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2020 – today
- 2024
[j47]Athanasios Lolos
, Joseph Haden Boone, Christos Alexopoulos, David Goldsman, Kemal Dinçer Dingeç, Anup C. Mokashi, James R. Wilson:
SQSTS: A sequential procedure for estimating steady-state quantiles using standardized time series. J. Simulation 18(6): 988-1010 (2024)- 2023
- [c102]Athanasios Lolos, Christos Alexopoulos, David Goldsman, Kemal Dinçer Dingeç, Anup C. Mokashi, James R. Wilson:
A Fixed-Sample-Size Method for Estimating Steady-State Quantiles. WSC 2023: 457-468 - 2022
- [c101]Lei Lei, Christos Alexopoulos, Yijie Peng, James R. Wilson:
Estimating Confidence Regions for Distortion Risk Measures and Their Gradients. WSC 2022: 13-24 - [c100]Athanasios Lolos, Joseph Haden Boone, Christos Alexopoulos, David Goldsman, Kemal Dinçer Dingeç, Anup C. Mokashi, James R. Wilson:
A Sequential Method for Estimating Steady-State Quantiles Using Standardized Time Series. WSC 2022: 73-84 - 2020
- [c99]Christos Alexopoulos, Joseph Haden Boone, David Goldsman, Athanasios Lolos, Kemal Dinçer Dingeç, James R. Wilson:
Steady-State Quantile Estimation Using Standardized Time Series. WSC 2020: 289-300 - [c98]Lei Lei, Christos Alexopoulos, Yijie Peng, James R. Wilson:
Confidence Intervals and Regions for Quantiles using Conditional Monte Carlo and Generalized Likelihood Ratios. WSC 2020: 2071-2082
2010 – 2019
- 2019
- [j46]Ran Liu, Michael E. Kuhl, Yunan Liu, James R. Wilson:
Modeling and Simulation of Nonstationary Non-Poisson Arrival Processes. INFORMS J. Comput. 31(2): 347-366 (2019) - [j45]Christos Alexopoulos, David Goldsman, Anup C. Mokashi, Kai-Wen Tien, James R. Wilson:
Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations. Oper. Res. 67(4): 1162-1183 (2019) - [c97]Christos Alexopoulos, David Goldsman, Anup C. Mokashi, James R. Wilson:
Sequential Estimation of Steady-State Quantiles: Some New Developments in Methods and Software. WSC 2019: 3774-3785 - 2018
- [c96]Kemal Dinçer Dingeç, Christos Alexopoulos, David Goldsman, Melike Meterelliyoz, James R. Wilson:
Multiply reflected variance estimators for simulation. WSC 2018: 1670-1681 - [c95]Christos Alexopoulos, David Goldsman, Anup C. Mokashi, James R. Wilson:
Sequential estimation of steady-State quantiles: Lessons Learned and Future Directions. WSC 2018: 1814-1825 - [c94]Timothy A. Moore, Brandon M. McConnell, James R. Wilson:
Simulation-based Evaluation on Integrating additive manufacturing Capability in a Deployed Military Environment. WSC 2018: 3721-3729 - 2017
- [j44]Christos Alexopoulos, David Goldsman, Anup C. Mokashi, James R. Wilson:
Automated Estimation of Extreme Steady-State Quantiles via the Maximum Transformation. ACM Trans. Model. Comput. Simul. 27(4): 22 (2017) - [c93]David Goldsman, Mariana de Almeida Costa, Paul Goldsman, James R. Wilson:
History of the winter simulation conference: Overview and notable facts and figures. WSC 2017: 16-39 - [c92]Robert G. Sargent, James R. Wilson:
Creation of the computer simulation archive. WSC 2017: 324-329 - 2016
- [j43]James R. Thompson, James R. Wilson:
Multifractal detrended fluctuation analysis: Practical applications to financial time series. Math. Comput. Simul. 126: 63-88 (2016) - 2015
- [j42]James R. Thompson, James R. Wilson:
