a realistic simulation experiment. Sequential bifurcation (SB) is a sequential method that changes groups of inputs …-order polynomials are adequate approximations of the input/output functions implied by the simulation model; (ii) the signs of all first … either (heredity property). This paper examines SB for random simulation with multiple responses (outputs), called …

Abstract: To analyze the input/output behavior of simulation models with multiple responses, we may apply either …

metamodels such as linear regression models.)Assuming that simulation requires much computer time, it is important to select a …This paper proposes a novel method to select an experimental design for interpolation in random simulation, especially … discrete event simulation.(Though the paper focuses on Kriging, this design approach may also apply to other types of …

combination of simulation inputs not yet simulated? (2) How to select the next combination to be simulated when searching for the … optimal combination? To answer these questions, the paper uses parametric bootstrapped Kriging and "conditional simulation …

. We formulate this intrinsic Kriging as a metamodel in deterministic and random simulation models. For random simulation …

This article uses a sequentialized experimental design to select simulation input com- binations for global … input/output data of the simulation model (computer code). This design and analysis adapt the clas- sic "expected …

. As a novel metamodel we introduce intrinsic Kriging, for either deterministic or random simulation. For deterministic … simulation we study the famous `efficient global optimization' (EGO) method, substituting intrinsic Kriging for universal Kriging …. For random simulation we investigate a state-of-the-art two-stage algorithm accounting for heteroscedastic variances of …

models.The topic of this paper is a generalization of the Wilks distribution.This generalized Wilks' distribution is relevant … for testing in multivariate regression models with monotone missing data.Just as the (usual) Wilks distribution can be … in more or less the same way.We use Box transformations to derive the x2-approximations and compare them by simulation. …

used for modeling average or steady-state behavior of complex stochastic systems.Recently, simulation-based methods have … been successfully used for solving challenging stochastic optimization problems and equilibrium models.Here we broaden the …

immigrants in Germany. We find some substantial differences in parameter estimates between parametric and semiparametric models …, and between predictions of true and reported fluency. We compare the predictions of the three models, and perform a … graphical test of the parametric models against semiparametric alternatives. …