Improving the Efficiency and Efficacy of Controlled Sequential Bifurcation for Simulation Factor Screening
نویسندگان
چکیده
Controlled Sequential Bifurcation (CSB) is a factor-screening method for discrete-event simulations. It combines a multi-stage hypothesis testing procedure with the original Sequential Bifurcation (SB) procedure, to control both the power for detecting important effects at each bifurcation step and the Type I error for each unimportant factor under heterogeneous variance conditions when a main-effects model applies. This paper improves the CSB procedure in two aspects. First, a new fully sequential hypothesis-testing procedure is introduced that greatly improves the efficiency of CSB. Moreover, this paper proposes CSB-X, a more general CSB procedure that has the same error control for screening main effects that CSB does, even when two-factor interactions are present. The performance of the new method is proven and compared with the original CSB procedure.
منابع مشابه
Online Appendix: Improving the Efficiency and Efficacy of Controlled Sequential Bifurcation for Simulation Factor Screening
of Controlled Sequential Bifurcation for Simulation Factor Screening A. Appendix: Proofs A.1. Proof of Lemma 1 For a group {k1, k1 + 1, . . . , k2} with group effect ζ = ∑k2 k1+1 βi, an arbitrary sample path is SPr0(r) = ∑r `=1(D`(k1, k2)− r0), r = N0, N0 + 1, . . .. If r′ 0 < r0, then for every sample path, SPr′ 0(r) > SPr0(r) for all r. Thus, every sample path that is classified as unimportan...
متن کاملOnline Appendix: Improving the Efficiency and Efficacy of Controlled Sequential Bifurcation for Simulation Factor Screening
of Controlled Sequential Bifurcation for Simulation Factor Screening A. Appendix: Proofs A.1. Proof of Lemma 1 For a group {k1, k1 + 1, . . . , k2} with group effect ζ = ∑k2 k1+1 βi, an arbitrary sample path is SPr0(r) = ∑r `=1(D`(k1, k2)− r0), r = N0, N0 + 1, . . .. If r′ 0 < r0, then for every sample path, SPr′ 0(r) > SPr0(r) for all r. Thus, every sample path that is classified as unimportan...
متن کاملControlled Sequential Bifurcation: A New Factor-Screening Method for Discrete-Event Simulation
Screening experiments are performed to eliminate unimportant factors so that the remaining important factors can be more thoroughly studied in later experiments. Sequential bifurcation (SB) is a recent screening method that is well suited for simulation experiments; the challenge is to prove the “correctness” of the results. This paper proposes Controlled Sequential Bifurcation, a procedure tha...
متن کاملSimulation Factor Screening With Controlled Sequential Bifurcation in the Presence of Interactions
Controlled Sequential Bifurcation (CSB) is a factor-screening method for discrete-event simulations. CSB controls the power for detecting important effects at each bifurcation step and the Type I Error for each unimportant factor under heterogeneous variance conditions when a main-effects model applies. Unfortunately, when factors interact—as they nearly always do in computer simulation models—...
متن کاملProceedings of the 2005 Winter
Analysts examining complex simulation models often conduct screening experiments to identify the most important factors. Controlled sequential bifurcation (CSB) is a screening procedure, developed specifically for simulation experiments, that uses a sequence of hypothesis tests to classify the factors as either important or unimportant. CSB controls the probability of Type I error for each fact...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- INFORMS Journal on Computing
دوره 22 شماره
صفحات -
تاریخ انتشار 2010