Agent-based simulations of financial markets: zero- and positive-intelligence models. Simul. 91(6): 527-552 (2015) - [c91]Kemal Dinçer Dingeç, Christos Alexopoulos, David Goldsman, James R. Wilson, Wenchi Chiu, Tûba Aktaran-Kalayci:
Jackknifed variance estimators for simulation output analysis. WSC 2015: 459-471 - [c90]Christos Alexopoulos, David Goldsman, Anup C. Mokashi, Kai-Wen Tien, James R. Wilson:
Sequem: estimating extreme steady-state quantiles via the maximum transformation. WSC 2015: 562-574 - [c89]Ran Liu, Michael E. Kuhl, Yunan Liu, James R. Wilson:
Combined inversion and thinning methods for simulating nonstationary non-poisson arrival processes. WSC 2015: 586-597 - [c88]Karen Hicklin, Julie S. Ivy, James R. Wilson, Evan R. Myers:
Using percentile matching to simulate labor progression and the effect of labor duration on birth complications. WSC 2015: 3104-3105 - 2014
- [c87]Benjamin J. Lobo, T. J. Thoney, Russell E. King, James R. Wilson:
A Probabilistic Characterization of Allocation Performance in a Worker-Constrained Job Shop. Essays in Production, Project Planning and Scheduling 2014: 301-341 - [c86]James R. Thompson, James R. Wilson:
Multifractal time series analysis of positive-intelligence agent-based simulations of financial markets. WSC 2014: 219-230 - [c85]Christos Alexopoulos, David Goldsman, Anup C. Mokashi, Rong Nie, Qing Sun, Kai-Wen Tien, James R. Wilson:
Sequest: a sequential procedure for estimating steady-state quantiles. WSC 2014: 662-673 - 2013
- [j41]Benjamin J. Lobo, Thom J. Hodgson, Russell E. King, Kristin A. Thoney, James R. Wilson:
An effective lower bound on Lmax in a worker-constrained job shop. Comput. Oper. Res. 40(1): 328-343 (2013) - [j40]Benjamin J. Lobo, Thom J. Hodgson, Russell E. King, Kristin A. Thoney, James R. Wilson:
Allocating job-shop manpower to minimize LMAX: Optimality criteria, search heuristics, and probabilistic quality metrics. Comput. Oper. Res. 40(10): 2569-2584 (2013) - [c84]Jeremy J. Tejada, Kathleen M. Diehl, Julie Simmons Ivy, James R. Wilson, Russell E. King, Matthew J. Ballan, Michael G. Kay, Bonnie C. Yankaskas:
Combined DES/SD simulaton model of breast cancer screening for older women: An overview. WSC 2013: 41-53 - [c83]Richard E. Nance, Robert G. Sargent, James R. Wilson:
A retrospective oral history of computer simulation: Progress report. WSC 2013: 252-257 - [c82]Christos Alexopoulos, David Goldsman, Peng Tang, James R. Wilson:
A sequential procedure for estimating the steady-state mean using standardized time series. WSC 2013: 613-622 - [c81]Emily K. Lada, Anup C. Mokashi, James R. Wilson:
ARD: An automated replication-deletion method for simulation analysis. WSC 2013: 802-813 - [c80]James R. Thompson, James R. Wilson:
Multifractal analysis of agent-based financial markets. WSC 2013: 1383-1394 - 2012
- [c79]Christos Alexopoulos, David Goldsman, James R. Wilson:
A new perspective on batched quantile estimation. WSC 2012: 16:1-16:11 - [c78]James R. Thompson, James R. Wilson, Edward P. Fitts:
Analysis of market returns using multifractal time series and agent-based simulation. WSC 2012: 315:1-315:2 - [c77]James R. Thompson, James R. Wilson, Edward P. Fitts:
Analysis of market returns using multifractal time series and agent-based simulation. WSC 2012: 323:1-323:2 - 2011
- [j39]Ali Tafazzoli, James R. Wilson, Emily K. Lada, Natalie M. Steiger:
