向量计算机、蒙特卡洛模拟与回归分析:导论

Vector Computers, Monte Carlo Simulation and Regression Analysis: An Introduction

Management Science · 1992
被引 5
人大 A+FT50UTD24ABS 4*

中文导读

介绍向量计算机在管理科学中的应用,重点探讨如何利用向量模式进行蒙特卡洛实验中的回归分析,并比较Cyber 205与VAX 8700在普通最小二乘和广义最小二乘估计上的性能差异。

Abstract

Vector computers provide a new tool for management scientists. The application of that tool requires thinking in vector mode. This mode is examined in the context of Monte Carlo experiments with regression models; these regression models may serve as metamodels in simulation experiments. The vector mode needs to exploit a specific dimension of the Monte Carlo experiment, namely the replicates of that experiment. Taking advantage of the machine architecture gives a code that computes Ordinary Least Squares estimates on a Cyber 205 in only 2% of the time needed on a Vax 8700. For Generalized Least Squares estimates, however, the code runs slower on the Cyber 205 than on the VAX, if the regression model is small; for large models the CYBER 205 runs much faster.

向量计算机蒙特卡洛模拟回归分析元模型