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Improving the efficiency and efficacy of controlled sequential bifurcation for simulation factor screening

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Improving the efficiency and efficacy of controlled sequential bifurcation for simulation factor screening. / Wan, Hong; Ankenman, Bruce E.; Nelson, Barry L.
In: INFORMS Journal on Computing, Vol. 22, No. 3, 01.07.2010, p. 482-492.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Wan, H, Ankenman, BE & Nelson, BL 2010, 'Improving the efficiency and efficacy of controlled sequential bifurcation for simulation factor screening', INFORMS Journal on Computing, vol. 22, no. 3, pp. 482-492. https://doi.org/10.1287/ijoc.1090.0366

APA

Wan, H., Ankenman, B. E., & Nelson, B. L. (2010). Improving the efficiency and efficacy of controlled sequential bifurcation for simulation factor screening. INFORMS Journal on Computing, 22(3), 482-492. https://doi.org/10.1287/ijoc.1090.0366

Vancouver

Wan H, Ankenman BE, Nelson BL. Improving the efficiency and efficacy of controlled sequential bifurcation for simulation factor screening. INFORMS Journal on Computing. 2010 Jul 1;22(3):482-492. doi: 10.1287/ijoc.1090.0366

Author

Wan, Hong ; Ankenman, Bruce E. ; Nelson, Barry L. / Improving the efficiency and efficacy of controlled sequential bifurcation for simulation factor screening. In: INFORMS Journal on Computing. 2010 ; Vol. 22, No. 3. pp. 482-492.

Bibtex

@article{e8dd9c72ecc64ee7a1ee396dc4c7e2f0,
title = "Improving the efficiency and efficacy of controlled sequential bifurcation for simulation factor screening",
abstract = "Controlled sequential bifurcation (CSB) is a factor-screening method for discrete-event simulations. It combines a multistage hypothesis testing procedure with the original sequential bifurcation 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.",
keywords = "simulation, analysis, statistics, experiment",
author = "Hong Wan and Ankenman, {Bruce E.} and Nelson, {Barry L.}",
year = "2010",
month = jul,
day = "1",
doi = "10.1287/ijoc.1090.0366",
language = "English",
volume = "22",
pages = "482--492",
journal = "INFORMS Journal on Computing",
issn = "1091-9856",
publisher = "INFORMS Inst.for Operations Res.and the Management Sciences",
number = "3",

}

RIS

TY - JOUR

T1 - Improving the efficiency and efficacy of controlled sequential bifurcation for simulation factor screening

AU - Wan, Hong

AU - Ankenman, Bruce E.

AU - Nelson, Barry L.

PY - 2010/7/1

Y1 - 2010/7/1

N2 - Controlled sequential bifurcation (CSB) is a factor-screening method for discrete-event simulations. It combines a multistage hypothesis testing procedure with the original sequential bifurcation 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.

AB - Controlled sequential bifurcation (CSB) is a factor-screening method for discrete-event simulations. It combines a multistage hypothesis testing procedure with the original sequential bifurcation 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.

KW - simulation

KW - analysis

KW - statistics

KW - experiment

U2 - 10.1287/ijoc.1090.0366

DO - 10.1287/ijoc.1090.0366

M3 - Journal article

VL - 22

SP - 482

EP - 492

JO - INFORMS Journal on Computing

JF - INFORMS Journal on Computing

SN - 1091-9856

IS - 3

ER -