Performance of Skart: A Skewness- and Autoregression-Adjusted Batch Means Procedure for Simulation Analysis. INFORMS J. Comput. 23(2): 297-314 (2011) - [j38]James R. Wilson:
Note on 'Influences of Resource Limitations and Transmission Costs on Epidemic Simulations and Critical Thresholds in Scale-Free Networks'. Simul. 87(3): 262-266 (2011) - [j37]Ali Tafazzoli, Natalie M. Steiger, James R. Wilson:
N-Skart: A Nonsequential Skewness- and Autoregression-Adjusted Batch-Means Procedure for Simulation Analysis. IEEE Trans. Autom. Control. 56(2): 254-264 (2011) - [c76]Christos Alexopoulos, David Goldsman, James R. Wilson:
Overlapping batch means: something more for nothing? WSC 2011: 401-411 - [c75]Tûba Aktaran-Kalayci, David Goldsman, Christos Alexopoulos, James R. Wilson:
On the mean-squared error of variance estimators for computer simulations. WSC 2011: 549-555 - 2010
- [j36]Michael E. Kuhl, Julie Simmons Ivy, Emily K. Lada, Natalie M. Steiger, Mary Ann Flanigan Wagner, James R. Wilson:
Univariate input models for stochastic simulation. J. Simulation 4(2): 81-97 (2010) - [c74]David Goldsman, Richard E. Nance, James R. Wilson:
A brief history of simulation revisited. WSC 2010: 567-574 - [c73]Anup C. Mokashi, Jeremy J. Tejada, Saeideh Yousefi, Ali Tafazzoli, Tianxiang Xu, James R. Wilson, Natalie M. Steiger:
Performance comparison of MSER-5 and N-Skart on the simulation start-up problem. WSC 2010: 971-982
2000 – 2009
- 2009
- [c72]Li Han, Lee Rudolph, Sam Dorsey-Gordon, Dylan Glotzer, Dan Menard, Jonathan Moran, James R. Wilson:
Bending and kissing: Computing self-contact configurations of planar loops with revolute joints. ICRA 2009: 1346-1351 - [c71]Robert A. Strong, Natalie M. Steiger, James R. Wilson:
Introduction to Financial Risk Assessment using Monte Carlo Simulation. WSC 2009: 99-118 - [c70]Michael E. Kuhl, Emily K. Lada, Mary Ann Flanigan Wagner, Julie Simmons Ivy, Natalie M. Steiger, James R. Wilson:
Introduction to Modeling and Generating Probabilistic Input Processes for Simulation. WSC 2009: 184-202 - [c69]David Goldsman, Richard E. Nance, James R. Wilson:
A Brief History of Simulation. WSC 2009: 310-313 - [c68]Ali Tafazzoli, James R. Wilson:
N-Skart: A Nonsequential Skewness- and Autoregression-adjusted Batch-means Procedure for Simulation Analysis. WSC 2009: 652-662 - 2008
- [j35]Emily K. Lada, Natalie M. Steiger, James R. Wilson:
SBatch: A spaced batch means procedure for steady-state simulation analysis. J. Simulation 2(3): 170-185 (2008) - [c67]Michael E. Kuhl, Emily K. Lada, Natalie M. Steiger, Mary Ann Flanigan Wagner, James R. Wilson:
Introduction to modeling and generating probabilistic input processes for simulation. WSC 2008: 48-61 - [c66]Michael E. Kuhl, Shalaka C. Deo, James R. Wilson:
Smooth flexible models of nonhomogeneous poisson processes using one or more process realizations. WSC 2008: 353-361 - [c65]Ali Tafazzoli, James R. Wilson, Emily K. Lada, Natalie M. Steiger:
Skart: A skewness- and autoregression-adjusted batch-means procedure for simulation analysis. WSC 2008: 387-395 - [c64]Joongsup Lee, Christos Alexopoulos, David Goldsman, Seong-Hee Kim, Kwok-Leung Tsui, James R. Wilson:
A distribution-free tabular CUSUM chart for correlated data with automated variance estimation. WSC 2008: 417-425 - 2007
