Replicated Computations Results (RCR) Report for “Green Simulation: Reusing the Output of Repeated Experiments”
该报告验证了Feng和Staum提出的基于似然比或重要性抽样理论的方法，通过重用先前参数设置的仿真输出来降低新参数设置下估计量的方差，并在两个金融实例中成功复现了原文结果。
“Green Simulation: Reusing the Output of Repeated Experiments” by Feng and Staum describes methods based on likelihood ratio or importance sampling theory for reusing the outputs of simulation experiments at previous parameter settings to augment and improve (by reducing the estimator variance) simulation experiments at new parameter settings. The article presents empirical results for two realistic examples in the area of finance; Matlab code for these examples was made available by the authors. The examples were straightforward to run without extensive knowledge of Matlab, and both experiment and scenario parameters can be altered easily. All experiment results in the article were reproduced.