regeneration sequences.
Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

2001
Techniques for fast simulation of models of highly dependable systems.
IEEE Trans. Reliab., 2001

Optimal information dispersal for probabilistic latency targets.
Comput. Networks, 2001

Improving standardized time series methods by permuting path segments.
Proceedings of the 33nd conference on Winter simulation, 2001

Steady state simulation analysis: importance sampling using the semi-regenerative method.
Proceedings of the 33nd conference on Winter simulation, 2001

2000
Central Limit Theorems for Permuted Regenerative Estimators.
Oper. Res., 2000

A sampling procedure to estimate risk probabilities in access-control security systems.
Eur. J. Oper. Res., 2000

1999
Two-Stage Multiple-Comparison Procedures for Steady State Simulations.
ACM Trans. Model. Comput. Simul., 1999

On the small-sample optimality of multiple-regeneration estimators.
Proceedings of the 31st conference on Winter simulation: Simulation, 1999

1998
Using Permutations in Regenerative Simulations to Reduce Variance.
ACM Trans. Model. Comput. Simul., 1998

On Derivative Estimation of the Mean Time to Failure in Simulations of Highly Reliable Markovian Systems.
Oper. Res., 1998

Exploiting Multiple Regeneration Sequences in Simulation Output Analysis.
Proceedings of the 30th conference on Winter simulation, 1998

1997
A New Variance-Reduction Technique for Regenerative Simulations of Markov Chains.
Proceedings of the 29th conference on Winter simulation, 1997

Electronic enterprise engineering: an outline of an architecture.
Proceedings of the 1997 Workshop on Engineering of Computer-Based Systems (ECBS '97), 1997

1996
Two-Stage Procedures for Multiple Comparisons with a Control in Steady-State Simulations.
Proceedings of the 28th conference on Winter simulation, 1996

Selecting the Best System in Transient Simulations with Variances Known.
Proceedings of the 28th conference on Winter simulation, 1996

1995
Selecting the Best System in Steady-State Simulations Using Batch Means.
Proceedings of the 27th conference on Winter simulation, 1995

1994
A Characterization of the Simple Failure-Biasing Method for Simulations of Highly Reliable Markovian Systems.
ACM Trans. Model. Comput. Simul., 1994

Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems.
Oper. Res., 1994

Fast simulation methods for highly dependable systems.
Proceedings of the 26th conference on Winter simulation, 1994

Modeling and Analysis of System Dependability Using the System Availability Estimator.
Proceedings of the Digest of Papers: FTCS/24, 1994

1993
Fast Simulation of Highly Dependable Systems with General Failure and Repair Processes.
IEEE Trans. Computers, 1993

Estimation of reliability and its derivatives for large time horizons in Markovian systems.
Proceedings of the 25th Winter Simulation Conference, 1993

1992
Efficient Methods for Generating Some Exponentially Tilted Random Variates.
Proceedings of the 24th Winter Simulation Conference, 1992

1990
Fast simulation of dependability models with general failure, repair and maintenance processes.
Proceedings of the 20th International Symposium on Fault-Tolerant Computing, 1990


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