- [j34]Emily K. Lada, James R. Wilson, Natalie M. Steiger, Jeffrey A. Joines:
Performance of a Wavelet-Based Spectral Procedure for Steady-State Simulation Analysis. INFORMS J. Comput. 19(2): 150-160 (2007) - [j33]Christos Alexopoulos, Nilay Tanik Argon, David Goldsman, Natalie M. Steiger, Gamze Tokol, James R. Wilson:
Efficient Computation of Overlapping Variance Estimators for Simulation. INFORMS J. Comput. 19(3): 314-327 (2007) - [j32]Christos Alexopoulos, Nilay Tanik Argon, David Goldsman, Gamze Tokol, James R. Wilson:
Overlapping Variance Estimators for Simulation. Oper. Res. 55(6): 1090-1103 (2007) - [j31]Tûba Aktaran-Kalayci, David Goldsman, James R. Wilson:
Linear combinations of overlapping variance estimators for simulation. Oper. Res. Lett. 35(4): 439-447 (2007) - [j30]James R. Wilson:
Editor's introduction: Special issue honoring Perwez Shahabuddin. ACM Trans. Model. Comput. Simul. 17(2): 5 (2007) - [c63]A. Alan B. Pritsker, David L. Martin, Janet S. Reust, Mary Ann Flanigan Wagner, O. Patrick Daily, Ann M. Harper, Erick B. Edwards, Leah E. Bennett, James R. Wilson, Michael E. Kuhl, John P. Roberts, Margaret D. Allen, James F. Burdick:
Organ transplantation policy evaluation (1995). WSC 2007: 10 - [c62]Michael E. Kuhl, Emily K. Lada, Natalie M. Steiger, Mary Ann Flanigan Wagner, James R. Wilson:
Introduction to modeling and generating probabilistic input processes for simulation. WSC 2007: 63-76 - [c61]Debra A. Elkins, A. Christine LaFleur, Earnest Foster, Jeffrey D. Tew, Bahar Biller, James R. Wilson:
Clinic: correlated inputs in an automotive paint shop fire risk simulation. WSC 2007: 250-259 - [c60]Tûba Aktaran-Kalayci, David Goldsman, James R. Wilson:
Confidence interval estimation using linear combinations of overlapping variance estimators. WSC 2007: 448-454 - [c59]Claudia Antonini, Christos Alexopoulos, David Goldsman, James R. Wilson:
Folded standardized time series area variance estimators for simulation. WSC 2007: 455-462 - [c58]Emily K. Lada, James R. Wilson:
SBatch: a spaced batch means procedure for simulation analysis. WSC 2007: 463-471 - 2006
- [j29]Emily K. Lada, James R. Wilson:
A wavelet-based spectral procedure for steady-state simulation analysis. Eur. J. Oper. Res. 174(3): 1769-1801 (2006) - [j28]Michael E. Kuhl, Sachin G. Sumant, James R. Wilson:
An Automated Multiresolution Procedure for Modeling Complex Arrival Processes. INFORMS J. Comput. 18(1): 3-18 (2006) - [c57]Michael E. Kuhl, Emily K. Lada, Natalie M. Steiger, Mary Ann Flanigan Wagner, James R. Wilson:
Introduction to modeling and generating probabilistic input processes for simulation. WSC 2006: 19-35 - [c56]Emily K. Lada, James R. Wilson:
Performance evaluation of spectral procedures for simulation analysis. WSC 2006: 198-207 - 2005
- [j27]Chun-Hung Chen, Jack P. C. Kleijnen, James R. Wilson, Özalp Özer:
Operations Research 2004 Meritorious Service Award Recipients and Appreciation to 2004 Referees. Oper. Res. 53(5): 889 (2005) - [j26]Natalie M. Steiger, Emily K. Lada, James R. Wilson, Jeffrey A. Joines, Christos Alexopoulos, David Goldsman:
ASAP3: a batch means procedure for steady-state simulation analysis. ACM Trans. Model. Comput. Simul. 15(1): 39-73 (2005) - [c55]Emily K. Lada, Mary Ann Flanigan Wagner, Natalie M. Steiger, James R. Wilson:
