Faculty Directory
Barry Nelson

Walter P. Murphy Professor of Industrial Engineering and Management Sciences

Director of Graduate Studies

Co-director of Master of Engineering Management Program

Contact

2145 Sheridan Road
Tech M326
Evanston, IL 60208-3109

Email Barry Nelson

Website

Barry Nelson's Homepage


Departments

Industrial Engineering and Management Sciences

Affiliations

Master of Science in Analytics Program


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Education

Ph.D., M.S. Operations Research, Industrial Engineering, Purdue University, West Lafayette, IN

B.A. Mathematics and Computer Science, DePauw University, Greencastle, IN


Research Interests

The design and analysis of computer simulation experiments, particularly issues of statistical efficiency (such as variance-reduction techniques), multivariate output analysis (such as multiple-comparison procedures and optimization via simulation), multivariate input modeling (such as modeling and generation of nonstationary arrival processes), metamodeling, input uncertainty (model risk) and computer simulation analytics. Application areas include financial engineering, computer performance modeling, quality control, manufacturing systems and transportation systems. Additional interests in numerical evaluation of non-stationary queueing processes common in telecommunications and service systems.


Selected Publications

  • Nelson, Barry L.; Song, Eunhye, “Quickly Assessing Contributions to Input Uncertainty”, IIE Transactions (Institute of Industrial Engineers), (2015)
  • Hong, L. Jeff; Nelson, Barry L.; Luo, Jun, “Chance constrained selection of the best”, INFORMS Journal on Computing, (2015)
  • Nelson, B.L.; Lin, Y.; Song, E., “Single-experiment input uncertainty”, Journal of Simulation, (2015)
  • Nelson, Barry L.; Xie, Wei; Barton, Russell R., “A bayesian framework for quantifying uncertainty in stochastic simulation”, Operations Research, (2014)
  • Xie, Wei; Barton, Russell R.; Nelson, Barry L., “Quantifying input uncertainty via simulation confidence intervals”, INFORMS Journal on Computing, (2014)
  • Nelson, Barry L.; Xu, Jie; Hong, L. Jeff, “An adaptive hyperbox algorithm for high-dimensional discrete optimization via simulation problems”, INFORMS Journal on Computing, (2013)
  • Nelson, Barry L.; Song, Eunhye, “A quicker assessment of input uncertainty”, Proceedings of the 2013 Winter Simulation Conference - Simulation: Making Decisions in a Complex World, WSC 2013, (2013)
  • Nelson, Barry L.; Salemi, Peter; Staum, Jeremy, “Generalized integrated brownian fields for simulation metamodeling”, Proceedings of the 2013 Winter Simulation Conference - Simulation: Making Decisions in a Complex World, WSC 2013, (2013)
  • , “Foundations and Methods of Stochastic Simulation: A First Course”, Springer-Verlag, (2013)
  • Chen, Xi; Ankenman, Bruce E.; Nelson, Barry L., “Enhancing stochastic kriging metamodels with gradient estimators”, Operations Research, (2013)
  • Barry L Nelson, “Foundations and Methods of Stochastic Simulation: A First Course”, Springer, (2013)
  • Chen, Xi; Ankenman, Bruce E.; Nelson, Barry L., “The effects of common random numbers on stochastic kriging metamodels”, ACM Transactions on Modeling and Computer Simulation, (2012)
  • Ankenman, Bruce E.; Nelson, Barry L., “A quick assessment of input uncertainty”, Proceedings - Winter Simulation Conference, (2012)
  • Nelson, B. L.; Xu, J.; Hong, L. J., “An Adaptive Hyperbox Algorithm for High-Dimensional Discrete Optimization via Simulation Problems”, INFORMS Journal on Computing, (2011)
  • Nelson, B. L., “Thirty years of Batch Size Effects”, Simulation Conference (WSC), Proceedings of the 2011 Winter, (2011)
  • H Lan;BL Nelson;J Staum, “A Confidence Interval Procedure for Expected Shortfall Risk Measurement via Two-Level Simulation”, Operations Research, (2010)
  • LJ Hong;BL Nelson;J Xu, “Speeding up COMPASS for high-dimensional discrete optimization via simulation”, Operations Research Letters, (2010)
  • J XU;BL NELSON;LJ HONG, “Industrial Strength COMPASS: A Comprehensive Algorithm and Software for Optimization via Simulation”, Acm Transactions on Modeling and Computer Simulation, (2010)
  • SC TSAI;BL NELSON, “Fully sequential selection procedures with control variates”, Iie Transactions, (2010)
  • ... Wan, BE Ankenman, BL Nelson, “Improving the Efficiency and Efficacy of Controlled Sequential Bifurcation for Simulation Factor Screening”, INFORMS Journal ..., (2010)
  • I Gerhardt, BL Nelson, “Transforming Renewal Processes for Simulation of Nonstationary Arrival Processes”, INFORMS Journal on Computing, (2009)
  • F YANG, BE ANKENMAN, BL NELSON, “Estimating Cycle Time Percentile Curves for Manufacturing Systems via Simulation”, INFORMS JOURNAL ON COMPUTING, (2008)
  • H Wan, BE Ankenman, BL Nelson, “Improving the efficiency and efficacy of CSB for simulation factor screening”, INFORMS Journal on Computing, forthcoming, (2008)
  • Biller, B.; Nelson, B. L., “Evaluation of the ARTAFIT method for fitting time-series input processes for simulation.”, Informs Journal on Computing, (2008)
  • Hong, L. J.; Nelson, B. L., “A framework for locally convergent random-search algorithms for discrete optimization via simulation.”, Acm Transactions on Modeling and Computer Simulation, (2007)
  • Lesnevski, V.; Nelson, B. L.; Staum, J., “Simulation of coherent risk measures based on generalized scenarios.”, Management Science, (2007)