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Dive into the research topics where Marvin Nakayama is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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Estimating Risk Measures, with Applications to Finance and Nuclear Safety
Nakayama, M. (PI)
3/1/24 → 2/28/27
New Jersey Institute of Technology
Project: Research project
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Efficient Monte Carlo Methods For Characterization Of Safety Margins Of Nuclear Power Plants
Nakayama, M. (PI)
9/1/15 → 8/31/18
New Jersey Institute of Technology
Project: Research project
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Efficient Simulation of Large-Scale Systems
Calvin, J. (PI) & Nakayama, M. (CoPI)
6/15/99 → 5/31/04
New Jersey Institute of Technology
Project: Research project
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CAREER: Comparing Alternative System Designs Using Simulation
Nakayama, M. (PI)
9/1/96 → 8/31/02
New Jersey Institute of Technology
Project: Research project
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Monte Carlo Methods for Economic Capital
Li, Y., Kaplan, Z. T. & Nakayama, M. K., Jan 2024, In: INFORMS Journal on Computing. 36, 1, p. 266-284 19 p.New Jersey Institute of Technology
Research output: Contribution to journal › Article › peer-review
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Confidence Intervals for Randomized Quasi-Monte Carlo Estimators
L'Ecuyer, P., Nakayama, M. K., Owen, A. B. & Tuffin, B., 2023, 2023 Winter Simulation Conference, WSC 2023. Institute of Electrical and Electronics Engineers Inc., p. 445-456 12 p. (Proceedings - Winter Simulation Conference).New Jersey Institute of Technology
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
Open Access -
Efficiency of Estimating Functions of Means in Rare-Event Contexts
Nakayama, M. K. & Tuffin, B., 2023, 2023 Winter Simulation Conference, WSC 2023. Institute of Electrical and Electronics Engineers Inc., p. 351-362 12 p. (Proceedings - Winter Simulation Conference).New Jersey Institute of Technology
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
Open Access -
Array-RQMC to Speed up the Simulation for Estimating the Hitting-Time Distribution to a Rare Set of a Regenerative System
Nakayama, M. K. & Tuffin, B., Jan 1 2022, Advances in Modeling and Simulation: Festschrift for Pierre L'Ecuyer. Springer International Publishing, p. 333-351 19 p.New Jersey Institute of Technology
Research output: Chapter in Book/Report/Conference proceeding › Chapter
Open Access -
Density Estimators of the Cumulative Reward Up to a Hitting Time to a Rarely Visited Set of a Regenerative System
Nakayama, M. K. & Tuffin, B., 2022, Proceedings of the 2022 Winter Simulation Conference, WSC 2022. Feng, B., Pedrielli, G., Peng, Y., Shashaani, S., Song, E., Corlu, C. G., Lee, L. H., Chew, E. P., Roeder, T. & Lendermann, P. (eds.). Institute of Electrical and Electronics Engineers Inc., p. 121-132 12 p. (Proceedings - Winter Simulation Conference; vol. 2022-December).New Jersey Institute of Technology
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
Open Access