Introduction to modeling and generating probabilistic input processes for simulation. WSC 2005: 41-55 - [c54]Natalie M. Steiger, Emily K. Lada, James R. Wilson:
Performance evaluation of ASAP3 for steady-state output analysis. WSC 2005: 781-789 - 2004
- [j25]Amy D. Wilson, Russell E. King, James R. Wilson:
Case study on statistically estimating minimum makespan for flow line scheduling problems. Eur. J. Oper. Res. 155(2): 439-454 (2004) - [c53]Natalie M. Steiger, Emily K. Lada, James R. Wilson, Jeffrey A. Joines, Christos Alexopoulos, David Goldsman:
Steady-State Simulation Analysis Using Asap3. WSC 2004: 672-680 - [c52]Emily K. Lada, James R. Wilson, Natalie M. Steiger, Jeffrey A. Joines:
Performance Evaluation of a Wavelet-based Spectral Method for Steady-state Simulation Analysis. WSC 2004: 694-702 - 2003
- [c51]Michael E. Kuhl, Sachin G. Sumant, James R. Wilson:
Simulation input modeling: a flexible automated procedure for modeling complex arrival processes. WSC 2003: 399-407 - [c50]Emily K. Lada, James R. Wilson, Natalie M. Steiger:
Simulation output analysis: a wavelet-based spectral method for steady-state simulation analysis. WSC 2003: 422-430 - [c49]Jerry Banks, Joseph Hugan, Peter Lendermann, Charles R. McLean, Ernest H. Page, Claude Dennis Pegden, Onur M. Ülgen, James R. Wilson:
Future of the simulation industry, panel: the future of the simulation industry. WSC 2003: 2033-2043 - 2002
- [j24]Andrés L. Medaglia, Shu-Cherng Fang, Henry L. W. Nuttle, James R. Wilson:
An efficient and flexible mechanism for constructing membership functions. Eur. J. Oper. Res. 139(1): 84-95 (2002) - [j23]Natalie M. Steiger, James R. Wilson:
An Improved Batch Means Procedure for Simulation Output Analysis. Manag. Sci. 48(12): 1569-1586 (2002) - [c48]Natalie M. Steiger, Christos Alexopoulos, David Goldsman, Emily K. Lada, James R. Wilson, Faker Zouaoui:
Output analysis: ASAP2: an improved batch means procedure for simulation output analysis. WSC 2002: 336-344 - [c47]Russell R. Barton, Stephen E. Chick, Russell C. H. Cheng, Shane G. Henderson, Averill M. Law, Bruce W. Schmeiser, Lawrence M. Leemis, Lee Schruben, James R. Wilson:
Panel discussion on current issues in input modeling: panel on current issues in simulation input modeling. WSC 2002: 353-369 - 2001
- [j22]Michael E. Kuhl, James R. Wilson:
Modeling and simulating Poisson processes having trends or nontrigonometric cyclic effects. Eur. J. Oper. Res. 133(3): 566-582 (2001) - [j21]Natalie M. Steiger, James R. Wilson:
Convergence Properties of the Batch Means Method for Simulation Output Analysis. INFORMS J. Comput. 13(4): 277-293 (2001) - [j20]James R. Wilson:
A Multiplicative Decomposition Property of the Screening-and-Selection Procedures of Nelson et al. Oper. Res. 49(6): 964-966 (2001) - [c46]Faker Zouaoui, James R. Wilson:
Accounting for input model and parameter uncertainty in simulation. WSC 2001: 290-299 - [c45]Faker Zouaoui, James R. Wilson:
Input uncertainty: accounting for parameter uncertainty in simulation input modeling. WSC 2001: 354-363 - [c44]Tayfur Altiok, W. David Kelton, Pierre L'Ecuyer, Barry L. Nelson, Bruce W. Schmeiser, Thomas J. Schriber, Lee Schruben, James R. Wilson:
Panel: academic perspectives: various ways academics teach simulation: are they all appropriate? WSC 2001: 1580-1591 - 2000
