Estimation of Nonlinear Simulation Metamodels Using Control Variates
نویسنده
چکیده
The method of control variates has been intensively used for reducing the variance of estimated (linear) regression metamodels in simulation experiments. In contrast to previous studies, this paper presents a procedure for applying multiple control variates when the objective is to estimate and validate a nonlinear regression metamodel for a single response, in terms of selected decision variables. This procedure includes robust statistical regression techniques for estimation and validation. Assuming joint normality of the response and controls, confidence intervals and hypothesis tests for the metamodel parameters are obtained. Finally, results for measuring the efficiency of the use of control variates are discussed. (SIMULATION; MODELING; NONLINEAR METAMODELS; VARIANCE REDUCTION)
منابع مشابه
Estimation of Nonlinear Simulation Metamodels Using Control Variates
The method of control variates has been intensively used for reducing the variance of estimated (linear) regression metamodels in simulation experiments. In contrast to previous studies, this article presents a procedure for applying multiple control variates when the objective is to estimate and validate a nonlinear regression metamodel for a single response, in terms of selected decision vari...
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