The Initial Transient in Steady-State Point Estimation: Contexts, A Bibliography, The MSE Criterion, and The MSER Statistic. Pasupathy, R. & Schmeiser, B. W. In B.~Johansson, S.~Jain, J.~Montoya-Torres, J.~Hugan, & E.~Yücesan, editors, *Proceedings of the 2010 Winter Simulation Conference*, pages 184–197, Piscataway, NJ, 2010. Institute of Electrical and Electronics Engineers, Inc..

Paper abstract bibtex

Paper abstract bibtex

The initial transient is an unavoidable issue when estimating parameters of steady-state distributions. We discuss contexts and factors that affect how the initial transient is handled, provide a bibliography (from the system simulation literature), discuss criteria for evaluating initial-transient algorithms, arguing for focusing on the mean squared error (mse). We discuss the MSER statistic, showing that it is asymptotically proportional to the mse and therefore a good foundation for initial-transient algorithms. We suggest two new algorithms (MSER-LLM and MSER-LLM2) for using the MSER statistic and compare them, based on empirical results for M/M/1 and AR(1) data processes, to the original MSER algorithm (MSER-GM).

@inproceedings{2010passchBWSC, author = {R. Pasupathy and B. W. Schmeiser}, title = {The Initial Transient in Steady-State Point Estimation: Contexts, A Bibliography, The MSE Criterion, and The MSER Statistic}, booktitle = {Proceedings of the 2010 Winter Simulation Conference}, Publisher = {Institute of Electrical and Electronics Engineers, Inc.}, Address = {Piscataway, NJ}, Editor = {B.~Johansson and S.~Jain and J.~Montoya-Torres and J.~Hugan and E.~Y\"{u}cesan}, pages = {184--197}, year = {2010}, url = {http://www.informs-sim.org/wsc10papers/017.pdf}, keywords = {initial transient}, abstract = {The initial transient is an unavoidable issue when estimating parameters of steady-state distributions. We discuss contexts and factors that affect how the initial transient is handled, provide a bibliography (from the system simulation literature), discuss criteria for evaluating initial-transient algorithms, arguing for focusing on the mean squared error (mse). We discuss the MSER statistic, showing that it is asymptotically proportional to the mse and therefore a good foundation for initial-transient algorithms. We suggest two new algorithms (MSER-LLM and MSER-LLM2) for using the MSER statistic and compare them, based on empirical results for M/M/1 and AR(1) data processes, to the original MSER algorithm (MSER-GM).} }

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R.","Schmeiser, B. W."],"bibbaseid":"pasupathy-schmeiser-theinitialtransientinsteadystatepointestimationcontextsabibliographythemsecriterionandthemserstatistic-2010","bibdata":{"bibtype":"inproceedings","type":"inproceedings","author":[{"firstnames":["R."],"propositions":[],"lastnames":["Pasupathy"],"suffixes":[]},{"firstnames":["B.","W."],"propositions":[],"lastnames":["Schmeiser"],"suffixes":[]}],"title":"The Initial Transient in Steady-State Point Estimation: Contexts, A Bibliography, The MSE Criterion, and The MSER Statistic","booktitle":"Proceedings of the 2010 Winter Simulation Conference","publisher":"Institute of Electrical and Electronics Engineers, Inc.","address":"Piscataway, NJ","editor":[{"firstnames":[],"propositions":[],"lastnames":["B.~Johansson"],"suffixes":[]},{"firstnames":[],"propositions":[],"lastnames":["S.~Jain"],"suffixes":[]},{"firstnames":[],"propositions":[],"lastnames":["J.~Montoya-Torres"],"suffixes":[]},{"firstnames":[],"propositions":[],"lastnames":["J.~Hugan"],"suffixes":[]},{"firstnames":[],"propositions":[],"lastnames":["E.~Yücesan"],"suffixes":[]}],"pages":"184–197","year":"2010","url":"http://www.informs-sim.org/wsc10papers/017.pdf","keywords":"initial transient","abstract":"The initial transient is an unavoidable issue when estimating parameters of steady-state distributions. We discuss contexts and factors that affect how the initial transient is handled, provide a bibliography (from the system simulation literature), discuss criteria for evaluating initial-transient algorithms, arguing for focusing on the mean squared error (mse). We discuss the MSER statistic, showing that it is asymptotically proportional to the mse and therefore a good foundation for initial-transient algorithms. We suggest two new algorithms (MSER-LLM and MSER-LLM2) for using the MSER statistic and compare them, based on empirical results for M/M/1 and AR(1) data processes, to the original MSER algorithm (MSER-GM).","bibtex":"@inproceedings{2010passchBWSC,\n\tauthor = {R. Pasupathy and B. W. Schmeiser},\n\ttitle = {The Initial Transient in Steady-State Point Estimation: Contexts, A Bibliography, The MSE Criterion, and The MSER Statistic},\n\tbooktitle = {Proceedings of the 2010 Winter Simulation Conference},\n\tPublisher = {Institute of Electrical and Electronics Engineers, Inc.},\n\tAddress = {Piscataway, NJ},\n\tEditor = {B.~Johansson and S.~Jain and J.~Montoya-Torres and J.~Hugan and E.~Y\\\"{u}cesan},\n\tpages = {184--197},\n\tyear = {2010},\n\turl = {http://www.informs-sim.org/wsc10papers/017.pdf},\n\tkeywords = {initial transient},\n\tabstract = {The initial transient is an unavoidable issue when estimating parameters of steady-state distributions. We discuss contexts and factors that affect how the initial transient is handled, provide a bibliography (from the system simulation literature), discuss criteria for evaluating initial-transient algorithms, arguing for focusing on the mean squared error (mse). We discuss the MSER statistic, showing that it is asymptotically proportional to the mse and therefore a good foundation for initial-transient algorithms. We suggest two new algorithms (MSER-LLM and MSER-LLM2) for using the MSER statistic and compare them, based on empirical results for M/M/1 and AR(1) data processes, to the original MSER algorithm (MSER-GM).}\n}\n\n","author_short":["Pasupathy, R.","Schmeiser, B. 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