IEE 475: Simulating Stochastic Systems
Episodes
Lecture M (2025-12-02): Final Exam Review
02 Dec 2025
Contributed by Lukas
In this lecture, we prepare for the final exam and give a brief review of all topics from the course.
Lecture K2 (2025-11-25): Variance Reduction Techniques, Part 2 (Antithetic Variates and Importance Sampling)
25 Nov 2025
Contributed by Lukas
In this lecture, we review four different Variance Reduction Techniques (VRT's). Namely, we discuss common random numbers (CRNs), control variates, an...
Lecture K1 (2025-11-20): Variance Reduction Techniques, Part 1 (CRNs and Control Variates)
21 Nov 2025
Contributed by Lukas
In this lecture, we start by reviewing approaches for absolute and relative performance estimation in stochastic simulation. This begins with a remind...
Lecture J4 (2025-11-19): Estimation of Relative Performance
19 Nov 2025
Contributed by Lukas
In this lecture, we review what we have learned about one-sample confidence intervals (i.e., how to use them as graphical versions of one-sample t-tes...
Lecture J3 (2025-11-13): Estimation of Absolute Performance, Part III (Non-Terminating Systems/Steady-State Simulations)
13 Nov 2025
Contributed by Lukas
In this lecture, we start by further reviewing confidence intervals (where they come from and what they mean) and prediction intervals and then use th...
Lecture J2 (2025-11-06): Estimation of Absolute Performance, Part II (Terminating Systems/Transient Simulations)
07 Nov 2025
Contributed by Lukas
In this lecture, we review estimating absolute performance from simulation, with focus on choosing the number of necessary replications of transient s...
Lecture J1 (2025-11-04): Estimation of Absolute Performance, Part I (Introduction to Point and Interval Estimation)
04 Nov 2025
Contributed by Lukas
In this lecture, we introduce the estimation of absolute performance measures in simulation – effectively shifting our focus from validating input m...
Lecture I (2025-10-30): Statistical Reflections
30 Oct 2025
Contributed by Lukas
In this lecture, we review statistical fundamentals – such as the origins of the t-test, the meaning of type-I and type-II error (and alternative te...
Lecture H (2025-10-28): Verification, Validation, and Calibration of Simulation Models
29 Oct 2025
Contributed by Lukas
At the start of this lecture, we review statistical topics and fitting techniques from Unit G (particularly Lecture G3, on goodness of fit). In partic...
Lecture G3 (2025-10-23) Input Modeling, Part 3 (Parameter Estimation and Goodness of Fit)
23 Oct 2025
Contributed by Lukas
In this lecture, we (nearly) finish our coverage of Input Modeling, where the focus of this lecture is on parameter estimation and assessing goodness ...
IEE 475: Lecture G2 (2025-10-21): Input Modeling, Part 2 (Selection of Model Structure)
22 Oct 2025
Contributed by Lukas
In this lecture, we continue discussing the choice of input models in stochastic simulation. Here, we pivot from talking about data collection to sele...
Lecture G1 (2025-10-16): Input Modeling, Part 1 (Data Collection)
16 Oct 2025
Contributed by Lukas
In this lecture, we introduce the detailed process of input modeling. Input models are probabilistic models that introduce variation in simulation mod...
Lecture F (2025-10-02): Midterm Review for IEE 475 (Simulating Stochastic Systems)
03 Oct 2025
Contributed by Lukas
During this lecture, we review the topics covered up to this point in the course as preparation for the upcoming midterm exam. Students are encouraged...
Lecture E2 (2025-09-30): Random-Variate Generation
01 Oct 2025
Contributed by Lukas
In this lecture, we review pseudo-random number generation and then introduce random-variate generation by way of inverse-transform sampling. In parti...
Lecture E1 (2025-09-25): Random-Number Generation
25 Sep 2025
Contributed by Lukas
In this lecture, we first cover some discrete distributions (and the Poisson process) that we ran out of time for during the previous lecture. We then...
Lecture D2 (2025-09-23): Probabilistic Models
23 Sep 2025
Contributed by Lukas
In this lecture, we review basic probability fundamentals (measure spaces, probability measures, random variables, probability density functions, prob...
Lecture D1 (2025-09-18): Probability and Random Variables
18 Sep 2025
Contributed by Lukas
In this lecture, we introduce the measure-theoretic concept of a random variable (which is neither random nor a variable) and related terms, such as o...
Lecture C2 (2025-09-16): Beyond DES Simulation – SDM, ABM, and NetLogo (and pre-lab discussion for Lab 4 and post-lab discussion for Lab 3)
16 Sep 2025
Contributed by Lukas
This lecture provides some historical background and motivation for System Dynamics Modeling (SDM) and Agent-Based Modeling (ABM), two other simulatio...
Lecture C1 (2025-09-11): Basic Simulation Tools and Techniques
11 Sep 2025
Contributed by Lukas
This lecture covers content related to implementing simulations with spreadsheets and the motivations for the use of special-purpose Discrete Event Sy...
Lecture B3 (2025-09-09): DES Examples, Part II (and post-lab discussion for Lab 2)
09 Sep 2025
Contributed by Lukas
In this lecture, we close out our review of DES fundamentals and hand simulation. After going through a hand-simulation example one last time, we show...
Lecture B2 (2025-09-04): DES Examples, Part I
04 Sep 2025
Contributed by Lukas
In this lecture, we review fundamentals of Discrete Event System (DES) simulation (e.g., entities, resources, activities, processes, delays, attribute...
Lecture B1 (2025-09-02): Fundamental Concepts of Discrete-Event Simulation
02 Sep 2025
Contributed by Lukas
In this lecture, we cover fundamentals of discrete-event system (DES) simulation (DESS). This involves reviewing basic simulation concepts (entities, ...
Lecture A2 (2025-08-28): Introduction to Simulation Modeling
28 Aug 2025
Contributed by Lukas
In this lecture, we introduce the three different simulation methodologies (agent-based modeling, system dynamics modeling, and discrete event system ...
Lecture A1 (2025-08-26): Introduction to Modeling
26 Aug 2025
Contributed by Lukas
In this lecture, we introduce Industrial and Systems Engineering as a blend of science and engineering that necessitates model building. We then defin...
Lecture 0 (2025-08-21): Course Introduction
21 Aug 2025
Contributed by Lukas
This lecture introduces students to IEE 475 (Simulating Stochastic Systems), a required course for Industrial Engineering majors that covers the desig...
Lecture M (2024-12-03): Final Exam Review
04 Dec 2024
Contributed by Lukas
In this lecture, we prepare for the final exam and give a brief review of all topics from the course. Students are encouraged to bring their own quest...
Lecture L (2024-11-26) Course Wrap-Up
27 Nov 2024
Contributed by Lukas
In this lecture, we wrap up the course content in IEE 475. We first do a quick overview of the four variance reduction techniques (VRT's) covered in&n...
Lecture K2 (2024-11-21): Variance Reduction Techniques, Part 2 (AVs and Importance Sampling)
22 Nov 2024
Contributed by Lukas
In this lecture, we review four different Variance Reduction Techniques (VRT's). Namely, we discuss common random numbers (CRNs), control variates, an...
Lecture K1 (2024-11-19): Variance Reduction Techniques, Part 1 (CRNs and Control Variates)
20 Nov 2024
Contributed by Lukas
In this lecture, we start by reviewing approaches for absolute and relative performance estimation in stochastic simulation. This begins with a remind...