JSM Activity #273

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Activity ID:  273
Title
Simulation and Monte Carlo
Date / Time / Room Sponsor Type
08/14/2002
8:30 AM - 10:20 AM
Room: H-Nassau Suite B 		ENAR, Section on Physical & Engineering Sciences*, Section on Statistical Computing* Topic Contributed
Organizer: John L. Maryak, Johns Hopkins University
Chair: John L. Maryak, Johns Hopkins University
Discussant:  
Floor Discussion 10:15 AM
Description

Five papers on the leading edge of the increasingly popular and practical simulation/Monte Carlo technology. Topics range from Markov Chain Monte Carlo analysis for horse race handicapping, to optimization, estimation, control, and experimental design.
  301830  By:  Ming Gao  Gu 8:35 AM 08/14/2002
MCMC Stochastic Approximations with Application to Ranking Data for Sports Competition

  301636  By:  James C. Spall 8:55 AM 08/14/2002
Monte Carlo Resampling for Computation of the Fisher Information Matrix

  301708  By:  Ying  He 9:15 AM 08/14/2002
Convergence of Simultaneous Perturbation Stochastic Approximation for Nondifferentiable Optimization

  301803  By:  Peter  Mueller 9:35 AM 08/14/2002
Simulation-Based Sequential Bayesian Design

  301282  By:  Jeffrey  Lehman 9:55 AM 08/14/2002
Computer Experiments and Robust Design

JSM 2002

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Revised March 2002