- [j19]David G. Humphrey, James R. Wilson:
A Revised Simplex Search Procedure for Stochastic Simulation Response Surface Optimization. INFORMS J. Comput. 12(4): 272-283 (2000) - [j18]James R. Wilson:
Simulation World Loses Key Founder, A. Alan B. Pritsker (1933-2000). Simul. 75(2): 123-124 (2000) - [j17]James R. Wilson, R. Christopher Hunt:
Problems with correlated data. IEEE Trans. Reliab. 49(2): 127-130 (2000) - [c43]Natalie M. Steiger, James R. Wilson:
Experimental performance evaluation of batch means procedures for simulation output analysis. WSC 2000: 627-636 - [c42]Maria de los A. Irizarry, Michael E. Kuhl, Emily K. Lada, Sriram Subramanian, James R. Wilson:
Analyzing transformation-based simulation metamodels. WSC 2000: 773-781
1990 – 1999
- 1999
- [c41]Natalie M. Steiger, James R. Wilson:
Improved batching for confidence interval construction in steady-state simulation. WSC 1999: 442-451 - 1998
- [j16]Athanassios N. Avramidis, James R. Wilson:
Correlation-Induction Techniques for Estimating Quantiles in Simulation Experiments. Oper. Res. 46(4): 574-591 (1998) - [c40]Michael E. Kuhl, Halim Damerdji, James R. Wilson:
Least Squares Estimation of Nonhomogeneous Poisson Processes. WSC 1998: 637-646 - [c39]David G. Humphrey, James R. Wilson:
A Revised Simplex Search Procedure for Stochastic Simulation Response-surface Optimization. WSC 1998: 751-760 - 1997
- [j15]Christopher R. Houck, Jeffrey A. Joines, Michael G. Kay, James R. Wilson:
Empirical Investigation of the Benefits of Partial Lamarckianism. Evol. Comput. 5(1): 31-60 (1997) - [c38]James R. Wilson:
Modeling Dependencies in Stochastic Simulation Inputs. WSC 1997: 47-52 - [c37]Michael E. Kuhl, Halim Damerdji, James R. Wilson:
Estimating and Simulating Poisson Processes with Trends or Asymmetric Cyclic Effects. WSC 1997: 287-295 - [c36]James R. Wilson:
Conduct, Misconduct, and Cargo Cult Science. WSC 1997: 1405-1414 - 1996
- [j14]Athanassios N. Avramidis, James R. Wilson:
Integrated Variance Reduction Strategies for Simulation. Oper. Res. 44(2): 327-346 (1996) - [j13]James R. Wilson, Daniel T. Brunner, James J. Swain:
The Winter Simulation Conference: The Premier Forum on Discrete-Event Simulation. Simul. 67(2): 78-80 (1996) - [c35]Halim Damerdji, Peter W. Glynn, Marvin K. Nakayama, James R. Wilson:
Selecting the Best System in Transient Simulations with Variances Known. WSC 1996: 281-286 - [c34]Mary Ann Flanigan Wagner, James R. Wilson:
Recent developments in input modeling with Bézier distributions. WSC 1996: 1448-1456 - [c33]Paul M. Stanfield, James R. Wilson, Gary A. Mirka, Naomi F. Glasscock, Jennie P. Psihogios, Joseph R. Davis:
Multivariate input modeling with Johnson distributions. WSC 1996: 1457-1464 - 1995
- [j12]Mary Ann Flanigan Wagner, James R. Wilson:
Graphical Interactive Simulation Input Modeling with Bivariate Bézier Distributions. ACM Trans. Model. Comput. Simul. 5(3): 163-189 (1995) - [c32]Athanassios N. Avramidis, James R. Wilson:
Correlation-Induction Techniques for Estimating Quantiles in Simulation Experiments. WSC 1995: 268-277 - [c31]Michael E. Kuhl, James R. Wilson, Mary A. Johnson:
Estimation and Simulation of Nonhomogeneous Poisson Processes Having Multiple Periodicities. WSC 1995: 374-383 - [c30]Ralf W. Seifert, Michael G. Kay, James R. Wilson:
