Statistics and Simulation [electronic resource] : IWS 8, Vienna, Austria, September 2015 /
Pilz, Jürgen.editor.
Rasch, Dieter.editor.
Melas, Viatcheslav B.editor.
Moder, Karl.editor.
This volume features original contributions and invited review articles on mathematical statistics, statistical simulation and experimental design. The selected peer-reviewed contributions originate from the 8th International Workshop on Simulation held in Vienna in 2015. The book is intended for mathematical statisticians, Ph.D. students and statisticians working in medicine, engineering, pharmacy, psychology, agriculture and other related fields. The International Workshops on Simulation are devoted to statistical techniques in stochastic simulation, data collection, design of scientific experiments and studies representing broad areas of interest. The first 6 workshops took place in St. Petersburg, Russia, in 1994 – 2009 and the 7th workshop was held in Rimini, Italy, in 2013.
Preface -- Part I: Invited Papers -- 1. Design and analysis of simulation experiments (Jack P. C. Kleijnen) -- 2. A review of simulation usage in the New Zealand electricity market (Golbon Zakeri, Geoff Pritchard) -- 3. Power and sample size considerations in psychometrics (Clemens Draxler, Klaus D. Kubinger) -- 4. Bootstrap change point testing for dependent data (Zuzana Prášková) -- Part II: Simulation for mathematical modeling and analysis -- 5. The covariation matrix of solution of a linear algebraic system by the Monte Carlo method (Tatiana M. Tovstik) -- 6. Large-scale simulation of acoustic waves in random multiscale media (Olga N. Soboleva, Ekaterina P. Kurochkina) -- 7. Parameter inference for stochastic differential equations with density tracking by quadrature (Harish S. Bhat, R. W. M. A. Madushani, Shagun Rawat) -- 8. New Monte Carlo algorithm for evaluation of outgoing polarized radiation (Gennady A. Mikhailov, Natalya V. Tracheva, Sergey A. Ukhinov) -- Part III: Simulation for stochastic processes and their applications -- 9. Simulation of stochastic processes with generation and transport of particles (Elena Ermishkina, Elena Yarovaya) -- 10. Stochastic models for nonlinear cross-diffusion systems (Yana Belopolskaya) -- 11. Benefits and application of tree structures in Gaussian process models to optimize magnetic field shaping problems (Natalie Vollert, Michael Ortner, Jürgen Pilz) -- 12. Insurance models under incomplete information (Ekaterina Bulinskaya, Julia Gusak) -- 13. Comparison and modeling of pension systems (Christian Quast, Luboš Střelec, Rastislav Potocký, Jozef Kiselák, Milan Stehlík) -- 14. Markowitz problem for a case of random environment existence (Alexander Andronov, Tatjana Jurkina) -- Part IV: Testing and classification problems in statistics -- 15. Signs of residuals for testing coefficients in quantile regression (Sergey Tarima, Peter Tarassenko, Bonifride Tuyishimire, Rodney Sparapani, Lisa Rein, John Meurer) -- 16. Classification of multivariate time series of arbitrary nature based on the ɛ-complexity theory (Boris Darkhovsky, Alexandra Piryatinska) -- 17. EEG, nonparametric multivariate statistics, and dementia classification (Patrick Langthaler, Yvonne Höller, Zuzana Hübnerová, Vítězslav Veselý, Arne C. Bathke) -- 18. Change point in panel data with small fixed panel size: ratio and non-ratio test statistics(Barbora Peštová, Michal Pešta) -- 19. How robust is the two-sample triangular sequential t-test against variance heterogeneity? (Dieter Rasch, Takuya Yanagida) -- Part V. Clinical trials and design of experiments -- 20. Performances of Poisson-gamma model for patients' recruitment in clinical trials when there are pauses in recruitment or when the number of centres is small (Nathan Minois, Guillaume Mijoule, Stéphanie Savy, Valérie Lauwers-Cances, Sandrine Andrieu, Nicolas Savy) -- 21. Simulated clinical trials: principle, good practices, and focus onvirtual patients generation (Nicolas Savy, Stéphanie Savy, Sandrine Andrieu, Sébastien Marque) -- 22. Determination of the optimal size of subsamples for testing a correlation coefficient by a sequential triangular test (Dieter Rasch, Takuya Yanagida, Klaus D. Kubinger, Berthold Schneider) -- 23. Explicit T-optimal designs for trigonometric regression models (Viatcheslav B. Melas, Petr V. Shpilev) -- 24. Simulations on the combinatorial structure of D-optimal designs (Roberto Fontana, Fabio Rapallo) -- Part VI: Simulations for reliability and queueing models -- 25. On the consequences of model misspecification for biased samples from the Weibull distribution (George Tzavelas, Polychronis Economou).-26. An overview on recent advances in statistical burn-in modeling for semiconductor devices (Daniel Kurz, Horst Lewitschnig, Jürgen Pilz) -- 27. Simplified analysis of queueing systems with random requirements (Konstantin E. Samouylov, Yuliya V. Gaidamaka, Eduard S. Sopin) -- 28. On sensitivity of steady-state probabilities of a cold redundant system to the shapes of life and repair time distributions of its elements (Vladimir Rykov, Dmitry Kozyrev) -- 29. Reliability analysis of an aging unit with a controllable repair facility activation (Dmitry Efrosinin, Janos Sztrik, Mais Farkhadov, Natalia Stepanova).-.
This volume features original contributions and invited review articles on mathematical statistics, statistical simulation and experimental design. The selected peer-reviewed contributions originate from the 8th International Workshop on Simulation held in Vienna in 2015. The book is intended for mathematical statisticians, Ph.D. students and statisticians working in medicine, engineering, pharmacy, psychology, agriculture and other related fields. The International Workshops on Simulation are devoted to statistical techniques in stochastic simulation, data collection, design of scientific experiments and studies representing broad areas of interest. The first 6 workshops took place in St. Petersburg, Russia, in 1994 – 2009 and the 7th workshop was held in Rimini, Italy, in 2013.
Statistics .
Computer simulation.
Statistical Theory and Methods.
Statistics and Computing/Statistics Programs.
Simulation and Modeling.
Statistics for Life Sciences, Medicine, Health Sciences.
Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.