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Factor Sreening For Simulation With Multiple Responses : Sequential Bifurcation
Kleijnen, Jack P.C.; Shi, W.; Liu, Zhixue - Tilburg University, Center for Economic Research - 2013
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 …
Persistent link: https://www.econbiz.de/10011090433
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Full Screening Another View at One-Factor-at-a-Time Designs
Bettonvil, B.W.M. - Tilburg University, Center for Economic Research - 2010
Textbooks on Design Of Experiments invariably start by explaining why one-factor-at-a -time (OAT) is an inferior method. Here we will show that in a model with all interactions a variant of OAT is extremely efficient, provided that we only have non-negative parameters and that there are only a...
Persistent link: https://www.econbiz.de/10011090833
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Generation Next : Experimentation with AI
Charness, Gary; Jabarian, Brian; List, John A. - National Bureau of Economic Research - 2023
We investigate the potential for Large Language Models (LLMs) to enhance scientific practice within experimentation by identifying key areas, directions, and implications. First, we discuss how these models can improve experimental design, including improving the elicitation wording, coding...
Persistent link: https://www.econbiz.de/10014372436
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Statistical Testing of Optimality Conditions in Multiresponse Simulation-Based Optimization (Replaced by Discussion Paper 2007-45)
Kleijnen, Jack P.C.; Bettonvil, B.W.M.; Del Castillo, E. - Tilburg University, Center for Economic Research - 2005
models with multiple random responses.Such models arise in simulation-based optimization with multivariate outputs.This paper … (resampling) method to test the KKT conditions.Furthermore, it applies the classic Student t test to check whether the simulation … and an inventory simulation; the empirical results are encouraging. …
Persistent link: https://www.econbiz.de/10011090910
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Factor Screening for Simulation with Multiple Responses : Sequential Bifurcation
Kleijnen, Jack P.C.; Shi, W.; Liu, Zhixue - Tilburg University, Center for Economic Research - 2012
a realistic simulation experiment. Sequential bifurcation (or SB) is a sequential method that changes groups of inputs … are adequate approximations of the input/output (I/O) functions implied by the simulation model; (ii) the signs of all … important second-order effects either (heredity property). This paper examines SB for random simulation with multiple responses …
Persistent link: https://www.econbiz.de/10011091457
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Statistical Testing of Optimality Conditions in Multiresponse Simulation-based Optimization (Revision of 2005-81)
Kleijnen, Jack P.C.; Bettonvil, B.W.M.; Del Castillo, E. - Tilburg University, Center for Economic Research - 2007
This paper studies simulation-based optimization with multiple outputs. It assumes that the simulation model has one …
Persistent link: https://www.econbiz.de/10011091786
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Full Screening Another View at One-Factor-At-A-Time Designs
Bettonvil, Bert - 2011
Textbooks on Design of Experiments invariably start by explaining why one-factor-at-a-time (OAT) is an inferior method. Here we will show that in a model with all interactions a variant of OAT is extremely efficient, provided that we only have non-negative parameters and that there are only a...
Persistent link: https://www.econbiz.de/10013131493
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Variance Reduction Techniques in Monte Carlo Methods
Kleijnen, Jack P. C. - 2010
Monte Carlo methods are simulation algorithms to estimate a numerical quantity in a statistical model of a real system … stimulated simulation analysts to develop ever more realistic models, so that the net result has not been faster execution of … simulation experiments; e.g., some modern simulation models need hours or days for a single 'run' (one replication of one …
Persistent link: https://www.econbiz.de/10013135680
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Robust Optimization in Simulation : Taguchi and Krige Combined
Dellino, Gabriella - 2009
Optimization of simulated systems is the goal of many methods, but most methods assume known environments. We, however, develop a `robust' methodology that accounts for uncertain environments. Our methodology uses Taguchi's view of the uncertain world, but replaces his statistical techniques by...
Persistent link: https://www.econbiz.de/10013155383
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Design of Experiments : Overview
Kleijnen, Jack P. C. - 2008
simulation models. This contribution discusses the different types of DOE for these three domains, but focusses on random … simulation. DOE may have two goals: sensitivity analysis including factor screening and optimization. This contribution starts …
Persistent link: https://www.econbiz.de/10012723285