Evaluation of AGV Routing Strategies Using Hierarchical Simulation. WSC 1995: 850-856 - [c29]A. Alan B. Pritsker, David L. Martin, Janet S. Reust, Mary Ann Flanigan Wagner, O. Patrick Daily, Ann M. Harper, Erick B. Edwards, Leah E. Bennett, James R. Wilson, Michael E. Kuhl, John P. Roberts, Margaret D. Allen, James F. Burdick:
Organ Transplantation Policy Evaluation. WSC 1995: 1314-1323 - 1994
- [j11]Athanassios N. Avramidis, James R. Wilson:
A Flexible Method for Estimating Inverse Distribution Functions in Simulation Experiments. INFORMS J. Comput. 6(4): 342-355 (1994) - [j10]Mary A. Johnson, Sanghoon Lee, James R. Wilson:
Experimental Evaluation of a Procedure for Estimating Nonhomogeneous Poisson Processes Having Cyclic Behavior. INFORMS J. Comput. 6(4): 356-368 (1994) - [j9]Mary A. Johnson, Sanghoon Lee, James R. Wilson:
NPPMLE and NPPSIM: Software for estimating and simulating nonhomogeneous Poisson processes having cyclic behavior. Oper. Res. Lett. 15(5): 273-282 (1994) - [c28]Mary Ann Flanigan Wagner, James R. Wilson:
Using bivariate Bézier distributions to model simulation input processes. WSC 1994: 324-331 - 1993
- [j8]Athanassios N. Avramidis, James R. Wilson:
A splitting scheme for control variates. Oper. Res. Lett. 14(4): 187-198 (1993) - [c27]Mary Ann Flanigan Wagner, James R. Wilson:
Using univariate Bézier distributions to model simulation input processes. WSC 1993: 365-373 - [c26]Athanassios N. Avramidis, James R. Wilson:
Integrated variance reduction strategies. WSC 1993: 445-454 - 1992
- [j7]Jeffrey D. Tew, James R. Wilson:
Validation of Simulation Analysis Methods for the Schruben-Margolin Correlation-Induction Strategy. Oper. Res. 40(1): 87-103 (1992) - [c25]Michel Araten, Harold G. Hixson, Austin C. Hoggatt, Philip J. Kiviat, Michael F. Morris, Arnold Ockene, Julian Reitman, Joseph M. Sussman, James R. Wilson:
The Winter Simulation Conference: Perspectives of the Founding Fathers. WSC 1992: 37-62 - 1991
- [j6]R. D. Eisenhut, Robert S. Dittus, Stephen D. Roberts, James R. Wilson:
Comparing Averaged-Out Utilities of Probability Trees Having Random Parameters. SIAM J. Sci. Comput. 12(5): 1140-1161 (1991) - [c24]Dharmaraj Veeramani, Moshe M. Barash, James R. Wilson:
A method for generating random cutting-tool requirement matrices for manufacturing systems simulation. WSC 1991: 854-860 - [c23]Mary A. Johnson, Sanghoon Lee, James R. Wilson:
Experimental evaluation of a procedure for estimating nonhomogeneous Poisson processes having cyclic behavior. WSC 1991: 958-967 - 1990
- [c22]Thanos N. Avramidis, James R. Wilson:
Control variates for stochastic network simulation. WSC 1990: 323-332 - [c21]W. David Kelton, Bennett L. Fox, Mark E. Johnson, Averill M. Law, Bruce W. Schmeiser, James R. Wilson, John Meszaros, Cynthia L. Morey, Susan E. Romens:
Alternative approaches for specifying input distributions and processes (panel session). WSC 1990: 382-386
1980 – 1989
- 1989
- [j5]David W. Sullivan, James R. Wilson:
Restricted Subset Selection Procedures for Simulation. Oper. Res. 37(1): 52-71 (1989) - [j4]David W. Sullivan, James R. Wilson:
Corrections to "Restricted Subset Selection Procedures for Simulation". Oper. Res. 37(4): 673 (1989) - [j3]David J. DeBrota, Robert S. Dittus, Stephen D. Roberts, James R. Wilson:
