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

Wan, Hong and Ankenman, Bruce E. and Nelson, Barry L. (2010) Improving the efficiency and efficacy of controlled sequential bifurcation for simulation factor screening. INFORMS Journal on Computing, 22 (3). pp. 482-492. ISSN 1091-9856

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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.

Item Type:
Journal Article
Journal or Publication Title:
INFORMS Journal on Computing
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/1700/1706
Subjects:
ID Code:
65041
Deposited By:
Deposited On:
13 Jun 2013 10:24
Refereed?:
Yes
Published?:
Published
Last Modified:
24 Jun 2020 02:13