Visual interactive fitting of bounded Johnson distributions. Simul. 52(5): 199-205 (1989) - [j2]David J. DeBrota, Robert S. Dittus, Stephen D. Roberts, James R. Wilson:
Errata. Simul. 53(5): 220 (1989) - [c20]David J. DeBrota, Robert S. Dittus, James J. Swain, Stephen D. Roberts, James R. Wilson:
Modeling input processes with Johnson distributions. WSC 1989: 308-318 - [c19]Athanassios N. Avramidis, James R. Wilson:
A flexible method for estimating inverse distribution functions in simulation experiments. WSC 1989: 428-436 - 1988
- [c18]David J. DeBrota, Stephen D. Roberts, James J. Swain, Robert S. Dittus, James R. Wilson, Sekhar Venkatraman:
Input modeling with the Johnson system of distributions. WSC 1988: 165-179 - [c17]Robert H. Storer, James J. Swain, Sekhar Venkatraman, James R. Wilson:
Comparison methods for fitting data using Johnson translation distributions. WSC 1988: 476-481 - 1987
- [c16]Kenneth W. Bauer Jr., Sekhar Venkatraman, James R. Wilson:
Estimation procedures based on control variates with known covariance matrix. WSC 1987: 334-341 - [c15]James R. Wilson:
Future directions in response surface methodology for simulation. WSC 1987: 378-381 - [c14]Jeffrey D. Tew, James R. Wilson:
Metamodel estimation using integrated correlation methods. WSC 1987: 409-418 - 1986
- [c13]Acácio M. O. Porta Nova, James R. Wilson:
Using control variates to estimate multiresponse simulation metamodels. WSC 1986: 326-334 - [e1]James R. Wilson, James O. Henriksen, Stephen D. Roberts:
Proceedings of the 18th conference on Winter simulation, WSC 1986, Washington, DC, USA, December 8-10, 1986. ACM 1986, ISBN 0-911801-11-1 [contents] - 1985
- [c12]James J. Swain, James R. Wilson:
Fitting Johnson distributions using least squares: simulation applications. WSC 1985: 150-157 - [c11]Jeffrey D. Tew, James R. Wilson:
Validation of correlation-induction strategies for simulation experiments. WSC 1985: 190-195 - [c10]Sekhar Venkatraman, James R. Wilson:
Using path control variates in activity network simulation. WSC 1985: 217-222 - 1984
- [c9]James R. Wilson:
Variance reduction in simulation. WSC 1984: 122-128 - [c8]David W. Sullivan, James R. Wilson:
Restricted subset selection for normal populations with unknown and unequal variances. WSC 1984: 266-274 - [c7]Reuben R. McDaniel Jr., Robert S. Sullivan, James R. Wilson:
A simulation model for aged and disabled services. WSC 1984: 664-671 - 1983
- [c6]Susan E. Hoffman, Melba M. Crawford, James R. Wilson:
An integrated model of drilling vessel operations. WSC 1983: 45-54 - [c5]James R. Wilson:
Fitting Johnson curves to univariate and multivariate data. WSC 1983: 115-116 - 1982
- [c4]James R. Wilson:
Variance reduction techniques. WSC 1982: 605-611 - [c3]Bruce W. Schmeiser, Bennett L. Fox, Peter A. W. Lewis, Andrew F. Seila, James R. Wilson:
Statistical issues in simulation research. WSC 1982: 705 - 1981
- [c2]James R. Wilson, David K. Vaughan, Edward Naylor, Robert G. Voss:
STEM: A simulation model of space shuttle ground operations. WSC 1981: 259-270
1970 – 1979
- 1975
- [c1]James R. Wilson, Alan M. Marcum:
APLODS. APL 1975: 384-390 - 1974
- [j1]Sudhakar M. Reddy, James R. Wilson:
Easily Testable Cellular Realizations for the (Exactly P)-out-of n and (p or More)-out-of n Logic Functions. IEEE Trans. Computers 23(1): 98-100 (1974)
Coauthor Index
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